CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2854 |
1.2818 |
-0.0036 |
-0.3% |
1.2763 |
| High |
1.2903 |
1.2834 |
-0.0069 |
-0.5% |
1.2922 |
| Low |
1.2770 |
1.2663 |
-0.0107 |
-0.8% |
1.2663 |
| Close |
1.2822 |
1.2709 |
-0.0113 |
-0.9% |
1.2709 |
| Range |
0.0133 |
0.0171 |
0.0038 |
28.6% |
0.0259 |
| ATR |
0.0145 |
0.0147 |
0.0002 |
1.3% |
0.0000 |
| Volume |
369,350 |
301,511 |
-67,839 |
-18.4% |
1,461,115 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3248 |
1.3150 |
1.2803 |
|
| R3 |
1.3077 |
1.2979 |
1.2756 |
|
| R2 |
1.2906 |
1.2906 |
1.2740 |
|
| R1 |
1.2808 |
1.2808 |
1.2725 |
1.2772 |
| PP |
1.2735 |
1.2735 |
1.2735 |
1.2717 |
| S1 |
1.2637 |
1.2637 |
1.2693 |
1.2601 |
| S2 |
1.2564 |
1.2564 |
1.2678 |
|
| S3 |
1.2393 |
1.2466 |
1.2662 |
|
| S4 |
1.2222 |
1.2295 |
1.2615 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3542 |
1.3384 |
1.2851 |
|
| R3 |
1.3283 |
1.3125 |
1.2780 |
|
| R2 |
1.3024 |
1.3024 |
1.2756 |
|
| R1 |
1.2866 |
1.2866 |
1.2733 |
1.2816 |
| PP |
1.2765 |
1.2765 |
1.2765 |
1.2739 |
| S1 |
1.2607 |
1.2607 |
1.2685 |
1.2557 |
| S2 |
1.2506 |
1.2506 |
1.2662 |
|
| S3 |
1.2247 |
1.2348 |
1.2638 |
|
| S4 |
1.1988 |
1.2089 |
1.2567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2922 |
1.2663 |
0.0259 |
2.0% |
0.0131 |
1.0% |
18% |
False |
True |
292,223 |
| 10 |
1.3307 |
1.2663 |
0.0644 |
5.1% |
0.0154 |
1.2% |
7% |
False |
True |
262,467 |
| 20 |
1.3333 |
1.2663 |
0.0670 |
5.3% |
0.0137 |
1.1% |
7% |
False |
True |
262,838 |
| 40 |
1.3333 |
1.2157 |
0.1176 |
9.3% |
0.0148 |
1.2% |
47% |
False |
False |
280,227 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0151 |
1.2% |
57% |
False |
False |
238,594 |
| 80 |
1.3341 |
1.1884 |
0.1457 |
11.5% |
0.0165 |
1.3% |
57% |
False |
False |
179,903 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0155 |
1.2% |
46% |
False |
False |
144,104 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0144 |
1.1% |
43% |
False |
False |
120,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3561 |
|
2.618 |
1.3282 |
|
1.618 |
1.3111 |
|
1.000 |
1.3005 |
|
0.618 |
1.2940 |
|
HIGH |
1.2834 |
|
0.618 |
1.2769 |
|
0.500 |
1.2749 |
|
0.382 |
1.2728 |
|
LOW |
1.2663 |
|
0.618 |
1.2557 |
|
1.000 |
1.2492 |
|
1.618 |
1.2386 |
|
2.618 |
1.2215 |
|
4.250 |
1.1936 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2749 |
1.2793 |
| PP |
1.2735 |
1.2765 |
| S1 |
1.2722 |
1.2737 |
|