CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2717 |
1.2694 |
-0.0023 |
-0.2% |
1.2891 |
| High |
1.2763 |
1.2744 |
-0.0019 |
-0.1% |
1.2913 |
| Low |
1.2662 |
1.2640 |
-0.0022 |
-0.2% |
1.2640 |
| Close |
1.2695 |
1.2713 |
0.0018 |
0.1% |
1.2713 |
| Range |
0.0101 |
0.0104 |
0.0003 |
3.0% |
0.0273 |
| ATR |
0.0124 |
0.0122 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
143,231 |
265,843 |
122,612 |
85.6% |
538,414 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3011 |
1.2966 |
1.2770 |
|
| R3 |
1.2907 |
1.2862 |
1.2742 |
|
| R2 |
1.2803 |
1.2803 |
1.2732 |
|
| R1 |
1.2758 |
1.2758 |
1.2723 |
1.2781 |
| PP |
1.2699 |
1.2699 |
1.2699 |
1.2710 |
| S1 |
1.2654 |
1.2654 |
1.2703 |
1.2677 |
| S2 |
1.2595 |
1.2595 |
1.2694 |
|
| S3 |
1.2491 |
1.2550 |
1.2684 |
|
| S4 |
1.2387 |
1.2446 |
1.2656 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3574 |
1.3417 |
1.2863 |
|
| R3 |
1.3301 |
1.3144 |
1.2788 |
|
| R2 |
1.3028 |
1.3028 |
1.2763 |
|
| R1 |
1.2871 |
1.2871 |
1.2738 |
1.2813 |
| PP |
1.2755 |
1.2755 |
1.2755 |
1.2727 |
| S1 |
1.2598 |
1.2598 |
1.2688 |
1.2540 |
| S2 |
1.2482 |
1.2482 |
1.2663 |
|
| S3 |
1.2209 |
1.2325 |
1.2638 |
|
| S4 |
1.1936 |
1.2052 |
1.2563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2913 |
1.2640 |
0.0273 |
2.1% |
0.0120 |
0.9% |
27% |
False |
True |
107,682 |
| 10 |
1.2913 |
1.2623 |
0.0290 |
2.3% |
0.0116 |
0.9% |
31% |
False |
False |
56,348 |
| 20 |
1.2916 |
1.2587 |
0.0329 |
2.6% |
0.0116 |
0.9% |
38% |
False |
False |
28,940 |
| 40 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0127 |
1.0% |
17% |
False |
False |
14,994 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
9.1% |
0.0129 |
1.0% |
47% |
False |
False |
10,100 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0128 |
1.0% |
56% |
False |
False |
7,593 |
| 100 |
1.3386 |
1.1922 |
0.1464 |
11.5% |
0.0124 |
1.0% |
54% |
False |
False |
6,080 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0106 |
0.8% |
46% |
False |
False |
5,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3186 |
|
2.618 |
1.3016 |
|
1.618 |
1.2912 |
|
1.000 |
1.2848 |
|
0.618 |
1.2808 |
|
HIGH |
1.2744 |
|
0.618 |
1.2704 |
|
0.500 |
1.2692 |
|
0.382 |
1.2680 |
|
LOW |
1.2640 |
|
0.618 |
1.2576 |
|
1.000 |
1.2536 |
|
1.618 |
1.2472 |
|
2.618 |
1.2368 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2706 |
1.2709 |
| PP |
1.2699 |
1.2705 |
| S1 |
1.2692 |
1.2702 |
|