CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3166 |
1.3217 |
0.0051 |
0.4% |
1.2890 |
| High |
1.3255 |
1.3224 |
-0.0031 |
-0.2% |
1.3099 |
| Low |
1.3141 |
1.3125 |
-0.0016 |
-0.1% |
1.2887 |
| Close |
1.3225 |
1.3166 |
-0.0059 |
-0.4% |
1.3049 |
| Range |
0.0114 |
0.0099 |
-0.0015 |
-13.2% |
0.0212 |
| ATR |
0.0133 |
0.0130 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
1,775 |
775 |
-1,000 |
-56.3% |
3,421 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3469 |
1.3416 |
1.3220 |
|
| R3 |
1.3370 |
1.3317 |
1.3193 |
|
| R2 |
1.3271 |
1.3271 |
1.3184 |
|
| R1 |
1.3218 |
1.3218 |
1.3175 |
1.3195 |
| PP |
1.3172 |
1.3172 |
1.3172 |
1.3160 |
| S1 |
1.3119 |
1.3119 |
1.3157 |
1.3096 |
| S2 |
1.3073 |
1.3073 |
1.3148 |
|
| S3 |
1.2974 |
1.3020 |
1.3139 |
|
| S4 |
1.2875 |
1.2921 |
1.3112 |
|
|
| 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 |
1.2980 |
0.0275 |
2.1% |
0.0113 |
0.9% |
68% |
False |
False |
843 |
| 10 |
1.3255 |
1.2747 |
0.0508 |
3.9% |
0.0119 |
0.9% |
82% |
False |
False |
761 |
| 20 |
1.3255 |
1.2531 |
0.0724 |
5.5% |
0.0127 |
1.0% |
88% |
False |
False |
651 |
| 40 |
1.3255 |
1.2035 |
0.1220 |
9.3% |
0.0127 |
1.0% |
93% |
False |
False |
415 |
| 60 |
1.3255 |
1.1922 |
0.1333 |
10.1% |
0.0127 |
1.0% |
93% |
False |
False |
299 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
12.9% |
0.0112 |
0.9% |
73% |
False |
False |
226 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.0% |
0.0094 |
0.7% |
67% |
False |
False |
182 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.0% |
0.0079 |
0.6% |
67% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3645 |
|
2.618 |
1.3483 |
|
1.618 |
1.3384 |
|
1.000 |
1.3323 |
|
0.618 |
1.3285 |
|
HIGH |
1.3224 |
|
0.618 |
1.3186 |
|
0.500 |
1.3175 |
|
0.382 |
1.3163 |
|
LOW |
1.3125 |
|
0.618 |
1.3064 |
|
1.000 |
1.3026 |
|
1.618 |
1.2965 |
|
2.618 |
1.2866 |
|
4.250 |
1.2704 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3175 |
1.3162 |
| PP |
1.3172 |
1.3157 |
| S1 |
1.3169 |
1.3153 |
|