CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2634 |
1.2663 |
0.0029 |
0.2% |
1.2761 |
| High |
1.2720 |
1.2760 |
0.0040 |
0.3% |
1.2916 |
| Low |
1.2610 |
1.2650 |
0.0040 |
0.3% |
1.2660 |
| Close |
1.2652 |
1.2699 |
0.0047 |
0.4% |
1.2705 |
| Range |
0.0110 |
0.0110 |
0.0000 |
0.0% |
0.0256 |
| ATR |
0.0133 |
0.0132 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
2,762 |
2,864 |
102 |
3.7% |
4,691 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3033 |
1.2976 |
1.2760 |
|
| R3 |
1.2923 |
1.2866 |
1.2729 |
|
| R2 |
1.2813 |
1.2813 |
1.2719 |
|
| R1 |
1.2756 |
1.2756 |
1.2709 |
1.2785 |
| PP |
1.2703 |
1.2703 |
1.2703 |
1.2717 |
| S1 |
1.2646 |
1.2646 |
1.2689 |
1.2675 |
| S2 |
1.2593 |
1.2593 |
1.2679 |
|
| S3 |
1.2483 |
1.2536 |
1.2669 |
|
| S4 |
1.2373 |
1.2426 |
1.2639 |
|
|
| 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 |
1.2828 |
1.2587 |
0.0241 |
1.9% |
0.0119 |
0.9% |
46% |
False |
False |
2,046 |
| 10 |
1.2916 |
1.2587 |
0.0329 |
2.6% |
0.0121 |
1.0% |
34% |
False |
False |
1,532 |
| 20 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0132 |
1.0% |
15% |
False |
False |
1,409 |
| 40 |
1.3325 |
1.2209 |
0.1116 |
8.8% |
0.0136 |
1.1% |
44% |
False |
False |
970 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0128 |
1.0% |
55% |
False |
False |
692 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0134 |
1.1% |
55% |
False |
False |
532 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0113 |
0.9% |
46% |
False |
False |
426 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.5% |
0.0097 |
0.8% |
42% |
False |
False |
356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3228 |
|
2.618 |
1.3048 |
|
1.618 |
1.2938 |
|
1.000 |
1.2870 |
|
0.618 |
1.2828 |
|
HIGH |
1.2760 |
|
0.618 |
1.2718 |
|
0.500 |
1.2705 |
|
0.382 |
1.2692 |
|
LOW |
1.2650 |
|
0.618 |
1.2582 |
|
1.000 |
1.2540 |
|
1.618 |
1.2472 |
|
2.618 |
1.2362 |
|
4.250 |
1.2183 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2705 |
1.2691 |
| PP |
1.2703 |
1.2682 |
| S1 |
1.2701 |
1.2674 |
|