CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2878 |
1.2854 |
-0.0024 |
-0.2% |
1.3284 |
| High |
1.2922 |
1.2903 |
-0.0019 |
-0.1% |
1.3307 |
| Low |
1.2822 |
1.2770 |
-0.0052 |
-0.4% |
1.2749 |
| Close |
1.2863 |
1.2822 |
-0.0041 |
-0.3% |
1.2752 |
| Range |
0.0100 |
0.0133 |
0.0033 |
33.0% |
0.0558 |
| ATR |
0.0146 |
0.0145 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
257,872 |
369,350 |
111,478 |
43.2% |
1,163,562 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3159 |
1.2895 |
|
| R3 |
1.3098 |
1.3026 |
1.2859 |
|
| R2 |
1.2965 |
1.2965 |
1.2846 |
|
| R1 |
1.2893 |
1.2893 |
1.2834 |
1.2863 |
| PP |
1.2832 |
1.2832 |
1.2832 |
1.2816 |
| S1 |
1.2760 |
1.2760 |
1.2810 |
1.2730 |
| S2 |
1.2699 |
1.2699 |
1.2798 |
|
| S3 |
1.2566 |
1.2627 |
1.2785 |
|
| S4 |
1.2433 |
1.2494 |
1.2749 |
|
|
| 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 |
1.2922 |
1.2732 |
0.0190 |
1.5% |
0.0128 |
1.0% |
47% |
False |
False |
288,093 |
| 10 |
1.3333 |
1.2732 |
0.0601 |
4.7% |
0.0155 |
1.2% |
15% |
False |
False |
260,748 |
| 20 |
1.3333 |
1.2732 |
0.0601 |
4.7% |
0.0137 |
1.1% |
15% |
False |
False |
261,965 |
| 40 |
1.3333 |
1.2157 |
0.1176 |
9.2% |
0.0147 |
1.1% |
57% |
False |
False |
280,508 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.3% |
0.0151 |
1.2% |
65% |
False |
False |
233,648 |
| 80 |
1.3341 |
1.1884 |
0.1457 |
11.4% |
0.0164 |
1.3% |
64% |
False |
False |
176,151 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.1% |
0.0155 |
1.2% |
52% |
False |
False |
141,092 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.0% |
0.0143 |
1.1% |
49% |
False |
False |
117,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3468 |
|
2.618 |
1.3251 |
|
1.618 |
1.3118 |
|
1.000 |
1.3036 |
|
0.618 |
1.2985 |
|
HIGH |
1.2903 |
|
0.618 |
1.2852 |
|
0.500 |
1.2837 |
|
0.382 |
1.2821 |
|
LOW |
1.2770 |
|
0.618 |
1.2688 |
|
1.000 |
1.2637 |
|
1.618 |
1.2555 |
|
2.618 |
1.2422 |
|
4.250 |
1.2205 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2837 |
1.2846 |
| PP |
1.2832 |
1.2838 |
| S1 |
1.2827 |
1.2830 |
|