CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2738 |
1.2920 |
0.0182 |
1.4% |
1.2600 |
| High |
1.2973 |
1.3000 |
0.0027 |
0.2% |
1.3000 |
| Low |
1.2716 |
1.2891 |
0.0175 |
1.4% |
1.2531 |
| Close |
1.2893 |
1.2939 |
0.0046 |
0.4% |
1.2939 |
| Range |
0.0257 |
0.0109 |
-0.0148 |
-57.6% |
0.0469 |
| ATR |
0.0144 |
0.0142 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
449 |
1,081 |
632 |
140.8% |
2,422 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3270 |
1.3214 |
1.2999 |
|
| R3 |
1.3161 |
1.3105 |
1.2969 |
|
| R2 |
1.3052 |
1.3052 |
1.2959 |
|
| R1 |
1.2996 |
1.2996 |
1.2949 |
1.3024 |
| PP |
1.2943 |
1.2943 |
1.2943 |
1.2958 |
| S1 |
1.2887 |
1.2887 |
1.2929 |
1.2915 |
| S2 |
1.2834 |
1.2834 |
1.2919 |
|
| S3 |
1.2725 |
1.2778 |
1.2909 |
|
| S4 |
1.2616 |
1.2669 |
1.2879 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4230 |
1.4054 |
1.3197 |
|
| R3 |
1.3761 |
1.3585 |
1.3068 |
|
| R2 |
1.3292 |
1.3292 |
1.3025 |
|
| R1 |
1.3116 |
1.3116 |
1.2982 |
1.3204 |
| PP |
1.2823 |
1.2823 |
1.2823 |
1.2868 |
| S1 |
1.2647 |
1.2647 |
1.2896 |
1.2735 |
| S2 |
1.2354 |
1.2354 |
1.2853 |
|
| S3 |
1.1885 |
1.2178 |
1.2810 |
|
| S4 |
1.1416 |
1.1709 |
1.2681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3000 |
1.2531 |
0.0469 |
3.6% |
0.0141 |
1.1% |
87% |
True |
False |
484 |
| 10 |
1.3000 |
1.2490 |
0.0510 |
3.9% |
0.0127 |
1.0% |
88% |
True |
False |
431 |
| 20 |
1.3000 |
1.2170 |
0.0830 |
6.4% |
0.0132 |
1.0% |
93% |
True |
False |
311 |
| 40 |
1.3000 |
1.1922 |
0.1078 |
8.3% |
0.0129 |
1.0% |
94% |
True |
False |
192 |
| 60 |
1.3386 |
1.1922 |
0.1464 |
11.3% |
0.0122 |
0.9% |
69% |
False |
False |
138 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.2% |
0.0096 |
0.7% |
60% |
False |
False |
104 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.2% |
0.0078 |
0.6% |
55% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3463 |
|
2.618 |
1.3285 |
|
1.618 |
1.3176 |
|
1.000 |
1.3109 |
|
0.618 |
1.3067 |
|
HIGH |
1.3000 |
|
0.618 |
1.2958 |
|
0.500 |
1.2946 |
|
0.382 |
1.2933 |
|
LOW |
1.2891 |
|
0.618 |
1.2824 |
|
1.000 |
1.2782 |
|
1.618 |
1.2715 |
|
2.618 |
1.2606 |
|
4.250 |
1.2428 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2946 |
1.2907 |
| PP |
1.2943 |
1.2875 |
| S1 |
1.2941 |
1.2843 |
|