CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3148 |
1.3173 |
0.0025 |
0.2% |
1.3072 |
| High |
1.3222 |
1.3325 |
0.0103 |
0.8% |
1.3325 |
| Low |
1.3116 |
1.3150 |
0.0034 |
0.3% |
1.3051 |
| Close |
1.3168 |
1.3267 |
0.0099 |
0.8% |
1.3267 |
| Range |
0.0106 |
0.0175 |
0.0069 |
65.1% |
0.0274 |
| ATR |
0.0129 |
0.0132 |
0.0003 |
2.6% |
0.0000 |
| Volume |
661 |
1,101 |
440 |
66.6% |
5,042 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3772 |
1.3695 |
1.3363 |
|
| R3 |
1.3597 |
1.3520 |
1.3315 |
|
| R2 |
1.3422 |
1.3422 |
1.3299 |
|
| R1 |
1.3345 |
1.3345 |
1.3283 |
1.3384 |
| PP |
1.3247 |
1.3247 |
1.3247 |
1.3267 |
| S1 |
1.3170 |
1.3170 |
1.3251 |
1.3209 |
| S2 |
1.3072 |
1.3072 |
1.3235 |
|
| S3 |
1.2897 |
1.2995 |
1.3219 |
|
| S4 |
1.2722 |
1.2820 |
1.3171 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4036 |
1.3926 |
1.3418 |
|
| R3 |
1.3762 |
1.3652 |
1.3342 |
|
| R2 |
1.3488 |
1.3488 |
1.3317 |
|
| R1 |
1.3378 |
1.3378 |
1.3292 |
1.3433 |
| PP |
1.3214 |
1.3214 |
1.3214 |
1.3242 |
| S1 |
1.3104 |
1.3104 |
1.3242 |
1.3159 |
| S2 |
1.2940 |
1.2940 |
1.3217 |
|
| S3 |
1.2666 |
1.2830 |
1.3192 |
|
| S4 |
1.2392 |
1.2556 |
1.3116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3325 |
1.3051 |
0.0274 |
2.1% |
0.0126 |
0.9% |
79% |
True |
False |
1,008 |
| 10 |
1.3325 |
1.2887 |
0.0438 |
3.3% |
0.0112 |
0.8% |
87% |
True |
False |
846 |
| 20 |
1.3325 |
1.2531 |
0.0794 |
6.0% |
0.0132 |
1.0% |
93% |
True |
False |
699 |
| 40 |
1.3325 |
1.2070 |
0.1255 |
9.5% |
0.0131 |
1.0% |
95% |
True |
False |
455 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
10.6% |
0.0131 |
1.0% |
96% |
True |
False |
327 |
| 80 |
1.3558 |
1.1922 |
0.1636 |
12.3% |
0.0116 |
0.9% |
82% |
False |
False |
248 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
12.8% |
0.0097 |
0.7% |
79% |
False |
False |
199 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
13.9% |
0.0081 |
0.6% |
73% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4069 |
|
2.618 |
1.3783 |
|
1.618 |
1.3608 |
|
1.000 |
1.3500 |
|
0.618 |
1.3433 |
|
HIGH |
1.3325 |
|
0.618 |
1.3258 |
|
0.500 |
1.3238 |
|
0.382 |
1.3217 |
|
LOW |
1.3150 |
|
0.618 |
1.3042 |
|
1.000 |
1.2975 |
|
1.618 |
1.2867 |
|
2.618 |
1.2692 |
|
4.250 |
1.2406 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3257 |
1.3252 |
| PP |
1.3247 |
1.3236 |
| S1 |
1.3238 |
1.3221 |
|