CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2680 |
1.2717 |
0.0037 |
0.3% |
1.2760 |
| High |
1.2761 |
1.2763 |
0.0002 |
0.0% |
1.2893 |
| Low |
1.2656 |
1.2662 |
0.0006 |
0.0% |
1.2623 |
| Close |
1.2718 |
1.2695 |
-0.0023 |
-0.2% |
1.2874 |
| Range |
0.0105 |
0.0101 |
-0.0004 |
-3.8% |
0.0270 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
99,272 |
143,231 |
43,959 |
44.3% |
25,066 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3010 |
1.2953 |
1.2751 |
|
| R3 |
1.2909 |
1.2852 |
1.2723 |
|
| R2 |
1.2808 |
1.2808 |
1.2714 |
|
| R1 |
1.2751 |
1.2751 |
1.2704 |
1.2729 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2696 |
| S1 |
1.2650 |
1.2650 |
1.2686 |
1.2628 |
| S2 |
1.2606 |
1.2606 |
1.2676 |
|
| S3 |
1.2505 |
1.2549 |
1.2667 |
|
| S4 |
1.2404 |
1.2448 |
1.2639 |
|
|
| 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% |
0.0116 |
0.9% |
15% |
False |
False |
56,519 |
| 10 |
1.2913 |
1.2623 |
0.0290 |
2.3% |
0.0115 |
0.9% |
25% |
False |
False |
29,960 |
| 20 |
1.2916 |
1.2587 |
0.0329 |
2.6% |
0.0118 |
0.9% |
33% |
False |
False |
15,746 |
| 40 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0127 |
1.0% |
15% |
False |
False |
8,375 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
9.1% |
0.0130 |
1.0% |
45% |
False |
False |
5,671 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.1% |
0.0130 |
1.0% |
55% |
False |
False |
4,270 |
| 100 |
1.3401 |
1.1922 |
0.1479 |
11.7% |
0.0123 |
1.0% |
52% |
False |
False |
3,422 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0106 |
0.8% |
45% |
False |
False |
2,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3192 |
|
2.618 |
1.3027 |
|
1.618 |
1.2926 |
|
1.000 |
1.2864 |
|
0.618 |
1.2825 |
|
HIGH |
1.2763 |
|
0.618 |
1.2724 |
|
0.500 |
1.2713 |
|
0.382 |
1.2701 |
|
LOW |
1.2662 |
|
0.618 |
1.2600 |
|
1.000 |
1.2561 |
|
1.618 |
1.2499 |
|
2.618 |
1.2398 |
|
4.250 |
1.2233 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2713 |
1.2785 |
| PP |
1.2707 |
1.2755 |
| S1 |
1.2701 |
1.2725 |
|