CME Euro FX (E) Future September 2010


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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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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