CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2837 |
1.2829 |
-0.0008 |
-0.1% |
1.3275 |
| High |
1.2925 |
1.2899 |
-0.0026 |
-0.2% |
1.3298 |
| Low |
1.2784 |
1.2745 |
-0.0039 |
-0.3% |
1.2745 |
| Close |
1.2817 |
1.2747 |
-0.0070 |
-0.5% |
1.2747 |
| Range |
0.0141 |
0.0154 |
0.0013 |
9.2% |
0.0553 |
| ATR |
0.0145 |
0.0145 |
0.0001 |
0.5% |
0.0000 |
| Volume |
2,233 |
1,954 |
-279 |
-12.5% |
9,407 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3259 |
1.3157 |
1.2832 |
|
| R3 |
1.3105 |
1.3003 |
1.2789 |
|
| R2 |
1.2951 |
1.2951 |
1.2775 |
|
| R1 |
1.2849 |
1.2849 |
1.2761 |
1.2823 |
| PP |
1.2797 |
1.2797 |
1.2797 |
1.2784 |
| S1 |
1.2695 |
1.2695 |
1.2733 |
1.2669 |
| S2 |
1.2643 |
1.2643 |
1.2719 |
|
| S3 |
1.2489 |
1.2541 |
1.2705 |
|
| S4 |
1.2335 |
1.2387 |
1.2662 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4589 |
1.4221 |
1.3051 |
|
| R3 |
1.4036 |
1.3668 |
1.2899 |
|
| R2 |
1.3483 |
1.3483 |
1.2848 |
|
| R1 |
1.3115 |
1.3115 |
1.2798 |
1.3023 |
| PP |
1.2930 |
1.2930 |
1.2930 |
1.2884 |
| S1 |
1.2562 |
1.2562 |
1.2696 |
1.2470 |
| S2 |
1.2377 |
1.2377 |
1.2646 |
|
| S3 |
1.1824 |
1.2009 |
1.2595 |
|
| S4 |
1.1271 |
1.1456 |
1.2443 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3298 |
1.2745 |
0.0553 |
4.3% |
0.0168 |
1.3% |
0% |
False |
True |
1,881 |
| 10 |
1.3325 |
1.2745 |
0.0580 |
4.6% |
0.0147 |
1.2% |
0% |
False |
True |
1,444 |
| 20 |
1.3325 |
1.2740 |
0.0585 |
4.6% |
0.0138 |
1.1% |
1% |
False |
False |
1,048 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
9.1% |
0.0135 |
1.1% |
50% |
False |
False |
679 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0132 |
1.0% |
59% |
False |
False |
477 |
| 80 |
1.3386 |
1.1922 |
0.1464 |
11.5% |
0.0126 |
1.0% |
56% |
False |
False |
365 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0104 |
0.8% |
48% |
False |
False |
293 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.5% |
0.0088 |
0.7% |
45% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3554 |
|
2.618 |
1.3302 |
|
1.618 |
1.3148 |
|
1.000 |
1.3053 |
|
0.618 |
1.2994 |
|
HIGH |
1.2899 |
|
0.618 |
1.2840 |
|
0.500 |
1.2822 |
|
0.382 |
1.2804 |
|
LOW |
1.2745 |
|
0.618 |
1.2650 |
|
1.000 |
1.2591 |
|
1.618 |
1.2496 |
|
2.618 |
1.2342 |
|
4.250 |
1.2091 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2822 |
1.2959 |
| PP |
1.2797 |
1.2888 |
| S1 |
1.2772 |
1.2818 |
|