CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2824 |
0.0024 |
0.2% |
1.2765 |
| High |
1.2848 |
1.2897 |
0.0049 |
0.4% |
1.2897 |
| Low |
1.2775 |
1.2808 |
0.0033 |
0.3% |
1.2623 |
| Close |
1.2812 |
1.2878 |
0.0066 |
0.5% |
1.2878 |
| Range |
0.0073 |
0.0089 |
0.0016 |
21.9% |
0.0274 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
243,813 |
269,173 |
25,360 |
10.4% |
1,298,768 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3128 |
1.3092 |
1.2927 |
|
| R3 |
1.3039 |
1.3003 |
1.2902 |
|
| R2 |
1.2950 |
1.2950 |
1.2894 |
|
| R1 |
1.2914 |
1.2914 |
1.2886 |
1.2932 |
| PP |
1.2861 |
1.2861 |
1.2861 |
1.2870 |
| S1 |
1.2825 |
1.2825 |
1.2870 |
1.2843 |
| S2 |
1.2772 |
1.2772 |
1.2862 |
|
| S3 |
1.2683 |
1.2736 |
1.2854 |
|
| S4 |
1.2594 |
1.2647 |
1.2829 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3621 |
1.3524 |
1.3029 |
|
| R3 |
1.3347 |
1.3250 |
1.2953 |
|
| R2 |
1.3073 |
1.3073 |
1.2928 |
|
| R1 |
1.2976 |
1.2976 |
1.2903 |
1.3025 |
| PP |
1.2799 |
1.2799 |
1.2799 |
1.2824 |
| S1 |
1.2702 |
1.2702 |
1.2853 |
1.2751 |
| S2 |
1.2525 |
1.2525 |
1.2828 |
|
| S3 |
1.2251 |
1.2428 |
1.2803 |
|
| S4 |
1.1977 |
1.2154 |
1.2727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2897 |
1.2623 |
0.0274 |
2.1% |
0.0117 |
0.9% |
93% |
True |
False |
259,753 |
| 10 |
1.2897 |
1.2587 |
0.0310 |
2.4% |
0.0114 |
0.9% |
94% |
True |
False |
289,672 |
| 20 |
1.3307 |
1.2587 |
0.0720 |
5.6% |
0.0134 |
1.0% |
40% |
False |
False |
276,069 |
| 40 |
1.3333 |
1.2524 |
0.0809 |
6.3% |
0.0138 |
1.1% |
44% |
False |
False |
271,969 |
| 60 |
1.3333 |
1.2054 |
0.1279 |
9.9% |
0.0140 |
1.1% |
64% |
False |
False |
280,985 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.3% |
0.0155 |
1.2% |
69% |
False |
False |
215,735 |
| 100 |
1.3665 |
1.1884 |
0.1781 |
13.8% |
0.0156 |
1.2% |
56% |
False |
False |
173,011 |
| 120 |
1.3738 |
1.1884 |
0.1854 |
14.4% |
0.0149 |
1.2% |
54% |
False |
False |
144,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3275 |
|
2.618 |
1.3130 |
|
1.618 |
1.3041 |
|
1.000 |
1.2986 |
|
0.618 |
1.2952 |
|
HIGH |
1.2897 |
|
0.618 |
1.2863 |
|
0.500 |
1.2853 |
|
0.382 |
1.2842 |
|
LOW |
1.2808 |
|
0.618 |
1.2753 |
|
1.000 |
1.2719 |
|
1.618 |
1.2664 |
|
2.618 |
1.2575 |
|
4.250 |
1.2430 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2870 |
1.2845 |
| PP |
1.2861 |
1.2812 |
| S1 |
1.2853 |
1.2780 |
|