CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2810 |
1.2700 |
-0.0110 |
-0.9% |
1.2761 |
| High |
1.2828 |
1.2724 |
-0.0104 |
-0.8% |
1.2916 |
| Low |
1.2660 |
1.2643 |
-0.0017 |
-0.1% |
1.2660 |
| Close |
1.2705 |
1.2676 |
-0.0029 |
-0.2% |
1.2705 |
| Range |
0.0168 |
0.0081 |
-0.0087 |
-51.8% |
0.0256 |
| ATR |
0.0140 |
0.0136 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
1,554 |
1,754 |
200 |
12.9% |
4,691 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2924 |
1.2881 |
1.2721 |
|
| R3 |
1.2843 |
1.2800 |
1.2698 |
|
| R2 |
1.2762 |
1.2762 |
1.2691 |
|
| R1 |
1.2719 |
1.2719 |
1.2683 |
1.2700 |
| PP |
1.2681 |
1.2681 |
1.2681 |
1.2672 |
| S1 |
1.2638 |
1.2638 |
1.2669 |
1.2619 |
| S2 |
1.2600 |
1.2600 |
1.2661 |
|
| S3 |
1.2519 |
1.2557 |
1.2654 |
|
| S4 |
1.2438 |
1.2476 |
1.2631 |
|
|
| 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 |
1.2643 |
0.0273 |
2.2% |
0.0115 |
0.9% |
12% |
False |
True |
1,084 |
| 10 |
1.3212 |
1.2643 |
0.0569 |
4.5% |
0.0147 |
1.2% |
6% |
False |
True |
1,409 |
| 20 |
1.3325 |
1.2643 |
0.0682 |
5.4% |
0.0128 |
1.0% |
5% |
False |
True |
1,190 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
9.1% |
0.0136 |
1.1% |
44% |
False |
False |
814 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
11.1% |
0.0127 |
1.0% |
54% |
False |
False |
578 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.1% |
0.0132 |
1.0% |
54% |
False |
False |
445 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0110 |
0.9% |
44% |
False |
False |
357 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.5% |
0.0094 |
0.7% |
41% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3068 |
|
2.618 |
1.2936 |
|
1.618 |
1.2855 |
|
1.000 |
1.2805 |
|
0.618 |
1.2774 |
|
HIGH |
1.2724 |
|
0.618 |
1.2693 |
|
0.500 |
1.2684 |
|
0.382 |
1.2674 |
|
LOW |
1.2643 |
|
0.618 |
1.2593 |
|
1.000 |
1.2562 |
|
1.618 |
1.2512 |
|
2.618 |
1.2431 |
|
4.250 |
1.2299 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2684 |
1.2770 |
| PP |
1.2681 |
1.2738 |
| S1 |
1.2679 |
1.2707 |
|