CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2891 |
1.2680 |
-0.0211 |
-1.6% |
1.2760 |
| High |
1.2913 |
1.2761 |
-0.0152 |
-1.2% |
1.2893 |
| Low |
1.2673 |
1.2656 |
-0.0017 |
-0.1% |
1.2623 |
| Close |
1.2697 |
1.2718 |
0.0021 |
0.2% |
1.2874 |
| Range |
0.0240 |
0.0105 |
-0.0135 |
-56.3% |
0.0270 |
| ATR |
0.0127 |
0.0126 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
15,034 |
99,272 |
84,238 |
560.3% |
25,066 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3027 |
1.2977 |
1.2776 |
|
| R3 |
1.2922 |
1.2872 |
1.2747 |
|
| R2 |
1.2817 |
1.2817 |
1.2737 |
|
| R1 |
1.2767 |
1.2767 |
1.2728 |
1.2792 |
| PP |
1.2712 |
1.2712 |
1.2712 |
1.2724 |
| S1 |
1.2662 |
1.2662 |
1.2708 |
1.2687 |
| S2 |
1.2607 |
1.2607 |
1.2699 |
|
| S3 |
1.2502 |
1.2557 |
1.2689 |
|
| S4 |
1.2397 |
1.2452 |
1.2660 |
|
|
| 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 |
1.2656 |
0.0257 |
2.0% |
0.0109 |
0.9% |
24% |
False |
True |
28,770 |
| 10 |
1.2913 |
1.2623 |
0.0290 |
2.3% |
0.0116 |
0.9% |
33% |
False |
False |
15,924 |
| 20 |
1.2925 |
1.2587 |
0.0338 |
2.7% |
0.0120 |
0.9% |
39% |
False |
False |
8,696 |
| 40 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0131 |
1.0% |
18% |
False |
False |
4,806 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
9.1% |
0.0130 |
1.0% |
47% |
False |
False |
3,285 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0132 |
1.0% |
57% |
False |
False |
2,482 |
| 100 |
1.3470 |
1.1922 |
0.1548 |
12.2% |
0.0122 |
1.0% |
51% |
False |
False |
1,990 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0105 |
0.8% |
47% |
False |
False |
1,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3207 |
|
2.618 |
1.3036 |
|
1.618 |
1.2931 |
|
1.000 |
1.2866 |
|
0.618 |
1.2826 |
|
HIGH |
1.2761 |
|
0.618 |
1.2721 |
|
0.500 |
1.2709 |
|
0.382 |
1.2696 |
|
LOW |
1.2656 |
|
0.618 |
1.2591 |
|
1.000 |
1.2551 |
|
1.618 |
1.2486 |
|
2.618 |
1.2381 |
|
4.250 |
1.2210 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2785 |
| PP |
1.2712 |
1.2762 |
| S1 |
1.2709 |
1.2740 |
|