CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2627 |
1.2635 |
0.0008 |
0.1% |
1.2384 |
| High |
1.2668 |
1.2725 |
0.0057 |
0.4% |
1.2617 |
| Low |
1.2556 |
1.2622 |
0.0066 |
0.5% |
1.2157 |
| Close |
1.2654 |
1.2680 |
0.0026 |
0.2% |
1.2557 |
| Range |
0.0112 |
0.0103 |
-0.0009 |
-8.0% |
0.0460 |
| ATR |
0.0163 |
0.0159 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
359,963 |
288,348 |
-71,615 |
-19.9% |
1,706,731 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2985 |
1.2935 |
1.2737 |
|
| R3 |
1.2882 |
1.2832 |
1.2708 |
|
| R2 |
1.2779 |
1.2779 |
1.2699 |
|
| R1 |
1.2729 |
1.2729 |
1.2689 |
1.2754 |
| PP |
1.2676 |
1.2676 |
1.2676 |
1.2688 |
| S1 |
1.2626 |
1.2626 |
1.2671 |
1.2651 |
| S2 |
1.2573 |
1.2573 |
1.2661 |
|
| S3 |
1.2470 |
1.2523 |
1.2652 |
|
| S4 |
1.2367 |
1.2420 |
1.2623 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3824 |
1.3650 |
1.2810 |
|
| R3 |
1.3364 |
1.3190 |
1.2684 |
|
| R2 |
1.2904 |
1.2904 |
1.2641 |
|
| R1 |
1.2730 |
1.2730 |
1.2599 |
1.2817 |
| PP |
1.2444 |
1.2444 |
1.2444 |
1.2487 |
| S1 |
1.2270 |
1.2270 |
1.2515 |
1.2357 |
| S2 |
1.1984 |
1.1984 |
1.2473 |
|
| S3 |
1.1524 |
1.1810 |
1.2431 |
|
| S4 |
1.1064 |
1.1350 |
1.2304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2725 |
1.2197 |
0.0528 |
4.2% |
0.0175 |
1.4% |
91% |
True |
False |
350,902 |
| 10 |
1.2725 |
1.2157 |
0.0568 |
4.5% |
0.0156 |
1.2% |
92% |
True |
False |
329,054 |
| 20 |
1.2725 |
1.1966 |
0.0759 |
6.0% |
0.0148 |
1.2% |
94% |
True |
False |
292,636 |
| 40 |
1.2746 |
1.1884 |
0.0862 |
6.8% |
0.0172 |
1.4% |
92% |
False |
False |
153,332 |
| 60 |
1.3675 |
1.1884 |
0.1791 |
14.1% |
0.0168 |
1.3% |
44% |
False |
False |
102,895 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0154 |
1.2% |
41% |
False |
False |
77,303 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0134 |
1.1% |
41% |
False |
False |
61,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3163 |
|
2.618 |
1.2995 |
|
1.618 |
1.2892 |
|
1.000 |
1.2828 |
|
0.618 |
1.2789 |
|
HIGH |
1.2725 |
|
0.618 |
1.2686 |
|
0.500 |
1.2674 |
|
0.382 |
1.2661 |
|
LOW |
1.2622 |
|
0.618 |
1.2558 |
|
1.000 |
1.2519 |
|
1.618 |
1.2455 |
|
2.618 |
1.2352 |
|
4.250 |
1.2184 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2678 |
1.2655 |
| PP |
1.2676 |
1.2629 |
| S1 |
1.2674 |
1.2604 |
|