CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2863 |
1.2844 |
-0.0019 |
-0.1% |
1.3275 |
| High |
1.2916 |
1.2896 |
-0.0020 |
-0.2% |
1.3298 |
| Low |
1.2822 |
1.2765 |
-0.0057 |
-0.4% |
1.2745 |
| Close |
1.2858 |
1.2817 |
-0.0041 |
-0.3% |
1.2747 |
| Range |
0.0094 |
0.0131 |
0.0037 |
39.4% |
0.0553 |
| ATR |
0.0138 |
0.0138 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
725 |
462 |
-263 |
-36.3% |
9,407 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3219 |
1.3149 |
1.2889 |
|
| R3 |
1.3088 |
1.3018 |
1.2853 |
|
| R2 |
1.2957 |
1.2957 |
1.2841 |
|
| R1 |
1.2887 |
1.2887 |
1.2829 |
1.2857 |
| PP |
1.2826 |
1.2826 |
1.2826 |
1.2811 |
| S1 |
1.2756 |
1.2756 |
1.2805 |
1.2726 |
| S2 |
1.2695 |
1.2695 |
1.2793 |
|
| S3 |
1.2564 |
1.2625 |
1.2781 |
|
| S4 |
1.2433 |
1.2494 |
1.2745 |
|
|
| 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 |
1.2916 |
1.2730 |
0.0186 |
1.5% |
0.0123 |
1.0% |
47% |
False |
False |
1,018 |
| 10 |
1.3325 |
1.2730 |
0.0595 |
4.6% |
0.0148 |
1.2% |
15% |
False |
False |
1,364 |
| 20 |
1.3325 |
1.2730 |
0.0595 |
4.6% |
0.0130 |
1.0% |
15% |
False |
False |
1,075 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
9.0% |
0.0137 |
1.1% |
56% |
False |
False |
738 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
10.9% |
0.0126 |
1.0% |
64% |
False |
False |
523 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
10.9% |
0.0129 |
1.0% |
64% |
False |
False |
404 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.3% |
0.0107 |
0.8% |
53% |
False |
False |
324 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.4% |
0.0092 |
0.7% |
49% |
False |
False |
271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3453 |
|
2.618 |
1.3239 |
|
1.618 |
1.3108 |
|
1.000 |
1.3027 |
|
0.618 |
1.2977 |
|
HIGH |
1.2896 |
|
0.618 |
1.2846 |
|
0.500 |
1.2831 |
|
0.382 |
1.2815 |
|
LOW |
1.2765 |
|
0.618 |
1.2684 |
|
1.000 |
1.2634 |
|
1.618 |
1.2553 |
|
2.618 |
1.2422 |
|
4.250 |
1.2208 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2831 |
1.2841 |
| PP |
1.2826 |
1.2833 |
| S1 |
1.2822 |
1.2825 |
|