CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2647 |
1.2634 |
-0.0013 |
-0.1% |
1.2761 |
| High |
1.2715 |
1.2720 |
0.0005 |
0.0% |
1.2916 |
| Low |
1.2587 |
1.2610 |
0.0023 |
0.2% |
1.2660 |
| Close |
1.2669 |
1.2652 |
-0.0017 |
-0.1% |
1.2705 |
| Range |
0.0128 |
0.0110 |
-0.0018 |
-14.1% |
0.0256 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
1,297 |
2,762 |
1,465 |
113.0% |
4,691 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2991 |
1.2931 |
1.2713 |
|
| R3 |
1.2881 |
1.2821 |
1.2682 |
|
| R2 |
1.2771 |
1.2771 |
1.2672 |
|
| R1 |
1.2711 |
1.2711 |
1.2662 |
1.2741 |
| PP |
1.2661 |
1.2661 |
1.2661 |
1.2676 |
| S1 |
1.2601 |
1.2601 |
1.2642 |
1.2631 |
| S2 |
1.2551 |
1.2551 |
1.2632 |
|
| S3 |
1.2441 |
1.2491 |
1.2622 |
|
| S4 |
1.2331 |
1.2381 |
1.2592 |
|
|
| 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 |
1.2896 |
1.2587 |
0.0309 |
2.4% |
0.0124 |
1.0% |
21% |
False |
False |
1,565 |
| 10 |
1.2925 |
1.2587 |
0.0338 |
2.7% |
0.0124 |
1.0% |
19% |
False |
False |
1,469 |
| 20 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0132 |
1.0% |
9% |
False |
False |
1,294 |
| 40 |
1.3325 |
1.2189 |
0.1136 |
9.0% |
0.0136 |
1.1% |
41% |
False |
False |
905 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
11.1% |
0.0128 |
1.0% |
52% |
False |
False |
645 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.1% |
0.0134 |
1.1% |
52% |
False |
False |
496 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.5% |
0.0112 |
0.9% |
43% |
False |
False |
398 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.6% |
0.0096 |
0.8% |
40% |
False |
False |
332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3188 |
|
2.618 |
1.3008 |
|
1.618 |
1.2898 |
|
1.000 |
1.2830 |
|
0.618 |
1.2788 |
|
HIGH |
1.2720 |
|
0.618 |
1.2678 |
|
0.500 |
1.2665 |
|
0.382 |
1.2652 |
|
LOW |
1.2610 |
|
0.618 |
1.2542 |
|
1.000 |
1.2500 |
|
1.618 |
1.2432 |
|
2.618 |
1.2322 |
|
4.250 |
1.2143 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2665 |
1.2656 |
| PP |
1.2661 |
1.2654 |
| S1 |
1.2656 |
1.2653 |
|