CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2824 |
1.2893 |
0.0069 |
0.5% |
1.2765 |
| High |
1.2897 |
1.2919 |
0.0022 |
0.2% |
1.2897 |
| Low |
1.2808 |
1.2677 |
-0.0131 |
-1.0% |
1.2623 |
| Close |
1.2878 |
1.2700 |
-0.0178 |
-1.4% |
1.2878 |
| Range |
0.0089 |
0.0242 |
0.0153 |
171.9% |
0.0274 |
| ATR |
0.0130 |
0.0138 |
0.0008 |
6.2% |
0.0000 |
| Volume |
269,173 |
406,869 |
137,696 |
51.2% |
1,298,768 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3491 |
1.3338 |
1.2833 |
|
| R3 |
1.3249 |
1.3096 |
1.2767 |
|
| R2 |
1.3007 |
1.3007 |
1.2744 |
|
| R1 |
1.2854 |
1.2854 |
1.2722 |
1.2810 |
| PP |
1.2765 |
1.2765 |
1.2765 |
1.2743 |
| S1 |
1.2612 |
1.2612 |
1.2678 |
1.2568 |
| S2 |
1.2523 |
1.2523 |
1.2656 |
|
| S3 |
1.2281 |
1.2370 |
1.2633 |
|
| S4 |
1.2039 |
1.2128 |
1.2567 |
|
|
| 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 |
1.2919 |
1.2623 |
0.0296 |
2.3% |
0.0144 |
1.1% |
26% |
True |
False |
304,351 |
| 10 |
1.2919 |
1.2587 |
0.0332 |
2.6% |
0.0130 |
1.0% |
34% |
True |
False |
305,896 |
| 20 |
1.3230 |
1.2587 |
0.0643 |
5.1% |
0.0142 |
1.1% |
18% |
False |
False |
288,212 |
| 40 |
1.3333 |
1.2524 |
0.0809 |
6.4% |
0.0142 |
1.1% |
22% |
False |
False |
275,950 |
| 60 |
1.3333 |
1.2124 |
0.1209 |
9.5% |
0.0142 |
1.1% |
48% |
False |
False |
283,863 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0156 |
1.2% |
56% |
False |
False |
220,793 |
| 100 |
1.3570 |
1.1884 |
0.1686 |
13.3% |
0.0157 |
1.2% |
48% |
False |
False |
177,069 |
| 120 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0150 |
1.2% |
45% |
False |
False |
147,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3948 |
|
2.618 |
1.3553 |
|
1.618 |
1.3311 |
|
1.000 |
1.3161 |
|
0.618 |
1.3069 |
|
HIGH |
1.2919 |
|
0.618 |
1.2827 |
|
0.500 |
1.2798 |
|
0.382 |
1.2769 |
|
LOW |
1.2677 |
|
0.618 |
1.2527 |
|
1.000 |
1.2435 |
|
1.618 |
1.2285 |
|
2.618 |
1.2043 |
|
4.250 |
1.1649 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2798 |
1.2798 |
| PP |
1.2765 |
1.2765 |
| S1 |
1.2733 |
1.2733 |
|