CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2622 |
1.2660 |
0.0038 |
0.3% |
1.2390 |
| High |
1.2668 |
1.2720 |
0.0052 |
0.4% |
1.2616 |
| Low |
1.2566 |
1.2639 |
0.0073 |
0.6% |
1.2170 |
| Close |
1.2657 |
1.2679 |
0.0022 |
0.2% |
1.2562 |
| Range |
0.0102 |
0.0081 |
-0.0021 |
-20.6% |
0.0446 |
| ATR |
0.0144 |
0.0140 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
398 |
143 |
-255 |
-64.1% |
1,267 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2922 |
1.2882 |
1.2724 |
|
| R3 |
1.2841 |
1.2801 |
1.2701 |
|
| R2 |
1.2760 |
1.2760 |
1.2694 |
|
| R1 |
1.2720 |
1.2720 |
1.2686 |
1.2740 |
| PP |
1.2679 |
1.2679 |
1.2679 |
1.2690 |
| S1 |
1.2639 |
1.2639 |
1.2672 |
1.2659 |
| S2 |
1.2598 |
1.2598 |
1.2664 |
|
| S3 |
1.2517 |
1.2558 |
1.2657 |
|
| S4 |
1.2436 |
1.2477 |
1.2634 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3787 |
1.3621 |
1.2807 |
|
| R3 |
1.3341 |
1.3175 |
1.2685 |
|
| R2 |
1.2895 |
1.2895 |
1.2644 |
|
| R1 |
1.2729 |
1.2729 |
1.2603 |
1.2812 |
| PP |
1.2449 |
1.2449 |
1.2449 |
1.2491 |
| S1 |
1.2283 |
1.2283 |
1.2521 |
1.2366 |
| S2 |
1.2003 |
1.2003 |
1.2480 |
|
| S3 |
1.1557 |
1.1837 |
1.2439 |
|
| S4 |
1.1111 |
1.1391 |
1.2317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2720 |
1.2209 |
0.0511 |
4.0% |
0.0161 |
1.3% |
92% |
True |
False |
279 |
| 10 |
1.2720 |
1.2170 |
0.0550 |
4.3% |
0.0142 |
1.1% |
93% |
True |
False |
233 |
| 20 |
1.2720 |
1.2070 |
0.0650 |
5.1% |
0.0127 |
1.0% |
94% |
True |
False |
182 |
| 40 |
1.2760 |
1.1922 |
0.0838 |
6.6% |
0.0129 |
1.0% |
90% |
False |
False |
125 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0109 |
0.9% |
44% |
False |
False |
87 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.5% |
0.0087 |
0.7% |
41% |
False |
False |
66 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.5% |
0.0070 |
0.6% |
41% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3064 |
|
2.618 |
1.2932 |
|
1.618 |
1.2851 |
|
1.000 |
1.2801 |
|
0.618 |
1.2770 |
|
HIGH |
1.2720 |
|
0.618 |
1.2689 |
|
0.500 |
1.2680 |
|
0.382 |
1.2670 |
|
LOW |
1.2639 |
|
0.618 |
1.2589 |
|
1.000 |
1.2558 |
|
1.618 |
1.2508 |
|
2.618 |
1.2427 |
|
4.250 |
1.2295 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2680 |
1.2654 |
| PP |
1.2679 |
1.2630 |
| S1 |
1.2679 |
1.2605 |
|