CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2688 |
1.2800 |
0.0112 |
0.9% |
1.2708 |
| High |
1.2856 |
1.2848 |
-0.0008 |
-0.1% |
1.2780 |
| Low |
1.2662 |
1.2775 |
0.0113 |
0.9% |
1.2587 |
| Close |
1.2796 |
1.2812 |
0.0016 |
0.1% |
1.2731 |
| Range |
0.0194 |
0.0073 |
-0.0121 |
-62.4% |
0.0193 |
| ATR |
0.0137 |
0.0133 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
307,508 |
243,813 |
-63,695 |
-20.7% |
1,597,952 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3031 |
1.2994 |
1.2852 |
|
| R3 |
1.2958 |
1.2921 |
1.2832 |
|
| R2 |
1.2885 |
1.2885 |
1.2825 |
|
| R1 |
1.2848 |
1.2848 |
1.2819 |
1.2867 |
| PP |
1.2812 |
1.2812 |
1.2812 |
1.2821 |
| S1 |
1.2775 |
1.2775 |
1.2805 |
1.2794 |
| S2 |
1.2739 |
1.2739 |
1.2799 |
|
| S3 |
1.2666 |
1.2702 |
1.2792 |
|
| S4 |
1.2593 |
1.2629 |
1.2772 |
|
|
| 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% |
0.0120 |
0.9% |
81% |
False |
False |
268,280 |
| 10 |
1.2856 |
1.2587 |
0.0269 |
2.1% |
0.0122 |
1.0% |
84% |
False |
False |
292,905 |
| 20 |
1.3333 |
1.2587 |
0.0746 |
5.8% |
0.0138 |
1.1% |
30% |
False |
False |
276,827 |
| 40 |
1.3333 |
1.2524 |
0.0809 |
6.3% |
0.0139 |
1.1% |
36% |
False |
False |
271,471 |
| 60 |
1.3333 |
1.1966 |
0.1367 |
10.7% |
0.0142 |
1.1% |
62% |
False |
False |
278,526 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.3% |
0.0155 |
1.2% |
64% |
False |
False |
212,401 |
| 100 |
1.3675 |
1.1884 |
0.1791 |
14.0% |
0.0156 |
1.2% |
52% |
False |
False |
170,325 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.0% |
0.0149 |
1.2% |
48% |
False |
False |
142,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3158 |
|
2.618 |
1.3039 |
|
1.618 |
1.2966 |
|
1.000 |
1.2921 |
|
0.618 |
1.2893 |
|
HIGH |
1.2848 |
|
0.618 |
1.2820 |
|
0.500 |
1.2812 |
|
0.382 |
1.2803 |
|
LOW |
1.2775 |
|
0.618 |
1.2730 |
|
1.000 |
1.2702 |
|
1.618 |
1.2657 |
|
2.618 |
1.2584 |
|
4.250 |
1.2465 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2812 |
1.2788 |
| PP |
1.2812 |
1.2764 |
| S1 |
1.2812 |
1.2740 |
|