CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2696 |
1.2706 |
0.0010 |
0.1% |
1.2893 |
| High |
1.2747 |
1.2844 |
0.0097 |
0.8% |
1.2919 |
| Low |
1.2643 |
1.2704 |
0.0061 |
0.5% |
1.2643 |
| Close |
1.2717 |
1.2838 |
0.0121 |
1.0% |
1.2717 |
| Range |
0.0104 |
0.0140 |
0.0036 |
34.6% |
0.0276 |
| ATR |
0.0131 |
0.0131 |
0.0001 |
0.5% |
0.0000 |
| Volume |
91,474 |
10,147 |
-81,327 |
-88.9% |
1,031,952 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3215 |
1.3167 |
1.2915 |
|
| R3 |
1.3075 |
1.3027 |
1.2877 |
|
| R2 |
1.2935 |
1.2935 |
1.2864 |
|
| R1 |
1.2887 |
1.2887 |
1.2851 |
1.2911 |
| PP |
1.2795 |
1.2795 |
1.2795 |
1.2808 |
| S1 |
1.2747 |
1.2747 |
1.2825 |
1.2771 |
| S2 |
1.2655 |
1.2655 |
1.2812 |
|
| S3 |
1.2515 |
1.2607 |
1.2800 |
|
| S4 |
1.2375 |
1.2467 |
1.2761 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3588 |
1.3428 |
1.2869 |
|
| R3 |
1.3312 |
1.3152 |
1.2793 |
|
| R2 |
1.3036 |
1.3036 |
1.2768 |
|
| R1 |
1.2876 |
1.2876 |
1.2742 |
1.2818 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2731 |
| S1 |
1.2600 |
1.2600 |
1.2692 |
1.2542 |
| S2 |
1.2484 |
1.2484 |
1.2666 |
|
| S3 |
1.2208 |
1.2324 |
1.2641 |
|
| S4 |
1.1932 |
1.2048 |
1.2565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2919 |
1.2643 |
0.0276 |
2.1% |
0.0138 |
1.1% |
71% |
False |
False |
208,419 |
| 10 |
1.2919 |
1.2623 |
0.0296 |
2.3% |
0.0128 |
1.0% |
73% |
False |
False |
234,086 |
| 20 |
1.2922 |
1.2587 |
0.0335 |
2.6% |
0.0124 |
1.0% |
75% |
False |
False |
269,996 |
| 40 |
1.3333 |
1.2587 |
0.0746 |
5.8% |
0.0136 |
1.1% |
34% |
False |
False |
263,862 |
| 60 |
1.3333 |
1.2157 |
0.1176 |
9.2% |
0.0139 |
1.1% |
58% |
False |
False |
275,127 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.3% |
0.0149 |
1.2% |
66% |
False |
False |
228,491 |
| 100 |
1.3419 |
1.1884 |
0.1535 |
12.0% |
0.0158 |
1.2% |
62% |
False |
False |
183,391 |
| 120 |
1.3686 |
1.1884 |
0.1802 |
14.0% |
0.0150 |
1.2% |
53% |
False |
False |
152,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3439 |
|
2.618 |
1.3211 |
|
1.618 |
1.3071 |
|
1.000 |
1.2984 |
|
0.618 |
1.2931 |
|
HIGH |
1.2844 |
|
0.618 |
1.2791 |
|
0.500 |
1.2774 |
|
0.382 |
1.2757 |
|
LOW |
1.2704 |
|
0.618 |
1.2617 |
|
1.000 |
1.2564 |
|
1.618 |
1.2477 |
|
2.618 |
1.2337 |
|
4.250 |
1.2109 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2817 |
1.2807 |
| PP |
1.2795 |
1.2775 |
| S1 |
1.2774 |
1.2744 |
|