CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2900 |
1.2950 |
0.0050 |
0.4% |
1.2600 |
| High |
1.2984 |
1.3021 |
0.0037 |
0.3% |
1.3000 |
| Low |
1.2870 |
1.2836 |
-0.0034 |
-0.3% |
1.2531 |
| Close |
1.2953 |
1.2888 |
-0.0065 |
-0.5% |
1.2939 |
| Range |
0.0114 |
0.0185 |
0.0071 |
62.3% |
0.0469 |
| ATR |
0.0140 |
0.0143 |
0.0003 |
2.3% |
0.0000 |
| Volume |
1,358 |
369 |
-989 |
-72.8% |
2,422 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3364 |
1.2990 |
|
| R3 |
1.3285 |
1.3179 |
1.2939 |
|
| R2 |
1.3100 |
1.3100 |
1.2922 |
|
| R1 |
1.2994 |
1.2994 |
1.2905 |
1.2955 |
| PP |
1.2915 |
1.2915 |
1.2915 |
1.2895 |
| S1 |
1.2809 |
1.2809 |
1.2871 |
1.2770 |
| S2 |
1.2730 |
1.2730 |
1.2854 |
|
| S3 |
1.2545 |
1.2624 |
1.2837 |
|
| S4 |
1.2360 |
1.2439 |
1.2786 |
|
|
| 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 |
1.3021 |
1.2685 |
0.0336 |
2.6% |
0.0150 |
1.2% |
60% |
True |
False |
753 |
| 10 |
1.3021 |
1.2531 |
0.0490 |
3.8% |
0.0129 |
1.0% |
73% |
True |
False |
535 |
| 20 |
1.3021 |
1.2170 |
0.0851 |
6.6% |
0.0137 |
1.1% |
84% |
True |
False |
382 |
| 40 |
1.3021 |
1.1922 |
0.1099 |
8.5% |
0.0123 |
1.0% |
88% |
True |
False |
229 |
| 60 |
1.3330 |
1.1922 |
0.1408 |
10.9% |
0.0124 |
1.0% |
69% |
False |
False |
166 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.2% |
0.0099 |
0.8% |
57% |
False |
False |
126 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.3% |
0.0081 |
0.6% |
52% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3807 |
|
2.618 |
1.3505 |
|
1.618 |
1.3320 |
|
1.000 |
1.3206 |
|
0.618 |
1.3135 |
|
HIGH |
1.3021 |
|
0.618 |
1.2950 |
|
0.500 |
1.2929 |
|
0.382 |
1.2907 |
|
LOW |
1.2836 |
|
0.618 |
1.2722 |
|
1.000 |
1.2651 |
|
1.618 |
1.2537 |
|
2.618 |
1.2352 |
|
4.250 |
1.2050 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2929 |
1.2929 |
| PP |
1.2915 |
1.2915 |
| S1 |
1.2902 |
1.2902 |
|