CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2893 |
1.2681 |
-0.0212 |
-1.6% |
1.2765 |
| High |
1.2919 |
1.2763 |
-0.0156 |
-1.2% |
1.2897 |
| Low |
1.2677 |
1.2659 |
-0.0018 |
-0.1% |
1.2623 |
| Close |
1.2700 |
1.2721 |
0.0021 |
0.2% |
1.2878 |
| Range |
0.0242 |
0.0104 |
-0.0138 |
-57.0% |
0.0274 |
| ATR |
0.0138 |
0.0135 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
406,869 |
316,105 |
-90,764 |
-22.3% |
1,298,768 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3026 |
1.2978 |
1.2778 |
|
| R3 |
1.2922 |
1.2874 |
1.2750 |
|
| R2 |
1.2818 |
1.2818 |
1.2740 |
|
| R1 |
1.2770 |
1.2770 |
1.2731 |
1.2794 |
| PP |
1.2714 |
1.2714 |
1.2714 |
1.2727 |
| S1 |
1.2666 |
1.2666 |
1.2711 |
1.2690 |
| S2 |
1.2610 |
1.2610 |
1.2702 |
|
| S3 |
1.2506 |
1.2562 |
1.2692 |
|
| S4 |
1.2402 |
1.2458 |
1.2664 |
|
|
| 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 |
1.2659 |
0.0260 |
2.0% |
0.0140 |
1.1% |
24% |
False |
True |
308,693 |
| 10 |
1.2919 |
1.2607 |
0.0312 |
2.5% |
0.0127 |
1.0% |
37% |
False |
False |
299,809 |
| 20 |
1.3186 |
1.2587 |
0.0599 |
4.7% |
0.0139 |
1.1% |
22% |
False |
False |
288,945 |
| 40 |
1.3333 |
1.2587 |
0.0746 |
5.9% |
0.0139 |
1.1% |
18% |
False |
False |
279,245 |
| 60 |
1.3333 |
1.2157 |
0.1176 |
9.2% |
0.0141 |
1.1% |
48% |
False |
False |
284,692 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0154 |
1.2% |
58% |
False |
False |
224,715 |
| 100 |
1.3516 |
1.1884 |
0.1632 |
12.8% |
0.0157 |
1.2% |
51% |
False |
False |
180,219 |
| 120 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0150 |
1.2% |
46% |
False |
False |
150,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3205 |
|
2.618 |
1.3035 |
|
1.618 |
1.2931 |
|
1.000 |
1.2867 |
|
0.618 |
1.2827 |
|
HIGH |
1.2763 |
|
0.618 |
1.2723 |
|
0.500 |
1.2711 |
|
0.382 |
1.2699 |
|
LOW |
1.2659 |
|
0.618 |
1.2595 |
|
1.000 |
1.2555 |
|
1.618 |
1.2491 |
|
2.618 |
1.2387 |
|
4.250 |
1.2217 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2718 |
1.2789 |
| PP |
1.2714 |
1.2766 |
| S1 |
1.2711 |
1.2744 |
|