CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2663 |
1.2707 |
0.0044 |
0.3% |
1.2700 |
| High |
1.2760 |
1.2776 |
0.0016 |
0.1% |
1.2776 |
| Low |
1.2650 |
1.2676 |
0.0026 |
0.2% |
1.2587 |
| Close |
1.2699 |
1.2729 |
0.0030 |
0.2% |
1.2729 |
| Range |
0.0110 |
0.0100 |
-0.0010 |
-9.1% |
0.0189 |
| ATR |
0.0132 |
0.0129 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
2,864 |
1,970 |
-894 |
-31.2% |
10,647 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3027 |
1.2978 |
1.2784 |
|
| R3 |
1.2927 |
1.2878 |
1.2757 |
|
| R2 |
1.2827 |
1.2827 |
1.2747 |
|
| R1 |
1.2778 |
1.2778 |
1.2738 |
1.2803 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2739 |
| S1 |
1.2678 |
1.2678 |
1.2720 |
1.2703 |
| S2 |
1.2627 |
1.2627 |
1.2711 |
|
| S3 |
1.2527 |
1.2578 |
1.2702 |
|
| S4 |
1.2427 |
1.2478 |
1.2674 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3264 |
1.3186 |
1.2833 |
|
| R3 |
1.3075 |
1.2997 |
1.2781 |
|
| R2 |
1.2886 |
1.2886 |
1.2764 |
|
| R1 |
1.2808 |
1.2808 |
1.2746 |
1.2847 |
| PP |
1.2697 |
1.2697 |
1.2697 |
1.2717 |
| S1 |
1.2619 |
1.2619 |
1.2712 |
1.2658 |
| S2 |
1.2508 |
1.2508 |
1.2694 |
|
| S3 |
1.2319 |
1.2430 |
1.2677 |
|
| S4 |
1.2130 |
1.2241 |
1.2625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2776 |
1.2587 |
0.0189 |
1.5% |
0.0106 |
0.8% |
75% |
True |
False |
2,129 |
| 10 |
1.2916 |
1.2587 |
0.0329 |
2.6% |
0.0116 |
0.9% |
43% |
False |
False |
1,533 |
| 20 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0131 |
1.0% |
19% |
False |
False |
1,489 |
| 40 |
1.3325 |
1.2490 |
0.0835 |
6.6% |
0.0130 |
1.0% |
29% |
False |
False |
1,015 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0129 |
1.0% |
58% |
False |
False |
723 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0134 |
1.1% |
58% |
False |
False |
556 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0114 |
0.9% |
47% |
False |
False |
446 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.5% |
0.0097 |
0.8% |
44% |
False |
False |
372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3201 |
|
2.618 |
1.3038 |
|
1.618 |
1.2938 |
|
1.000 |
1.2876 |
|
0.618 |
1.2838 |
|
HIGH |
1.2776 |
|
0.618 |
1.2738 |
|
0.500 |
1.2726 |
|
0.382 |
1.2714 |
|
LOW |
1.2676 |
|
0.618 |
1.2614 |
|
1.000 |
1.2576 |
|
1.618 |
1.2514 |
|
2.618 |
1.2414 |
|
4.250 |
1.2251 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2728 |
1.2717 |
| PP |
1.2727 |
1.2705 |
| S1 |
1.2726 |
1.2693 |
|