CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2684 |
1.2798 |
0.0114 |
0.9% |
1.2700 |
| High |
1.2853 |
1.2844 |
-0.0009 |
-0.1% |
1.2776 |
| Low |
1.2666 |
1.2775 |
0.0109 |
0.9% |
1.2587 |
| Close |
1.2794 |
1.2810 |
0.0016 |
0.1% |
1.2729 |
| Range |
0.0187 |
0.0069 |
-0.0118 |
-63.1% |
0.0189 |
| ATR |
0.0131 |
0.0127 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
3,947 |
4,487 |
540 |
13.7% |
10,647 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3017 |
1.2982 |
1.2848 |
|
| R3 |
1.2948 |
1.2913 |
1.2829 |
|
| R2 |
1.2879 |
1.2879 |
1.2823 |
|
| R1 |
1.2844 |
1.2844 |
1.2816 |
1.2862 |
| PP |
1.2810 |
1.2810 |
1.2810 |
1.2818 |
| S1 |
1.2775 |
1.2775 |
1.2804 |
1.2793 |
| S2 |
1.2741 |
1.2741 |
1.2797 |
|
| S3 |
1.2672 |
1.2706 |
1.2791 |
|
| S4 |
1.2603 |
1.2637 |
1.2772 |
|
|
| 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 |
1.2853 |
1.2623 |
0.0230 |
1.8% |
0.0115 |
0.9% |
81% |
False |
False |
3,402 |
| 10 |
1.2853 |
1.2587 |
0.0266 |
2.1% |
0.0117 |
0.9% |
84% |
False |
False |
2,724 |
| 20 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0133 |
1.0% |
30% |
False |
False |
2,044 |
| 40 |
1.3325 |
1.2531 |
0.0794 |
6.2% |
0.0130 |
1.0% |
35% |
False |
False |
1,360 |
| 60 |
1.3325 |
1.2070 |
0.1255 |
9.8% |
0.0129 |
1.0% |
59% |
False |
False |
968 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0130 |
1.0% |
63% |
False |
False |
743 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.3% |
0.0117 |
0.9% |
52% |
False |
False |
596 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.4% |
0.0101 |
0.8% |
48% |
False |
False |
497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3137 |
|
2.618 |
1.3025 |
|
1.618 |
1.2956 |
|
1.000 |
1.2913 |
|
0.618 |
1.2887 |
|
HIGH |
1.2844 |
|
0.618 |
1.2818 |
|
0.500 |
1.2810 |
|
0.382 |
1.2801 |
|
LOW |
1.2775 |
|
0.618 |
1.2732 |
|
1.000 |
1.2706 |
|
1.618 |
1.2663 |
|
2.618 |
1.2594 |
|
4.250 |
1.2482 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2810 |
1.2786 |
| PP |
1.2810 |
1.2762 |
| S1 |
1.2810 |
1.2738 |
|