CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2602 |
1.2722 |
0.0120 |
1.0% |
1.2575 |
| High |
1.2737 |
1.2772 |
0.0035 |
0.3% |
1.2720 |
| Low |
1.2531 |
1.2685 |
0.0154 |
1.2% |
1.2490 |
| Close |
1.2702 |
1.2730 |
0.0028 |
0.2% |
1.2645 |
| Range |
0.0206 |
0.0087 |
-0.0119 |
-57.8% |
0.0230 |
| ATR |
0.0139 |
0.0135 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
197 |
510 |
313 |
158.9% |
1,492 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2990 |
1.2947 |
1.2778 |
|
| R3 |
1.2903 |
1.2860 |
1.2754 |
|
| R2 |
1.2816 |
1.2816 |
1.2746 |
|
| R1 |
1.2773 |
1.2773 |
1.2738 |
1.2795 |
| PP |
1.2729 |
1.2729 |
1.2729 |
1.2740 |
| S1 |
1.2686 |
1.2686 |
1.2722 |
1.2708 |
| S2 |
1.2642 |
1.2642 |
1.2714 |
|
| S3 |
1.2555 |
1.2599 |
1.2706 |
|
| S4 |
1.2468 |
1.2512 |
1.2682 |
|
|
| 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 |
1.2772 |
1.2531 |
0.0241 |
1.9% |
0.0105 |
0.8% |
83% |
True |
False |
340 |
| 10 |
1.2772 |
1.2189 |
0.0583 |
4.6% |
0.0137 |
1.1% |
93% |
True |
False |
323 |
| 20 |
1.2772 |
1.2170 |
0.0602 |
4.7% |
0.0126 |
1.0% |
93% |
True |
False |
243 |
| 40 |
1.2772 |
1.1922 |
0.0850 |
6.7% |
0.0133 |
1.0% |
95% |
True |
False |
159 |
| 60 |
1.3470 |
1.1922 |
0.1548 |
12.2% |
0.0116 |
0.9% |
52% |
False |
False |
112 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0092 |
0.7% |
47% |
False |
False |
85 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.5% |
0.0074 |
0.6% |
44% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3142 |
|
2.618 |
1.3000 |
|
1.618 |
1.2913 |
|
1.000 |
1.2859 |
|
0.618 |
1.2826 |
|
HIGH |
1.2772 |
|
0.618 |
1.2739 |
|
0.500 |
1.2729 |
|
0.382 |
1.2718 |
|
LOW |
1.2685 |
|
0.618 |
1.2631 |
|
1.000 |
1.2598 |
|
1.618 |
1.2544 |
|
2.618 |
1.2457 |
|
4.250 |
1.2315 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2730 |
1.2704 |
| PP |
1.2729 |
1.2678 |
| S1 |
1.2729 |
1.2652 |
|