CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2760 |
1.2668 |
-0.0092 |
-0.7% |
1.2700 |
| High |
1.2760 |
1.2740 |
-0.0020 |
-0.2% |
1.2776 |
| Low |
1.2658 |
1.2623 |
-0.0035 |
-0.3% |
1.2587 |
| Close |
1.2663 |
1.2660 |
-0.0003 |
0.0% |
1.2729 |
| Range |
0.0102 |
0.0117 |
0.0015 |
14.7% |
0.0189 |
| ATR |
0.0127 |
0.0127 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
3,594 |
3,014 |
-580 |
-16.1% |
10,647 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3025 |
1.2960 |
1.2724 |
|
| R3 |
1.2908 |
1.2843 |
1.2692 |
|
| R2 |
1.2791 |
1.2791 |
1.2681 |
|
| R1 |
1.2726 |
1.2726 |
1.2671 |
1.2700 |
| PP |
1.2674 |
1.2674 |
1.2674 |
1.2662 |
| S1 |
1.2609 |
1.2609 |
1.2649 |
1.2583 |
| S2 |
1.2557 |
1.2557 |
1.2639 |
|
| S3 |
1.2440 |
1.2492 |
1.2628 |
|
| S4 |
1.2323 |
1.2375 |
1.2596 |
|
|
| 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 |
1.2610 |
0.0166 |
1.3% |
0.0108 |
0.9% |
30% |
False |
False |
2,840 |
| 10 |
1.2916 |
1.2587 |
0.0329 |
2.6% |
0.0114 |
0.9% |
22% |
False |
False |
1,999 |
| 20 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0130 |
1.0% |
10% |
False |
False |
1,694 |
| 40 |
1.3325 |
1.2531 |
0.0794 |
6.3% |
0.0128 |
1.0% |
16% |
False |
False |
1,163 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
11.1% |
0.0128 |
1.0% |
53% |
False |
False |
832 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.1% |
0.0131 |
1.0% |
53% |
False |
False |
638 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.5% |
0.0116 |
0.9% |
43% |
False |
False |
512 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.6% |
0.0099 |
0.8% |
40% |
False |
False |
427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3237 |
|
2.618 |
1.3046 |
|
1.618 |
1.2929 |
|
1.000 |
1.2857 |
|
0.618 |
1.2812 |
|
HIGH |
1.2740 |
|
0.618 |
1.2695 |
|
0.500 |
1.2682 |
|
0.382 |
1.2668 |
|
LOW |
1.2623 |
|
0.618 |
1.2551 |
|
1.000 |
1.2506 |
|
1.618 |
1.2434 |
|
2.618 |
1.2317 |
|
4.250 |
1.2126 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2682 |
1.2700 |
| PP |
1.2674 |
1.2686 |
| S1 |
1.2667 |
1.2673 |
|