CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3217 |
1.3148 |
-0.0069 |
-0.5% |
1.2890 |
| High |
1.3224 |
1.3222 |
-0.0002 |
0.0% |
1.3099 |
| Low |
1.3125 |
1.3116 |
-0.0009 |
-0.1% |
1.2887 |
| Close |
1.3166 |
1.3168 |
0.0002 |
0.0% |
1.3049 |
| Range |
0.0099 |
0.0106 |
0.0007 |
7.1% |
0.0212 |
| ATR |
0.0130 |
0.0129 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
775 |
661 |
-114 |
-14.7% |
3,421 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3487 |
1.3433 |
1.3226 |
|
| R3 |
1.3381 |
1.3327 |
1.3197 |
|
| R2 |
1.3275 |
1.3275 |
1.3187 |
|
| R1 |
1.3221 |
1.3221 |
1.3178 |
1.3248 |
| PP |
1.3169 |
1.3169 |
1.3169 |
1.3182 |
| S1 |
1.3115 |
1.3115 |
1.3158 |
1.3142 |
| S2 |
1.3063 |
1.3063 |
1.3149 |
|
| S3 |
1.2957 |
1.3009 |
1.3139 |
|
| S4 |
1.2851 |
1.2903 |
1.3110 |
|
|
| 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% |
0.0112 |
0.8% |
68% |
False |
False |
863 |
| 10 |
1.3255 |
1.2798 |
0.0457 |
3.5% |
0.0111 |
0.8% |
81% |
False |
False |
786 |
| 20 |
1.3255 |
1.2531 |
0.0724 |
5.5% |
0.0128 |
1.0% |
88% |
False |
False |
677 |
| 40 |
1.3255 |
1.2070 |
0.1185 |
9.0% |
0.0128 |
1.0% |
93% |
False |
False |
430 |
| 60 |
1.3255 |
1.1922 |
0.1333 |
10.1% |
0.0129 |
1.0% |
93% |
False |
False |
309 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
12.9% |
0.0114 |
0.9% |
73% |
False |
False |
234 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.0% |
0.0095 |
0.7% |
68% |
False |
False |
188 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.0% |
0.0080 |
0.6% |
68% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3673 |
|
2.618 |
1.3500 |
|
1.618 |
1.3394 |
|
1.000 |
1.3328 |
|
0.618 |
1.3288 |
|
HIGH |
1.3222 |
|
0.618 |
1.3182 |
|
0.500 |
1.3169 |
|
0.382 |
1.3156 |
|
LOW |
1.3116 |
|
0.618 |
1.3050 |
|
1.000 |
1.3010 |
|
1.618 |
1.2944 |
|
2.618 |
1.2838 |
|
4.250 |
1.2666 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3169 |
1.3186 |
| PP |
1.3169 |
1.3180 |
| S1 |
1.3168 |
1.3174 |
|