CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3275 |
1.3208 |
-0.0067 |
-0.5% |
1.3072 |
| High |
1.3298 |
1.3212 |
-0.0086 |
-0.6% |
1.3325 |
| Low |
1.3213 |
1.3068 |
-0.0145 |
-1.1% |
1.3051 |
| Close |
1.3218 |
1.3190 |
-0.0028 |
-0.2% |
1.3267 |
| Range |
0.0085 |
0.0144 |
0.0059 |
69.4% |
0.0274 |
| ATR |
0.0129 |
0.0130 |
0.0002 |
1.2% |
0.0000 |
| Volume |
1,758 |
385 |
-1,373 |
-78.1% |
5,042 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3589 |
1.3533 |
1.3269 |
|
| R3 |
1.3445 |
1.3389 |
1.3230 |
|
| R2 |
1.3301 |
1.3301 |
1.3216 |
|
| R1 |
1.3245 |
1.3245 |
1.3203 |
1.3201 |
| PP |
1.3157 |
1.3157 |
1.3157 |
1.3135 |
| S1 |
1.3101 |
1.3101 |
1.3177 |
1.3057 |
| S2 |
1.3013 |
1.3013 |
1.3164 |
|
| S3 |
1.2869 |
1.2957 |
1.3150 |
|
| S4 |
1.2725 |
1.2813 |
1.3111 |
|
|
| 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 |
1.3068 |
0.0257 |
1.9% |
0.0122 |
0.9% |
47% |
False |
True |
936 |
| 10 |
1.3325 |
1.2964 |
0.0361 |
2.7% |
0.0114 |
0.9% |
63% |
False |
False |
873 |
| 20 |
1.3325 |
1.2685 |
0.0640 |
4.9% |
0.0130 |
1.0% |
79% |
False |
False |
787 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
8.8% |
0.0130 |
1.0% |
88% |
False |
False |
505 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
10.6% |
0.0132 |
1.0% |
90% |
False |
False |
360 |
| 80 |
1.3470 |
1.1922 |
0.1548 |
11.7% |
0.0118 |
0.9% |
82% |
False |
False |
274 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
12.9% |
0.0099 |
0.8% |
74% |
False |
False |
221 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.0% |
0.0083 |
0.6% |
69% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3824 |
|
2.618 |
1.3589 |
|
1.618 |
1.3445 |
|
1.000 |
1.3356 |
|
0.618 |
1.3301 |
|
HIGH |
1.3212 |
|
0.618 |
1.3157 |
|
0.500 |
1.3140 |
|
0.382 |
1.3123 |
|
LOW |
1.3068 |
|
0.618 |
1.2979 |
|
1.000 |
1.2924 |
|
1.618 |
1.2835 |
|
2.618 |
1.2691 |
|
4.250 |
1.2456 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3173 |
1.3197 |
| PP |
1.3157 |
1.3194 |
| S1 |
1.3140 |
1.3192 |
|