CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2890 |
1.2988 |
0.0098 |
0.8% |
1.2900 |
| High |
1.3003 |
1.3041 |
0.0038 |
0.3% |
1.3021 |
| Low |
1.2887 |
1.2948 |
0.0061 |
0.5% |
1.2740 |
| Close |
1.2983 |
1.2983 |
0.0000 |
0.0% |
1.2916 |
| Range |
0.0116 |
0.0093 |
-0.0023 |
-19.8% |
0.0281 |
| ATR |
0.0146 |
0.0142 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
509 |
1,367 |
858 |
168.6% |
3,097 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3270 |
1.3219 |
1.3034 |
|
| R3 |
1.3177 |
1.3126 |
1.3009 |
|
| R2 |
1.3084 |
1.3084 |
1.3000 |
|
| R1 |
1.3033 |
1.3033 |
1.2992 |
1.3012 |
| PP |
1.2991 |
1.2991 |
1.2991 |
1.2980 |
| S1 |
1.2940 |
1.2940 |
1.2974 |
1.2919 |
| S2 |
1.2898 |
1.2898 |
1.2966 |
|
| S3 |
1.2805 |
1.2847 |
1.2957 |
|
| S4 |
1.2712 |
1.2754 |
1.2932 |
|
|
| 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 |
1.3041 |
1.2740 |
0.0301 |
2.3% |
0.0143 |
1.1% |
81% |
True |
False |
649 |
| 10 |
1.3041 |
1.2685 |
0.0356 |
2.7% |
0.0147 |
1.1% |
84% |
True |
False |
701 |
| 20 |
1.3041 |
1.2170 |
0.0871 |
6.7% |
0.0143 |
1.1% |
93% |
True |
False |
493 |
| 40 |
1.3041 |
1.1922 |
0.1119 |
8.6% |
0.0129 |
1.0% |
95% |
True |
False |
305 |
| 60 |
1.3216 |
1.1922 |
0.1294 |
10.0% |
0.0134 |
1.0% |
82% |
False |
False |
220 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.1% |
0.0106 |
0.8% |
62% |
False |
False |
166 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.2% |
0.0088 |
0.7% |
58% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3436 |
|
2.618 |
1.3284 |
|
1.618 |
1.3191 |
|
1.000 |
1.3134 |
|
0.618 |
1.3098 |
|
HIGH |
1.3041 |
|
0.618 |
1.3005 |
|
0.500 |
1.2995 |
|
0.382 |
1.2984 |
|
LOW |
1.2948 |
|
0.618 |
1.2891 |
|
1.000 |
1.2855 |
|
1.618 |
1.2798 |
|
2.618 |
1.2705 |
|
4.250 |
1.2553 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2995 |
1.2962 |
| PP |
1.2991 |
1.2941 |
| S1 |
1.2987 |
1.2920 |
|