CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2600 |
1.2602 |
0.0002 |
0.0% |
1.2575 |
| High |
1.2600 |
1.2737 |
0.0137 |
1.1% |
1.2720 |
| Low |
1.2556 |
1.2531 |
-0.0025 |
-0.2% |
1.2490 |
| Close |
1.2598 |
1.2702 |
0.0104 |
0.8% |
1.2645 |
| Range |
0.0044 |
0.0206 |
0.0162 |
368.2% |
0.0230 |
| ATR |
0.0134 |
0.0139 |
0.0005 |
3.8% |
0.0000 |
| Volume |
185 |
197 |
12 |
6.5% |
1,492 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3275 |
1.3194 |
1.2815 |
|
| R3 |
1.3069 |
1.2988 |
1.2759 |
|
| R2 |
1.2863 |
1.2863 |
1.2740 |
|
| R1 |
1.2782 |
1.2782 |
1.2721 |
1.2823 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2677 |
| S1 |
1.2576 |
1.2576 |
1.2683 |
1.2617 |
| S2 |
1.2451 |
1.2451 |
1.2664 |
|
| S3 |
1.2245 |
1.2370 |
1.2645 |
|
| S4 |
1.2039 |
1.2164 |
1.2589 |
|
|
| 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 |
1.2737 |
1.2531 |
0.0206 |
1.6% |
0.0108 |
0.8% |
83% |
True |
True |
318 |
| 10 |
1.2737 |
1.2170 |
0.0567 |
4.5% |
0.0140 |
1.1% |
94% |
True |
False |
285 |
| 20 |
1.2737 |
1.2170 |
0.0567 |
4.5% |
0.0130 |
1.0% |
94% |
True |
False |
224 |
| 40 |
1.2760 |
1.1922 |
0.0838 |
6.6% |
0.0133 |
1.0% |
93% |
False |
False |
147 |
| 60 |
1.3470 |
1.1922 |
0.1548 |
12.2% |
0.0114 |
0.9% |
50% |
False |
False |
104 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0091 |
0.7% |
46% |
False |
False |
79 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.5% |
0.0073 |
0.6% |
42% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3613 |
|
2.618 |
1.3276 |
|
1.618 |
1.3070 |
|
1.000 |
1.2943 |
|
0.618 |
1.2864 |
|
HIGH |
1.2737 |
|
0.618 |
1.2658 |
|
0.500 |
1.2634 |
|
0.382 |
1.2610 |
|
LOW |
1.2531 |
|
0.618 |
1.2404 |
|
1.000 |
1.2325 |
|
1.618 |
1.2198 |
|
2.618 |
1.1992 |
|
4.250 |
1.1656 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2679 |
1.2679 |
| PP |
1.2657 |
1.2657 |
| S1 |
1.2634 |
1.2634 |
|