CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2765 |
1.2871 |
0.0106 |
0.8% |
1.2900 |
| High |
1.2927 |
1.2962 |
0.0035 |
0.3% |
1.3021 |
| Low |
1.2747 |
1.2798 |
0.0051 |
0.4% |
1.2740 |
| Close |
1.2889 |
1.2916 |
0.0027 |
0.2% |
1.2916 |
| Range |
0.0180 |
0.0164 |
-0.0016 |
-8.9% |
0.0281 |
| ATR |
0.0147 |
0.0148 |
0.0001 |
0.8% |
0.0000 |
| Volume |
415 |
503 |
88 |
21.2% |
3,097 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3384 |
1.3314 |
1.3006 |
|
| R3 |
1.3220 |
1.3150 |
1.2961 |
|
| R2 |
1.3056 |
1.3056 |
1.2946 |
|
| R1 |
1.2986 |
1.2986 |
1.2931 |
1.3021 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2910 |
| S1 |
1.2822 |
1.2822 |
1.2901 |
1.2857 |
| S2 |
1.2728 |
1.2728 |
1.2886 |
|
| S3 |
1.2564 |
1.2658 |
1.2871 |
|
| S4 |
1.2400 |
1.2494 |
1.2826 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3735 |
1.3607 |
1.3071 |
|
| R3 |
1.3454 |
1.3326 |
1.2993 |
|
| R2 |
1.3173 |
1.3173 |
1.2968 |
|
| R1 |
1.3045 |
1.3045 |
1.2942 |
1.3109 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2925 |
| S1 |
1.2764 |
1.2764 |
1.2890 |
1.2828 |
| S2 |
1.2611 |
1.2611 |
1.2864 |
|
| S3 |
1.2330 |
1.2483 |
1.2839 |
|
| S4 |
1.2049 |
1.2202 |
1.2761 |
|
|
| 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% |
0.0161 |
1.2% |
63% |
False |
False |
619 |
| 10 |
1.3021 |
1.2531 |
0.0490 |
3.8% |
0.0151 |
1.2% |
79% |
False |
False |
551 |
| 20 |
1.3021 |
1.2170 |
0.0851 |
6.6% |
0.0146 |
1.1% |
88% |
False |
False |
420 |
| 40 |
1.3021 |
1.1922 |
0.1099 |
8.5% |
0.0127 |
1.0% |
90% |
False |
False |
259 |
| 60 |
1.3303 |
1.1922 |
0.1381 |
10.7% |
0.0131 |
1.0% |
72% |
False |
False |
189 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.2% |
0.0104 |
0.8% |
58% |
False |
False |
143 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.3% |
0.0086 |
0.7% |
54% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3659 |
|
2.618 |
1.3391 |
|
1.618 |
1.3227 |
|
1.000 |
1.3126 |
|
0.618 |
1.3063 |
|
HIGH |
1.2962 |
|
0.618 |
1.2899 |
|
0.500 |
1.2880 |
|
0.382 |
1.2861 |
|
LOW |
1.2798 |
|
0.618 |
1.2697 |
|
1.000 |
1.2634 |
|
1.618 |
1.2533 |
|
2.618 |
1.2369 |
|
4.250 |
1.2101 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2904 |
1.2894 |
| PP |
1.2892 |
1.2873 |
| S1 |
1.2880 |
1.2851 |
|