CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2822 |
1.2863 |
0.0041 |
0.3% |
1.3275 |
| High |
1.2909 |
1.2916 |
0.0007 |
0.1% |
1.3298 |
| Low |
1.2806 |
1.2822 |
0.0016 |
0.1% |
1.2745 |
| Close |
1.2875 |
1.2858 |
-0.0017 |
-0.1% |
1.2747 |
| Range |
0.0103 |
0.0094 |
-0.0009 |
-8.7% |
0.0553 |
| ATR |
0.0142 |
0.0138 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
928 |
725 |
-203 |
-21.9% |
9,407 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3147 |
1.3097 |
1.2910 |
|
| R3 |
1.3053 |
1.3003 |
1.2884 |
|
| R2 |
1.2959 |
1.2959 |
1.2875 |
|
| R1 |
1.2909 |
1.2909 |
1.2867 |
1.2887 |
| PP |
1.2865 |
1.2865 |
1.2865 |
1.2855 |
| S1 |
1.2815 |
1.2815 |
1.2849 |
1.2793 |
| S2 |
1.2771 |
1.2771 |
1.2841 |
|
| S3 |
1.2677 |
1.2721 |
1.2832 |
|
| S4 |
1.2583 |
1.2627 |
1.2806 |
|
|
| 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 |
1.2925 |
1.2730 |
0.0195 |
1.5% |
0.0125 |
1.0% |
66% |
False |
False |
1,372 |
| 10 |
1.3325 |
1.2730 |
0.0595 |
4.6% |
0.0145 |
1.1% |
22% |
False |
False |
1,384 |
| 20 |
1.3325 |
1.2730 |
0.0595 |
4.6% |
0.0132 |
1.0% |
22% |
False |
False |
1,073 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
9.0% |
0.0136 |
1.1% |
60% |
False |
False |
731 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
10.9% |
0.0126 |
1.0% |
67% |
False |
False |
515 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
10.9% |
0.0128 |
1.0% |
67% |
False |
False |
398 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.2% |
0.0107 |
0.8% |
55% |
False |
False |
320 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.3% |
0.0090 |
0.7% |
51% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3316 |
|
2.618 |
1.3162 |
|
1.618 |
1.3068 |
|
1.000 |
1.3010 |
|
0.618 |
1.2974 |
|
HIGH |
1.2916 |
|
0.618 |
1.2880 |
|
0.500 |
1.2869 |
|
0.382 |
1.2858 |
|
LOW |
1.2822 |
|
0.618 |
1.2764 |
|
1.000 |
1.2728 |
|
1.618 |
1.2670 |
|
2.618 |
1.2576 |
|
4.250 |
1.2423 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2869 |
1.2846 |
| PP |
1.2865 |
1.2835 |
| S1 |
1.2862 |
1.2823 |
|