CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2950 |
1.2884 |
-0.0066 |
-0.5% |
1.2600 |
| High |
1.3021 |
1.2900 |
-0.0121 |
-0.9% |
1.3000 |
| Low |
1.2836 |
1.2740 |
-0.0096 |
-0.7% |
1.2531 |
| Close |
1.2888 |
1.2739 |
-0.0149 |
-1.2% |
1.2939 |
| Range |
0.0185 |
0.0160 |
-0.0025 |
-13.5% |
0.0469 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
0.9% |
0.0000 |
| Volume |
369 |
452 |
83 |
22.5% |
2,422 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3273 |
1.3166 |
1.2827 |
|
| R3 |
1.3113 |
1.3006 |
1.2783 |
|
| R2 |
1.2953 |
1.2953 |
1.2768 |
|
| R1 |
1.2846 |
1.2846 |
1.2754 |
1.2820 |
| PP |
1.2793 |
1.2793 |
1.2793 |
1.2780 |
| S1 |
1.2686 |
1.2686 |
1.2724 |
1.2660 |
| S2 |
1.2633 |
1.2633 |
1.2710 |
|
| S3 |
1.2473 |
1.2526 |
1.2695 |
|
| S4 |
1.2313 |
1.2366 |
1.2651 |
|
|
| 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 |
1.2716 |
0.0305 |
2.4% |
0.0165 |
1.3% |
8% |
False |
False |
741 |
| 10 |
1.3021 |
1.2531 |
0.0490 |
3.8% |
0.0135 |
1.1% |
42% |
False |
False |
541 |
| 20 |
1.3021 |
1.2170 |
0.0851 |
6.7% |
0.0140 |
1.1% |
67% |
False |
False |
390 |
| 40 |
1.3021 |
1.1922 |
0.1099 |
8.6% |
0.0123 |
1.0% |
74% |
False |
False |
237 |
| 60 |
1.3303 |
1.1922 |
0.1381 |
10.8% |
0.0127 |
1.0% |
59% |
False |
False |
174 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0101 |
0.8% |
48% |
False |
False |
132 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.5% |
0.0082 |
0.6% |
44% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3580 |
|
2.618 |
1.3319 |
|
1.618 |
1.3159 |
|
1.000 |
1.3060 |
|
0.618 |
1.2999 |
|
HIGH |
1.2900 |
|
0.618 |
1.2839 |
|
0.500 |
1.2820 |
|
0.382 |
1.2801 |
|
LOW |
1.2740 |
|
0.618 |
1.2641 |
|
1.000 |
1.2580 |
|
1.618 |
1.2481 |
|
2.618 |
1.2321 |
|
4.250 |
1.2060 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2820 |
1.2881 |
| PP |
1.2793 |
1.2833 |
| S1 |
1.2766 |
1.2786 |
|