CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2707 |
1.2760 |
0.0053 |
0.4% |
1.2700 |
| High |
1.2776 |
1.2760 |
-0.0016 |
-0.1% |
1.2776 |
| Low |
1.2676 |
1.2658 |
-0.0018 |
-0.1% |
1.2587 |
| Close |
1.2729 |
1.2663 |
-0.0066 |
-0.5% |
1.2729 |
| Range |
0.0100 |
0.0102 |
0.0002 |
2.0% |
0.0189 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
1,970 |
3,594 |
1,624 |
82.4% |
10,647 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2933 |
1.2719 |
|
| R3 |
1.2898 |
1.2831 |
1.2691 |
|
| R2 |
1.2796 |
1.2796 |
1.2682 |
|
| R1 |
1.2729 |
1.2729 |
1.2672 |
1.2712 |
| PP |
1.2694 |
1.2694 |
1.2694 |
1.2685 |
| S1 |
1.2627 |
1.2627 |
1.2654 |
1.2610 |
| S2 |
1.2592 |
1.2592 |
1.2644 |
|
| S3 |
1.2490 |
1.2525 |
1.2635 |
|
| S4 |
1.2388 |
1.2423 |
1.2607 |
|
|
| 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% |
0.0110 |
0.9% |
40% |
False |
False |
2,497 |
| 10 |
1.2916 |
1.2587 |
0.0329 |
2.6% |
0.0113 |
0.9% |
23% |
False |
False |
1,791 |
| 20 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0130 |
1.0% |
10% |
False |
False |
1,632 |
| 40 |
1.3325 |
1.2490 |
0.0835 |
6.6% |
0.0130 |
1.0% |
21% |
False |
False |
1,095 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
11.1% |
0.0127 |
1.0% |
53% |
False |
False |
783 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.1% |
0.0131 |
1.0% |
53% |
False |
False |
601 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0114 |
0.9% |
44% |
False |
False |
482 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.6% |
0.0098 |
0.8% |
40% |
False |
False |
402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3194 |
|
2.618 |
1.3027 |
|
1.618 |
1.2925 |
|
1.000 |
1.2862 |
|
0.618 |
1.2823 |
|
HIGH |
1.2760 |
|
0.618 |
1.2721 |
|
0.500 |
1.2709 |
|
0.382 |
1.2697 |
|
LOW |
1.2658 |
|
0.618 |
1.2595 |
|
1.000 |
1.2556 |
|
1.618 |
1.2493 |
|
2.618 |
1.2391 |
|
4.250 |
1.2225 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2709 |
1.2713 |
| PP |
1.2694 |
1.2696 |
| S1 |
1.2678 |
1.2680 |
|