CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2765 |
1.2664 |
-0.0101 |
-0.8% |
1.2708 |
| High |
1.2766 |
1.2743 |
-0.0023 |
-0.2% |
1.2780 |
| Low |
1.2658 |
1.2623 |
-0.0035 |
-0.3% |
1.2587 |
| Close |
1.2666 |
1.2662 |
-0.0004 |
0.0% |
1.2731 |
| Range |
0.0108 |
0.0120 |
0.0012 |
11.1% |
0.0193 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
183,881 |
294,393 |
110,512 |
60.1% |
1,597,952 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3036 |
1.2969 |
1.2728 |
|
| R3 |
1.2916 |
1.2849 |
1.2695 |
|
| R2 |
1.2796 |
1.2796 |
1.2684 |
|
| R1 |
1.2729 |
1.2729 |
1.2673 |
1.2703 |
| PP |
1.2676 |
1.2676 |
1.2676 |
1.2663 |
| S1 |
1.2609 |
1.2609 |
1.2651 |
1.2583 |
| S2 |
1.2556 |
1.2556 |
1.2640 |
|
| S3 |
1.2436 |
1.2489 |
1.2629 |
|
| S4 |
1.2316 |
1.2369 |
1.2596 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3278 |
1.3198 |
1.2837 |
|
| R3 |
1.3085 |
1.3005 |
1.2784 |
|
| R2 |
1.2892 |
1.2892 |
1.2766 |
|
| R1 |
1.2812 |
1.2812 |
1.2749 |
1.2852 |
| PP |
1.2699 |
1.2699 |
1.2699 |
1.2720 |
| S1 |
1.2619 |
1.2619 |
1.2713 |
1.2659 |
| S2 |
1.2506 |
1.2506 |
1.2696 |
|
| S3 |
1.2313 |
1.2426 |
1.2678 |
|
| S4 |
1.2120 |
1.2233 |
1.2625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2780 |
1.2607 |
0.0173 |
1.4% |
0.0113 |
0.9% |
32% |
False |
False |
290,924 |
| 10 |
1.2922 |
1.2587 |
0.0335 |
2.6% |
0.0119 |
0.9% |
22% |
False |
False |
300,495 |
| 20 |
1.3333 |
1.2587 |
0.0746 |
5.9% |
0.0136 |
1.1% |
10% |
False |
False |
274,381 |
| 40 |
1.3333 |
1.2524 |
0.0809 |
6.4% |
0.0137 |
1.1% |
17% |
False |
False |
273,896 |
| 60 |
1.3333 |
1.1913 |
0.1420 |
11.2% |
0.0142 |
1.1% |
53% |
False |
False |
271,555 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0158 |
1.2% |
54% |
False |
False |
205,600 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0155 |
1.2% |
43% |
False |
False |
164,824 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0149 |
1.2% |
40% |
False |
False |
137,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3253 |
|
2.618 |
1.3057 |
|
1.618 |
1.2937 |
|
1.000 |
1.2863 |
|
0.618 |
1.2817 |
|
HIGH |
1.2743 |
|
0.618 |
1.2697 |
|
0.500 |
1.2683 |
|
0.382 |
1.2669 |
|
LOW |
1.2623 |
|
0.618 |
1.2549 |
|
1.000 |
1.2503 |
|
1.618 |
1.2429 |
|
2.618 |
1.2309 |
|
4.250 |
1.2113 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2683 |
1.2702 |
| PP |
1.2676 |
1.2688 |
| S1 |
1.2669 |
1.2675 |
|