CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2685 |
1.2600 |
-0.0085 |
-0.7% |
1.2575 |
| High |
1.2718 |
1.2600 |
-0.0118 |
-0.9% |
1.2720 |
| Low |
1.2612 |
1.2556 |
-0.0056 |
-0.4% |
1.2490 |
| Close |
1.2645 |
1.2598 |
-0.0047 |
-0.4% |
1.2645 |
| Range |
0.0106 |
0.0044 |
-0.0062 |
-58.5% |
0.0230 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
668 |
185 |
-483 |
-72.3% |
1,492 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2717 |
1.2701 |
1.2622 |
|
| R3 |
1.2673 |
1.2657 |
1.2610 |
|
| R2 |
1.2629 |
1.2629 |
1.2606 |
|
| R1 |
1.2613 |
1.2613 |
1.2602 |
1.2599 |
| PP |
1.2585 |
1.2585 |
1.2585 |
1.2578 |
| S1 |
1.2569 |
1.2569 |
1.2594 |
1.2555 |
| S2 |
1.2541 |
1.2541 |
1.2590 |
|
| S3 |
1.2497 |
1.2525 |
1.2586 |
|
| S4 |
1.2453 |
1.2481 |
1.2574 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3308 |
1.3207 |
1.2772 |
|
| R3 |
1.3078 |
1.2977 |
1.2708 |
|
| R2 |
1.2848 |
1.2848 |
1.2687 |
|
| R1 |
1.2747 |
1.2747 |
1.2666 |
1.2798 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2644 |
| S1 |
1.2517 |
1.2517 |
1.2624 |
1.2568 |
| S2 |
1.2388 |
1.2388 |
1.2603 |
|
| S3 |
1.2158 |
1.2287 |
1.2582 |
|
| S4 |
1.1928 |
1.2057 |
1.2519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2720 |
1.2490 |
0.0230 |
1.8% |
0.0101 |
0.8% |
47% |
False |
False |
335 |
| 10 |
1.2720 |
1.2170 |
0.0550 |
4.4% |
0.0132 |
1.0% |
78% |
False |
False |
294 |
| 20 |
1.2720 |
1.2170 |
0.0550 |
4.4% |
0.0126 |
1.0% |
78% |
False |
False |
215 |
| 40 |
1.2760 |
1.1922 |
0.0838 |
6.7% |
0.0132 |
1.0% |
81% |
False |
False |
146 |
| 60 |
1.3500 |
1.1922 |
0.1578 |
12.5% |
0.0111 |
0.9% |
43% |
False |
False |
101 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.5% |
0.0089 |
0.7% |
40% |
False |
False |
77 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.6% |
0.0071 |
0.6% |
37% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2787 |
|
2.618 |
1.2715 |
|
1.618 |
1.2671 |
|
1.000 |
1.2644 |
|
0.618 |
1.2627 |
|
HIGH |
1.2600 |
|
0.618 |
1.2583 |
|
0.500 |
1.2578 |
|
0.382 |
1.2573 |
|
LOW |
1.2556 |
|
0.618 |
1.2529 |
|
1.000 |
1.2512 |
|
1.618 |
1.2485 |
|
2.618 |
1.2441 |
|
4.250 |
1.2369 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2591 |
1.2638 |
| PP |
1.2585 |
1.2625 |
| S1 |
1.2578 |
1.2611 |
|