CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3072 |
1.3166 |
0.0094 |
0.7% |
1.2890 |
| High |
1.3185 |
1.3255 |
0.0070 |
0.5% |
1.3099 |
| Low |
1.3051 |
1.3141 |
0.0090 |
0.7% |
1.2887 |
| Close |
1.3161 |
1.3225 |
0.0064 |
0.5% |
1.3049 |
| Range |
0.0134 |
0.0114 |
-0.0020 |
-14.9% |
0.0212 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
730 |
1,775 |
1,045 |
143.2% |
3,421 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3549 |
1.3501 |
1.3288 |
|
| R3 |
1.3435 |
1.3387 |
1.3256 |
|
| R2 |
1.3321 |
1.3321 |
1.3246 |
|
| R1 |
1.3273 |
1.3273 |
1.3235 |
1.3297 |
| PP |
1.3207 |
1.3207 |
1.3207 |
1.3219 |
| S1 |
1.3159 |
1.3159 |
1.3215 |
1.3183 |
| S2 |
1.3093 |
1.3093 |
1.3204 |
|
| S3 |
1.2979 |
1.3045 |
1.3194 |
|
| S4 |
1.2865 |
1.2931 |
1.3162 |
|
|
| 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 |
1.3255 |
1.2964 |
0.0291 |
2.2% |
0.0107 |
0.8% |
90% |
True |
False |
810 |
| 10 |
1.3255 |
1.2740 |
0.0515 |
3.9% |
0.0125 |
0.9% |
94% |
True |
False |
729 |
| 20 |
1.3255 |
1.2531 |
0.0724 |
5.5% |
0.0127 |
1.0% |
96% |
True |
False |
632 |
| 40 |
1.3255 |
1.1922 |
0.1333 |
10.1% |
0.0127 |
1.0% |
98% |
True |
False |
401 |
| 60 |
1.3255 |
1.1922 |
0.1333 |
10.1% |
0.0131 |
1.0% |
98% |
True |
False |
286 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
12.9% |
0.0112 |
0.8% |
77% |
False |
False |
217 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
13.9% |
0.0093 |
0.7% |
71% |
False |
False |
174 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
13.9% |
0.0078 |
0.6% |
71% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3740 |
|
2.618 |
1.3553 |
|
1.618 |
1.3439 |
|
1.000 |
1.3369 |
|
0.618 |
1.3325 |
|
HIGH |
1.3255 |
|
0.618 |
1.3211 |
|
0.500 |
1.3198 |
|
0.382 |
1.3185 |
|
LOW |
1.3141 |
|
0.618 |
1.3071 |
|
1.000 |
1.3027 |
|
1.618 |
1.2957 |
|
2.618 |
1.2843 |
|
4.250 |
1.2657 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3216 |
1.3189 |
| PP |
1.3207 |
1.3153 |
| S1 |
1.3198 |
1.3118 |
|