CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2634 |
1.2662 |
0.0028 |
0.2% |
1.2763 |
| High |
1.2727 |
1.2764 |
0.0037 |
0.3% |
1.2922 |
| Low |
1.2607 |
1.2650 |
0.0043 |
0.3% |
1.2663 |
| Close |
1.2654 |
1.2702 |
0.0048 |
0.4% |
1.2709 |
| Range |
0.0120 |
0.0114 |
-0.0006 |
-5.0% |
0.0259 |
| ATR |
0.0140 |
0.0138 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
332,195 |
332,349 |
154 |
0.0% |
1,461,115 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3047 |
1.2989 |
1.2765 |
|
| R3 |
1.2933 |
1.2875 |
1.2733 |
|
| R2 |
1.2819 |
1.2819 |
1.2723 |
|
| R1 |
1.2761 |
1.2761 |
1.2712 |
1.2790 |
| PP |
1.2705 |
1.2705 |
1.2705 |
1.2720 |
| S1 |
1.2647 |
1.2647 |
1.2692 |
1.2676 |
| S2 |
1.2591 |
1.2591 |
1.2681 |
|
| S3 |
1.2477 |
1.2533 |
1.2671 |
|
| S4 |
1.2363 |
1.2419 |
1.2639 |
|
|
| 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 |
1.2834 |
1.2587 |
0.0247 |
1.9% |
0.0124 |
1.0% |
47% |
False |
False |
317,531 |
| 10 |
1.2922 |
1.2587 |
0.0335 |
2.6% |
0.0126 |
1.0% |
34% |
False |
False |
302,812 |
| 20 |
1.3333 |
1.2587 |
0.0746 |
5.9% |
0.0138 |
1.1% |
15% |
False |
False |
273,387 |
| 40 |
1.3333 |
1.2197 |
0.1136 |
8.9% |
0.0146 |
1.1% |
44% |
False |
False |
281,799 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0145 |
1.1% |
56% |
False |
False |
259,428 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0163 |
1.3% |
56% |
False |
False |
195,884 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0155 |
1.2% |
45% |
False |
False |
156,936 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0148 |
1.2% |
42% |
False |
False |
130,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3249 |
|
2.618 |
1.3062 |
|
1.618 |
1.2948 |
|
1.000 |
1.2878 |
|
0.618 |
1.2834 |
|
HIGH |
1.2764 |
|
0.618 |
1.2720 |
|
0.500 |
1.2707 |
|
0.382 |
1.2694 |
|
LOW |
1.2650 |
|
0.618 |
1.2580 |
|
1.000 |
1.2536 |
|
1.618 |
1.2466 |
|
2.618 |
1.2352 |
|
4.250 |
1.2166 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2707 |
1.2693 |
| PP |
1.2705 |
1.2684 |
| S1 |
1.2704 |
1.2676 |
|