CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2844 |
1.2810 |
-0.0034 |
-0.3% |
1.2761 |
| High |
1.2896 |
1.2828 |
-0.0068 |
-0.5% |
1.2916 |
| Low |
1.2765 |
1.2660 |
-0.0105 |
-0.8% |
1.2660 |
| Close |
1.2817 |
1.2705 |
-0.0112 |
-0.9% |
1.2705 |
| Range |
0.0131 |
0.0168 |
0.0037 |
28.2% |
0.0256 |
| ATR |
0.0138 |
0.0140 |
0.0002 |
1.6% |
0.0000 |
| Volume |
462 |
1,554 |
1,092 |
236.4% |
4,691 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3235 |
1.3138 |
1.2797 |
|
| R3 |
1.3067 |
1.2970 |
1.2751 |
|
| R2 |
1.2899 |
1.2899 |
1.2736 |
|
| R1 |
1.2802 |
1.2802 |
1.2720 |
1.2767 |
| PP |
1.2731 |
1.2731 |
1.2731 |
1.2713 |
| S1 |
1.2634 |
1.2634 |
1.2690 |
1.2599 |
| S2 |
1.2563 |
1.2563 |
1.2674 |
|
| S3 |
1.2395 |
1.2466 |
1.2659 |
|
| S4 |
1.2227 |
1.2298 |
1.2613 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3528 |
1.3373 |
1.2846 |
|
| R3 |
1.3272 |
1.3117 |
1.2775 |
|
| R2 |
1.3016 |
1.3016 |
1.2752 |
|
| R1 |
1.2861 |
1.2861 |
1.2728 |
1.2811 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2735 |
| S1 |
1.2605 |
1.2605 |
1.2682 |
1.2555 |
| S2 |
1.2504 |
1.2504 |
1.2658 |
|
| S3 |
1.2248 |
1.2349 |
1.2635 |
|
| S4 |
1.1992 |
1.2093 |
1.2564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2916 |
1.2660 |
0.0256 |
2.0% |
0.0126 |
1.0% |
18% |
False |
True |
938 |
| 10 |
1.3298 |
1.2660 |
0.0638 |
5.0% |
0.0147 |
1.2% |
7% |
False |
True |
1,409 |
| 20 |
1.3325 |
1.2660 |
0.0665 |
5.2% |
0.0130 |
1.0% |
7% |
False |
True |
1,128 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
9.1% |
0.0138 |
1.1% |
46% |
False |
False |
774 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0128 |
1.0% |
56% |
False |
False |
548 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0131 |
1.0% |
56% |
False |
False |
423 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0109 |
0.9% |
46% |
False |
False |
340 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.5% |
0.0093 |
0.7% |
42% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3542 |
|
2.618 |
1.3268 |
|
1.618 |
1.3100 |
|
1.000 |
1.2996 |
|
0.618 |
1.2932 |
|
HIGH |
1.2828 |
|
0.618 |
1.2764 |
|
0.500 |
1.2744 |
|
0.382 |
1.2724 |
|
LOW |
1.2660 |
|
0.618 |
1.2556 |
|
1.000 |
1.2492 |
|
1.618 |
1.2388 |
|
2.618 |
1.2220 |
|
4.250 |
1.1946 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2744 |
1.2788 |
| PP |
1.2731 |
1.2760 |
| S1 |
1.2718 |
1.2733 |
|