CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2761 |
1.2822 |
0.0061 |
0.5% |
1.3275 |
| High |
1.2864 |
1.2909 |
0.0045 |
0.3% |
1.3298 |
| Low |
1.2730 |
1.2806 |
0.0076 |
0.6% |
1.2745 |
| Close |
1.2803 |
1.2875 |
0.0072 |
0.6% |
1.2747 |
| Range |
0.0134 |
0.0103 |
-0.0031 |
-23.1% |
0.0553 |
| ATR |
0.0144 |
0.0142 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
1,022 |
928 |
-94 |
-9.2% |
9,407 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3172 |
1.3127 |
1.2932 |
|
| R3 |
1.3069 |
1.3024 |
1.2903 |
|
| R2 |
1.2966 |
1.2966 |
1.2894 |
|
| R1 |
1.2921 |
1.2921 |
1.2884 |
1.2944 |
| PP |
1.2863 |
1.2863 |
1.2863 |
1.2875 |
| S1 |
1.2818 |
1.2818 |
1.2866 |
1.2841 |
| S2 |
1.2760 |
1.2760 |
1.2856 |
|
| S3 |
1.2657 |
1.2715 |
1.2847 |
|
| S4 |
1.2554 |
1.2612 |
1.2818 |
|
|
| 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 |
1.3172 |
1.2730 |
0.0442 |
3.4% |
0.0170 |
1.3% |
33% |
False |
False |
1,842 |
| 10 |
1.3325 |
1.2730 |
0.0595 |
4.6% |
0.0146 |
1.1% |
24% |
False |
False |
1,389 |
| 20 |
1.3325 |
1.2730 |
0.0595 |
4.6% |
0.0135 |
1.1% |
24% |
False |
False |
1,059 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
9.0% |
0.0136 |
1.1% |
61% |
False |
False |
720 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
10.9% |
0.0127 |
1.0% |
68% |
False |
False |
506 |
| 80 |
1.3330 |
1.1922 |
0.1408 |
10.9% |
0.0127 |
1.0% |
68% |
False |
False |
389 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.2% |
0.0106 |
0.8% |
56% |
False |
False |
313 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.3% |
0.0090 |
0.7% |
52% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3347 |
|
2.618 |
1.3179 |
|
1.618 |
1.3076 |
|
1.000 |
1.3012 |
|
0.618 |
1.2973 |
|
HIGH |
1.2909 |
|
0.618 |
1.2870 |
|
0.500 |
1.2858 |
|
0.382 |
1.2845 |
|
LOW |
1.2806 |
|
0.618 |
1.2742 |
|
1.000 |
1.2703 |
|
1.618 |
1.2639 |
|
2.618 |
1.2536 |
|
4.250 |
1.2368 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2869 |
1.2857 |
| PP |
1.2863 |
1.2838 |
| S1 |
1.2858 |
1.2820 |
|