CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 06-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2823 |
1.2891 |
0.0068 |
0.5% |
1.2760 |
| High |
1.2893 |
1.2913 |
0.0020 |
0.2% |
1.2893 |
| Low |
1.2808 |
1.2865 |
0.0057 |
0.4% |
1.2623 |
| Close |
1.2874 |
1.2870 |
-0.0004 |
0.0% |
1.2874 |
| Range |
0.0085 |
0.0048 |
-0.0037 |
-43.5% |
0.0270 |
| ATR |
0.0124 |
0.0119 |
-0.0005 |
-4.4% |
0.0000 |
| Volume |
10,024 |
15,034 |
5,010 |
50.0% |
25,066 |
|
| Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3027 |
1.2996 |
1.2896 |
|
| R3 |
1.2979 |
1.2948 |
1.2883 |
|
| R2 |
1.2931 |
1.2931 |
1.2879 |
|
| R1 |
1.2900 |
1.2900 |
1.2874 |
1.2892 |
| PP |
1.2883 |
1.2883 |
1.2883 |
1.2878 |
| S1 |
1.2852 |
1.2852 |
1.2866 |
1.2844 |
| S2 |
1.2835 |
1.2835 |
1.2861 |
|
| S3 |
1.2787 |
1.2804 |
1.2857 |
|
| S4 |
1.2739 |
1.2756 |
1.2844 |
|
|
| 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 |
1.2913 |
1.2623 |
0.0290 |
2.3% |
0.0101 |
0.8% |
85% |
True |
False |
7,301 |
| 10 |
1.2913 |
1.2587 |
0.0326 |
2.5% |
0.0106 |
0.8% |
87% |
True |
False |
4,899 |
| 20 |
1.3212 |
1.2587 |
0.0625 |
4.9% |
0.0126 |
1.0% |
45% |
False |
False |
3,154 |
| 40 |
1.3325 |
1.2531 |
0.0794 |
6.2% |
0.0130 |
1.0% |
43% |
False |
False |
1,966 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
9.0% |
0.0129 |
1.0% |
61% |
False |
False |
1,382 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
10.9% |
0.0131 |
1.0% |
68% |
False |
False |
1,056 |
| 100 |
1.3500 |
1.1922 |
0.1578 |
12.3% |
0.0118 |
0.9% |
60% |
False |
False |
847 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.2% |
0.0102 |
0.8% |
56% |
False |
False |
706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3117 |
|
2.618 |
1.3039 |
|
1.618 |
1.2991 |
|
1.000 |
1.2961 |
|
0.618 |
1.2943 |
|
HIGH |
1.2913 |
|
0.618 |
1.2895 |
|
0.500 |
1.2889 |
|
0.382 |
1.2883 |
|
LOW |
1.2865 |
|
0.618 |
1.2835 |
|
1.000 |
1.2817 |
|
1.618 |
1.2787 |
|
2.618 |
1.2739 |
|
4.250 |
1.2661 |
|
|
| Fisher Pivots for day following 06-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2889 |
1.2861 |
| PP |
1.2883 |
1.2853 |
| S1 |
1.2876 |
1.2844 |
|