CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2650 |
1.2634 |
-0.0016 |
-0.1% |
1.2763 |
| High |
1.2719 |
1.2727 |
0.0008 |
0.1% |
1.2922 |
| Low |
1.2587 |
1.2607 |
0.0020 |
0.2% |
1.2663 |
| Close |
1.2672 |
1.2654 |
-0.0018 |
-0.1% |
1.2709 |
| Range |
0.0132 |
0.0120 |
-0.0012 |
-9.1% |
0.0259 |
| ATR |
0.0142 |
0.0140 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
376,979 |
332,195 |
-44,784 |
-11.9% |
1,461,115 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3023 |
1.2958 |
1.2720 |
|
| R3 |
1.2903 |
1.2838 |
1.2687 |
|
| R2 |
1.2783 |
1.2783 |
1.2676 |
|
| R1 |
1.2718 |
1.2718 |
1.2665 |
1.2751 |
| PP |
1.2663 |
1.2663 |
1.2663 |
1.2679 |
| S1 |
1.2598 |
1.2598 |
1.2643 |
1.2631 |
| S2 |
1.2543 |
1.2543 |
1.2632 |
|
| S3 |
1.2423 |
1.2478 |
1.2621 |
|
| S4 |
1.2303 |
1.2358 |
1.2588 |
|
|
| 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 |
1.2903 |
1.2587 |
0.0316 |
2.5% |
0.0128 |
1.0% |
21% |
False |
False |
324,931 |
| 10 |
1.2932 |
1.2587 |
0.0345 |
2.7% |
0.0130 |
1.0% |
19% |
False |
False |
269,577 |
| 20 |
1.3333 |
1.2587 |
0.0746 |
5.9% |
0.0139 |
1.1% |
9% |
False |
False |
267,756 |
| 40 |
1.3333 |
1.2172 |
0.1161 |
9.2% |
0.0146 |
1.2% |
42% |
False |
False |
281,745 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.5% |
0.0145 |
1.1% |
53% |
False |
False |
254,086 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.5% |
0.0164 |
1.3% |
53% |
False |
False |
191,739 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0155 |
1.2% |
43% |
False |
False |
153,618 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0147 |
1.2% |
40% |
False |
False |
128,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3237 |
|
2.618 |
1.3041 |
|
1.618 |
1.2921 |
|
1.000 |
1.2847 |
|
0.618 |
1.2801 |
|
HIGH |
1.2727 |
|
0.618 |
1.2681 |
|
0.500 |
1.2667 |
|
0.382 |
1.2653 |
|
LOW |
1.2607 |
|
0.618 |
1.2533 |
|
1.000 |
1.2487 |
|
1.618 |
1.2413 |
|
2.618 |
1.2293 |
|
4.250 |
1.2097 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2667 |
1.2659 |
| PP |
1.2663 |
1.2657 |
| S1 |
1.2658 |
1.2656 |
|