CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2664 |
1.2688 |
0.0024 |
0.2% |
1.2708 |
| High |
1.2743 |
1.2856 |
0.0113 |
0.9% |
1.2780 |
| Low |
1.2623 |
1.2662 |
0.0039 |
0.3% |
1.2587 |
| Close |
1.2662 |
1.2796 |
0.0134 |
1.1% |
1.2731 |
| Range |
0.0120 |
0.0194 |
0.0074 |
61.7% |
0.0193 |
| ATR |
0.0133 |
0.0137 |
0.0004 |
3.3% |
0.0000 |
| Volume |
294,393 |
307,508 |
13,115 |
4.5% |
1,597,952 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3353 |
1.3269 |
1.2903 |
|
| R3 |
1.3159 |
1.3075 |
1.2849 |
|
| R2 |
1.2965 |
1.2965 |
1.2832 |
|
| R1 |
1.2881 |
1.2881 |
1.2814 |
1.2923 |
| PP |
1.2771 |
1.2771 |
1.2771 |
1.2793 |
| S1 |
1.2687 |
1.2687 |
1.2778 |
1.2729 |
| S2 |
1.2577 |
1.2577 |
1.2760 |
|
| S3 |
1.2383 |
1.2493 |
1.2743 |
|
| S4 |
1.2189 |
1.2299 |
1.2689 |
|
|
| 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 |
1.2856 |
1.2623 |
0.0233 |
1.8% |
0.0128 |
1.0% |
74% |
True |
False |
285,987 |
| 10 |
1.2903 |
1.2587 |
0.0316 |
2.5% |
0.0128 |
1.0% |
66% |
False |
False |
305,459 |
| 20 |
1.3333 |
1.2587 |
0.0746 |
5.8% |
0.0141 |
1.1% |
28% |
False |
False |
276,666 |
| 40 |
1.3333 |
1.2524 |
0.0809 |
6.3% |
0.0139 |
1.1% |
34% |
False |
False |
272,584 |
| 60 |
1.3333 |
1.1933 |
0.1400 |
10.9% |
0.0143 |
1.1% |
62% |
False |
False |
275,843 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.3% |
0.0156 |
1.2% |
63% |
False |
False |
209,407 |
| 100 |
1.3675 |
1.1884 |
0.1791 |
14.0% |
0.0156 |
1.2% |
51% |
False |
False |
167,891 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.1% |
0.0150 |
1.2% |
47% |
False |
False |
139,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3681 |
|
2.618 |
1.3364 |
|
1.618 |
1.3170 |
|
1.000 |
1.3050 |
|
0.618 |
1.2976 |
|
HIGH |
1.2856 |
|
0.618 |
1.2782 |
|
0.500 |
1.2759 |
|
0.382 |
1.2736 |
|
LOW |
1.2662 |
|
0.618 |
1.2542 |
|
1.000 |
1.2468 |
|
1.618 |
1.2348 |
|
2.618 |
1.2154 |
|
4.250 |
1.1838 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2784 |
1.2777 |
| PP |
1.2771 |
1.2758 |
| S1 |
1.2759 |
1.2740 |
|