CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3172 |
1.2837 |
-0.0335 |
-2.5% |
1.3072 |
| High |
1.3172 |
1.2925 |
-0.0247 |
-1.9% |
1.3325 |
| Low |
1.2854 |
1.2784 |
-0.0070 |
-0.5% |
1.3051 |
| Close |
1.2871 |
1.2817 |
-0.0054 |
-0.4% |
1.3267 |
| Range |
0.0318 |
0.0141 |
-0.0177 |
-55.7% |
0.0274 |
| ATR |
0.0145 |
0.0145 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
3,077 |
2,233 |
-844 |
-27.4% |
5,042 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3265 |
1.3182 |
1.2895 |
|
| R3 |
1.3124 |
1.3041 |
1.2856 |
|
| R2 |
1.2983 |
1.2983 |
1.2843 |
|
| R1 |
1.2900 |
1.2900 |
1.2830 |
1.2871 |
| PP |
1.2842 |
1.2842 |
1.2842 |
1.2828 |
| S1 |
1.2759 |
1.2759 |
1.2804 |
1.2730 |
| S2 |
1.2701 |
1.2701 |
1.2791 |
|
| S3 |
1.2560 |
1.2618 |
1.2778 |
|
| S4 |
1.2419 |
1.2477 |
1.2739 |
|
|
| 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 |
1.2784 |
0.0541 |
4.2% |
0.0173 |
1.3% |
6% |
False |
True |
1,710 |
| 10 |
1.3325 |
1.2784 |
0.0541 |
4.2% |
0.0142 |
1.1% |
6% |
False |
True |
1,287 |
| 20 |
1.3325 |
1.2740 |
0.0585 |
4.6% |
0.0136 |
1.1% |
13% |
False |
False |
1,004 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
9.0% |
0.0136 |
1.1% |
56% |
False |
False |
633 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
10.9% |
0.0134 |
1.0% |
64% |
False |
False |
445 |
| 80 |
1.3401 |
1.1922 |
0.1479 |
11.5% |
0.0124 |
1.0% |
61% |
False |
False |
341 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.3% |
0.0104 |
0.8% |
53% |
False |
False |
274 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.4% |
0.0087 |
0.7% |
49% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3524 |
|
2.618 |
1.3294 |
|
1.618 |
1.3153 |
|
1.000 |
1.3066 |
|
0.618 |
1.3012 |
|
HIGH |
1.2925 |
|
0.618 |
1.2871 |
|
0.500 |
1.2855 |
|
0.382 |
1.2838 |
|
LOW |
1.2784 |
|
0.618 |
1.2697 |
|
1.000 |
1.2643 |
|
1.618 |
1.2556 |
|
2.618 |
1.2415 |
|
4.250 |
1.2185 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2855 |
1.2998 |
| PP |
1.2842 |
1.2938 |
| S1 |
1.2830 |
1.2877 |
|