CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2871 |
1.2890 |
0.0019 |
0.1% |
1.2900 |
| High |
1.2962 |
1.3003 |
0.0041 |
0.3% |
1.3021 |
| Low |
1.2798 |
1.2887 |
0.0089 |
0.7% |
1.2740 |
| Close |
1.2916 |
1.2983 |
0.0067 |
0.5% |
1.2916 |
| Range |
0.0164 |
0.0116 |
-0.0048 |
-29.3% |
0.0281 |
| ATR |
0.0148 |
0.0146 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
503 |
509 |
6 |
1.2% |
3,097 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3306 |
1.3260 |
1.3047 |
|
| R3 |
1.3190 |
1.3144 |
1.3015 |
|
| R2 |
1.3074 |
1.3074 |
1.3004 |
|
| R1 |
1.3028 |
1.3028 |
1.2994 |
1.3051 |
| PP |
1.2958 |
1.2958 |
1.2958 |
1.2969 |
| S1 |
1.2912 |
1.2912 |
1.2972 |
1.2935 |
| S2 |
1.2842 |
1.2842 |
1.2962 |
|
| S3 |
1.2726 |
1.2796 |
1.2951 |
|
| S4 |
1.2610 |
1.2680 |
1.2919 |
|
|
| 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% |
86% |
False |
False |
449 |
| 10 |
1.3021 |
1.2531 |
0.0490 |
3.8% |
0.0158 |
1.2% |
92% |
False |
False |
584 |
| 20 |
1.3021 |
1.2170 |
0.0851 |
6.6% |
0.0145 |
1.1% |
96% |
False |
False |
439 |
| 40 |
1.3021 |
1.1922 |
0.1099 |
8.5% |
0.0127 |
1.0% |
97% |
False |
False |
271 |
| 60 |
1.3303 |
1.1922 |
0.1381 |
10.6% |
0.0133 |
1.0% |
77% |
False |
False |
197 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.1% |
0.0105 |
0.8% |
62% |
False |
False |
149 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.2% |
0.0087 |
0.7% |
58% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3496 |
|
2.618 |
1.3307 |
|
1.618 |
1.3191 |
|
1.000 |
1.3119 |
|
0.618 |
1.3075 |
|
HIGH |
1.3003 |
|
0.618 |
1.2959 |
|
0.500 |
1.2945 |
|
0.382 |
1.2931 |
|
LOW |
1.2887 |
|
0.618 |
1.2815 |
|
1.000 |
1.2771 |
|
1.618 |
1.2699 |
|
2.618 |
1.2583 |
|
4.250 |
1.2394 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2970 |
1.2947 |
| PP |
1.2958 |
1.2911 |
| S1 |
1.2945 |
1.2875 |
|