CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3173 |
1.3275 |
0.0102 |
0.8% |
1.3072 |
| High |
1.3325 |
1.3298 |
-0.0027 |
-0.2% |
1.3325 |
| Low |
1.3150 |
1.3213 |
0.0063 |
0.5% |
1.3051 |
| Close |
1.3267 |
1.3218 |
-0.0049 |
-0.4% |
1.3267 |
| Range |
0.0175 |
0.0085 |
-0.0090 |
-51.4% |
0.0274 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
1,101 |
1,758 |
657 |
59.7% |
5,042 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3498 |
1.3443 |
1.3265 |
|
| R3 |
1.3413 |
1.3358 |
1.3241 |
|
| R2 |
1.3328 |
1.3328 |
1.3234 |
|
| R1 |
1.3273 |
1.3273 |
1.3226 |
1.3258 |
| PP |
1.3243 |
1.3243 |
1.3243 |
1.3236 |
| S1 |
1.3188 |
1.3188 |
1.3210 |
1.3173 |
| S2 |
1.3158 |
1.3158 |
1.3202 |
|
| S3 |
1.3073 |
1.3103 |
1.3195 |
|
| S4 |
1.2988 |
1.3018 |
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 |
1.3116 |
0.0209 |
1.6% |
0.0116 |
0.9% |
49% |
False |
False |
1,214 |
| 10 |
1.3325 |
1.2948 |
0.0377 |
2.9% |
0.0109 |
0.8% |
72% |
False |
False |
971 |
| 20 |
1.3325 |
1.2531 |
0.0794 |
6.0% |
0.0134 |
1.0% |
87% |
False |
False |
777 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
8.7% |
0.0130 |
1.0% |
91% |
False |
False |
496 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
10.6% |
0.0132 |
1.0% |
92% |
False |
False |
357 |
| 80 |
1.3500 |
1.1922 |
0.1578 |
11.9% |
0.0117 |
0.9% |
82% |
False |
False |
270 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
12.9% |
0.0098 |
0.7% |
76% |
False |
False |
217 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
13.9% |
0.0082 |
0.6% |
70% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3659 |
|
2.618 |
1.3521 |
|
1.618 |
1.3436 |
|
1.000 |
1.3383 |
|
0.618 |
1.3351 |
|
HIGH |
1.3298 |
|
0.618 |
1.3266 |
|
0.500 |
1.3256 |
|
0.382 |
1.3245 |
|
LOW |
1.3213 |
|
0.618 |
1.3160 |
|
1.000 |
1.3128 |
|
1.618 |
1.3075 |
|
2.618 |
1.2990 |
|
4.250 |
1.2852 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3256 |
1.3221 |
| PP |
1.3243 |
1.3220 |
| S1 |
1.3231 |
1.3219 |
|