CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2798 |
1.2823 |
0.0025 |
0.2% |
1.2760 |
| High |
1.2844 |
1.2893 |
0.0049 |
0.4% |
1.2893 |
| Low |
1.2775 |
1.2808 |
0.0033 |
0.3% |
1.2623 |
| Close |
1.2810 |
1.2874 |
0.0064 |
0.5% |
1.2874 |
| Range |
0.0069 |
0.0085 |
0.0016 |
23.2% |
0.0270 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
4,487 |
10,024 |
5,537 |
123.4% |
25,066 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3113 |
1.3079 |
1.2921 |
|
| R3 |
1.3028 |
1.2994 |
1.2897 |
|
| R2 |
1.2943 |
1.2943 |
1.2890 |
|
| R1 |
1.2909 |
1.2909 |
1.2882 |
1.2926 |
| PP |
1.2858 |
1.2858 |
1.2858 |
1.2867 |
| S1 |
1.2824 |
1.2824 |
1.2866 |
1.2841 |
| S2 |
1.2773 |
1.2773 |
1.2858 |
|
| S3 |
1.2688 |
1.2739 |
1.2851 |
|
| S4 |
1.2603 |
1.2654 |
1.2827 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3607 |
1.3510 |
1.3023 |
|
| R3 |
1.3337 |
1.3240 |
1.2948 |
|
| R2 |
1.3067 |
1.3067 |
1.2924 |
|
| R1 |
1.2970 |
1.2970 |
1.2899 |
1.3019 |
| PP |
1.2797 |
1.2797 |
1.2797 |
1.2821 |
| S1 |
1.2700 |
1.2700 |
1.2849 |
1.2749 |
| S2 |
1.2527 |
1.2527 |
1.2825 |
|
| S3 |
1.2257 |
1.2430 |
1.2800 |
|
| S4 |
1.1987 |
1.2160 |
1.2726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2893 |
1.2623 |
0.0270 |
2.1% |
0.0112 |
0.9% |
93% |
True |
False |
5,013 |
| 10 |
1.2893 |
1.2587 |
0.0306 |
2.4% |
0.0109 |
0.8% |
94% |
True |
False |
3,571 |
| 20 |
1.3298 |
1.2587 |
0.0711 |
5.5% |
0.0128 |
1.0% |
40% |
False |
False |
2,490 |
| 40 |
1.3325 |
1.2531 |
0.0794 |
6.2% |
0.0130 |
1.0% |
43% |
False |
False |
1,594 |
| 60 |
1.3325 |
1.2070 |
0.1255 |
9.7% |
0.0130 |
1.0% |
64% |
False |
False |
1,134 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
10.9% |
0.0130 |
1.0% |
68% |
False |
False |
868 |
| 100 |
1.3558 |
1.1922 |
0.1636 |
12.7% |
0.0118 |
0.9% |
58% |
False |
False |
696 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.2% |
0.0102 |
0.8% |
56% |
False |
False |
581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3254 |
|
2.618 |
1.3116 |
|
1.618 |
1.3031 |
|
1.000 |
1.2978 |
|
0.618 |
1.2946 |
|
HIGH |
1.2893 |
|
0.618 |
1.2861 |
|
0.500 |
1.2851 |
|
0.382 |
1.2840 |
|
LOW |
1.2808 |
|
0.618 |
1.2755 |
|
1.000 |
1.2723 |
|
1.618 |
1.2670 |
|
2.618 |
1.2585 |
|
4.250 |
1.2447 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2866 |
1.2843 |
| PP |
1.2858 |
1.2811 |
| S1 |
1.2851 |
1.2780 |
|