CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2763 |
1.2823 |
0.0060 |
0.5% |
1.3284 |
| High |
1.2871 |
1.2915 |
0.0044 |
0.3% |
1.3307 |
| Low |
1.2732 |
1.2803 |
0.0071 |
0.6% |
1.2749 |
| Close |
1.2807 |
1.2880 |
0.0073 |
0.6% |
1.2752 |
| Range |
0.0139 |
0.0112 |
-0.0027 |
-19.4% |
0.0558 |
| ATR |
0.0152 |
0.0150 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
237,125 |
295,257 |
58,132 |
24.5% |
1,163,562 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3202 |
1.3153 |
1.2942 |
|
| R3 |
1.3090 |
1.3041 |
1.2911 |
|
| R2 |
1.2978 |
1.2978 |
1.2901 |
|
| R1 |
1.2929 |
1.2929 |
1.2890 |
1.2954 |
| PP |
1.2866 |
1.2866 |
1.2866 |
1.2878 |
| S1 |
1.2817 |
1.2817 |
1.2870 |
1.2842 |
| S2 |
1.2754 |
1.2754 |
1.2859 |
|
| S3 |
1.2642 |
1.2705 |
1.2849 |
|
| S4 |
1.2530 |
1.2593 |
1.2818 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4610 |
1.4239 |
1.3059 |
|
| R3 |
1.4052 |
1.3681 |
1.2905 |
|
| R2 |
1.3494 |
1.3494 |
1.2854 |
|
| R1 |
1.3123 |
1.3123 |
1.2803 |
1.3030 |
| PP |
1.2936 |
1.2936 |
1.2936 |
1.2889 |
| S1 |
1.2565 |
1.2565 |
1.2701 |
1.2472 |
| S2 |
1.2378 |
1.2378 |
1.2650 |
|
| S3 |
1.1820 |
1.2007 |
1.2599 |
|
| S4 |
1.1262 |
1.1449 |
1.2445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3186 |
1.2732 |
0.0454 |
3.5% |
0.0178 |
1.4% |
33% |
False |
False |
246,095 |
| 10 |
1.3333 |
1.2732 |
0.0601 |
4.7% |
0.0154 |
1.2% |
25% |
False |
False |
248,266 |
| 20 |
1.3333 |
1.2731 |
0.0602 |
4.7% |
0.0144 |
1.1% |
25% |
False |
False |
258,554 |
| 40 |
1.3333 |
1.2157 |
0.1176 |
9.1% |
0.0147 |
1.1% |
61% |
False |
False |
278,333 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.3% |
0.0153 |
1.2% |
69% |
False |
False |
223,331 |
| 80 |
1.3415 |
1.1884 |
0.1531 |
11.9% |
0.0166 |
1.3% |
65% |
False |
False |
168,359 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.0% |
0.0155 |
1.2% |
55% |
False |
False |
134,827 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.0% |
0.0143 |
1.1% |
52% |
False |
False |
112,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3391 |
|
2.618 |
1.3208 |
|
1.618 |
1.3096 |
|
1.000 |
1.3027 |
|
0.618 |
1.2984 |
|
HIGH |
1.2915 |
|
0.618 |
1.2872 |
|
0.500 |
1.2859 |
|
0.382 |
1.2846 |
|
LOW |
1.2803 |
|
0.618 |
1.2734 |
|
1.000 |
1.2691 |
|
1.618 |
1.2622 |
|
2.618 |
1.2510 |
|
4.250 |
1.2327 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2873 |
1.2861 |
| PP |
1.2866 |
1.2842 |
| S1 |
1.2859 |
1.2824 |
|