CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2884 |
1.2765 |
-0.0119 |
-0.9% |
1.2600 |
| High |
1.2900 |
1.2927 |
0.0027 |
0.2% |
1.3000 |
| Low |
1.2740 |
1.2747 |
0.0007 |
0.1% |
1.2531 |
| Close |
1.2739 |
1.2889 |
0.0150 |
1.2% |
1.2939 |
| Range |
0.0160 |
0.0180 |
0.0020 |
12.5% |
0.0469 |
| ATR |
0.0144 |
0.0147 |
0.0003 |
2.2% |
0.0000 |
| Volume |
452 |
415 |
-37 |
-8.2% |
2,422 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3394 |
1.3322 |
1.2988 |
|
| R3 |
1.3214 |
1.3142 |
1.2939 |
|
| R2 |
1.3034 |
1.3034 |
1.2922 |
|
| R1 |
1.2962 |
1.2962 |
1.2906 |
1.2998 |
| PP |
1.2854 |
1.2854 |
1.2854 |
1.2873 |
| S1 |
1.2782 |
1.2782 |
1.2873 |
1.2818 |
| S2 |
1.2674 |
1.2674 |
1.2856 |
|
| S3 |
1.2494 |
1.2602 |
1.2840 |
|
| S4 |
1.2314 |
1.2422 |
1.2790 |
|
|
| 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 |
1.2740 |
0.0281 |
2.2% |
0.0150 |
1.2% |
53% |
False |
False |
735 |
| 10 |
1.3021 |
1.2531 |
0.0490 |
3.8% |
0.0145 |
1.1% |
73% |
False |
False |
568 |
| 20 |
1.3021 |
1.2170 |
0.0851 |
6.6% |
0.0143 |
1.1% |
84% |
False |
False |
400 |
| 40 |
1.3021 |
1.1922 |
0.1099 |
8.5% |
0.0124 |
1.0% |
88% |
False |
False |
247 |
| 60 |
1.3303 |
1.1922 |
0.1381 |
10.7% |
0.0129 |
1.0% |
70% |
False |
False |
180 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.2% |
0.0102 |
0.8% |
57% |
False |
False |
137 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.3% |
0.0084 |
0.7% |
52% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3692 |
|
2.618 |
1.3398 |
|
1.618 |
1.3218 |
|
1.000 |
1.3107 |
|
0.618 |
1.3038 |
|
HIGH |
1.2927 |
|
0.618 |
1.2858 |
|
0.500 |
1.2837 |
|
0.382 |
1.2816 |
|
LOW |
1.2747 |
|
0.618 |
1.2636 |
|
1.000 |
1.2567 |
|
1.618 |
1.2456 |
|
2.618 |
1.2276 |
|
4.250 |
1.1982 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2872 |
1.2886 |
| PP |
1.2854 |
1.2883 |
| S1 |
1.2837 |
1.2881 |
|