CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2823 |
1.2878 |
0.0055 |
0.4% |
1.3284 |
| High |
1.2915 |
1.2922 |
0.0007 |
0.1% |
1.3307 |
| Low |
1.2803 |
1.2822 |
0.0019 |
0.1% |
1.2749 |
| Close |
1.2880 |
1.2863 |
-0.0017 |
-0.1% |
1.2752 |
| Range |
0.0112 |
0.0100 |
-0.0012 |
-10.7% |
0.0558 |
| ATR |
0.0150 |
0.0146 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
295,257 |
257,872 |
-37,385 |
-12.7% |
1,163,562 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3116 |
1.2918 |
|
| R3 |
1.3069 |
1.3016 |
1.2891 |
|
| R2 |
1.2969 |
1.2969 |
1.2881 |
|
| R1 |
1.2916 |
1.2916 |
1.2872 |
1.2893 |
| PP |
1.2869 |
1.2869 |
1.2869 |
1.2857 |
| S1 |
1.2816 |
1.2816 |
1.2854 |
1.2793 |
| S2 |
1.2769 |
1.2769 |
1.2845 |
|
| S3 |
1.2669 |
1.2716 |
1.2836 |
|
| S4 |
1.2569 |
1.2616 |
1.2808 |
|
|
| 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 |
1.2932 |
1.2732 |
0.0200 |
1.6% |
0.0132 |
1.0% |
66% |
False |
False |
214,223 |
| 10 |
1.3333 |
1.2732 |
0.0601 |
4.7% |
0.0153 |
1.2% |
22% |
False |
False |
247,873 |
| 20 |
1.3333 |
1.2732 |
0.0601 |
4.7% |
0.0140 |
1.1% |
22% |
False |
False |
257,154 |
| 40 |
1.3333 |
1.2157 |
0.1176 |
9.1% |
0.0147 |
1.1% |
60% |
False |
False |
278,331 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.3% |
0.0152 |
1.2% |
68% |
False |
False |
227,543 |
| 80 |
1.3415 |
1.1884 |
0.1531 |
11.9% |
0.0166 |
1.3% |
64% |
False |
False |
171,555 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.0% |
0.0155 |
1.2% |
54% |
False |
False |
137,400 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.0% |
0.0143 |
1.1% |
51% |
False |
False |
114,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3347 |
|
2.618 |
1.3184 |
|
1.618 |
1.3084 |
|
1.000 |
1.3022 |
|
0.618 |
1.2984 |
|
HIGH |
1.2922 |
|
0.618 |
1.2884 |
|
0.500 |
1.2872 |
|
0.382 |
1.2860 |
|
LOW |
1.2822 |
|
0.618 |
1.2760 |
|
1.000 |
1.2722 |
|
1.618 |
1.2660 |
|
2.618 |
1.2560 |
|
4.250 |
1.2397 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2872 |
1.2851 |
| PP |
1.2869 |
1.2839 |
| S1 |
1.2866 |
1.2827 |
|