CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2722 |
1.2738 |
0.0016 |
0.1% |
1.2575 |
| High |
1.2772 |
1.2973 |
0.0201 |
1.6% |
1.2720 |
| Low |
1.2685 |
1.2716 |
0.0031 |
0.2% |
1.2490 |
| Close |
1.2730 |
1.2893 |
0.0163 |
1.3% |
1.2645 |
| Range |
0.0087 |
0.0257 |
0.0170 |
195.4% |
0.0230 |
| ATR |
0.0135 |
0.0144 |
0.0009 |
6.4% |
0.0000 |
| Volume |
510 |
449 |
-61 |
-12.0% |
1,492 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3632 |
1.3519 |
1.3034 |
|
| R3 |
1.3375 |
1.3262 |
1.2964 |
|
| R2 |
1.3118 |
1.3118 |
1.2940 |
|
| R1 |
1.3005 |
1.3005 |
1.2917 |
1.3062 |
| PP |
1.2861 |
1.2861 |
1.2861 |
1.2889 |
| S1 |
1.2748 |
1.2748 |
1.2869 |
1.2805 |
| S2 |
1.2604 |
1.2604 |
1.2846 |
|
| S3 |
1.2347 |
1.2491 |
1.2822 |
|
| S4 |
1.2090 |
1.2234 |
1.2752 |
|
|
| 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 |
1.2973 |
1.2531 |
0.0442 |
3.4% |
0.0140 |
1.1% |
82% |
True |
False |
401 |
| 10 |
1.2973 |
1.2209 |
0.0764 |
5.9% |
0.0150 |
1.2% |
90% |
True |
False |
340 |
| 20 |
1.2973 |
1.2170 |
0.0803 |
6.2% |
0.0135 |
1.0% |
90% |
True |
False |
262 |
| 40 |
1.2973 |
1.1922 |
0.1051 |
8.2% |
0.0132 |
1.0% |
92% |
True |
False |
165 |
| 60 |
1.3401 |
1.1922 |
0.1479 |
11.5% |
0.0120 |
0.9% |
66% |
False |
False |
120 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.2% |
0.0096 |
0.7% |
57% |
False |
False |
91 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.3% |
0.0077 |
0.6% |
53% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4065 |
|
2.618 |
1.3646 |
|
1.618 |
1.3389 |
|
1.000 |
1.3230 |
|
0.618 |
1.3132 |
|
HIGH |
1.2973 |
|
0.618 |
1.2875 |
|
0.500 |
1.2845 |
|
0.382 |
1.2814 |
|
LOW |
1.2716 |
|
0.618 |
1.2557 |
|
1.000 |
1.2459 |
|
1.618 |
1.2300 |
|
2.618 |
1.2043 |
|
4.250 |
1.1624 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2877 |
1.2846 |
| PP |
1.2861 |
1.2799 |
| S1 |
1.2845 |
1.2752 |
|