CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2986 |
1.3068 |
0.0082 |
0.6% |
1.2890 |
| High |
1.3099 |
1.3085 |
-0.0014 |
-0.1% |
1.3099 |
| Low |
1.2986 |
1.2980 |
-0.0006 |
0.0% |
1.2887 |
| Close |
1.3070 |
1.3049 |
-0.0021 |
-0.2% |
1.3049 |
| Range |
0.0113 |
0.0105 |
-0.0008 |
-7.1% |
0.0212 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
561 |
375 |
-186 |
-33.2% |
3,421 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3353 |
1.3306 |
1.3107 |
|
| R3 |
1.3248 |
1.3201 |
1.3078 |
|
| R2 |
1.3143 |
1.3143 |
1.3068 |
|
| R1 |
1.3096 |
1.3096 |
1.3059 |
1.3067 |
| PP |
1.3038 |
1.3038 |
1.3038 |
1.3024 |
| S1 |
1.2991 |
1.2991 |
1.3039 |
1.2962 |
| S2 |
1.2933 |
1.2933 |
1.3030 |
|
| S3 |
1.2828 |
1.2886 |
1.3020 |
|
| S4 |
1.2723 |
1.2781 |
1.2991 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3648 |
1.3560 |
1.3166 |
|
| R3 |
1.3436 |
1.3348 |
1.3107 |
|
| R2 |
1.3224 |
1.3224 |
1.3088 |
|
| R1 |
1.3136 |
1.3136 |
1.3068 |
1.3180 |
| PP |
1.3012 |
1.3012 |
1.3012 |
1.3034 |
| S1 |
1.2924 |
1.2924 |
1.3030 |
1.2968 |
| S2 |
1.2800 |
1.2800 |
1.3010 |
|
| S3 |
1.2588 |
1.2712 |
1.2991 |
|
| S4 |
1.2376 |
1.2500 |
1.2932 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3099 |
1.2887 |
0.0212 |
1.6% |
0.0099 |
0.8% |
76% |
False |
False |
684 |
| 10 |
1.3099 |
1.2740 |
0.0359 |
2.8% |
0.0130 |
1.0% |
86% |
False |
False |
651 |
| 20 |
1.3099 |
1.2490 |
0.0609 |
4.7% |
0.0129 |
1.0% |
92% |
False |
False |
541 |
| 40 |
1.3099 |
1.1922 |
0.1177 |
9.0% |
0.0127 |
1.0% |
96% |
False |
False |
340 |
| 60 |
1.3112 |
1.1922 |
0.1190 |
9.1% |
0.0135 |
1.0% |
95% |
False |
False |
245 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.1% |
0.0110 |
0.8% |
66% |
False |
False |
185 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.1% |
0.0091 |
0.7% |
61% |
False |
False |
149 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.1% |
0.0076 |
0.6% |
61% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3531 |
|
2.618 |
1.3360 |
|
1.618 |
1.3255 |
|
1.000 |
1.3190 |
|
0.618 |
1.3150 |
|
HIGH |
1.3085 |
|
0.618 |
1.3045 |
|
0.500 |
1.3033 |
|
0.382 |
1.3020 |
|
LOW |
1.2980 |
|
0.618 |
1.2915 |
|
1.000 |
1.2875 |
|
1.618 |
1.2810 |
|
2.618 |
1.2705 |
|
4.250 |
1.2534 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3044 |
1.3043 |
| PP |
1.3038 |
1.3037 |
| S1 |
1.3033 |
1.3032 |
|