CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2635 |
1.2694 |
0.0059 |
0.5% |
1.2559 |
| High |
1.2725 |
1.2723 |
-0.0002 |
0.0% |
1.2725 |
| Low |
1.2622 |
1.2609 |
-0.0013 |
-0.1% |
1.2483 |
| Close |
1.2680 |
1.2646 |
-0.0034 |
-0.3% |
1.2646 |
| Range |
0.0103 |
0.0114 |
0.0011 |
10.7% |
0.0242 |
| ATR |
0.0159 |
0.0155 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
288,348 |
249,254 |
-39,094 |
-13.6% |
1,177,193 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3001 |
1.2938 |
1.2709 |
|
| R3 |
1.2887 |
1.2824 |
1.2677 |
|
| R2 |
1.2773 |
1.2773 |
1.2667 |
|
| R1 |
1.2710 |
1.2710 |
1.2656 |
1.2685 |
| PP |
1.2659 |
1.2659 |
1.2659 |
1.2647 |
| S1 |
1.2596 |
1.2596 |
1.2636 |
1.2571 |
| S2 |
1.2545 |
1.2545 |
1.2625 |
|
| S3 |
1.2431 |
1.2482 |
1.2615 |
|
| S4 |
1.2317 |
1.2368 |
1.2583 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3344 |
1.3237 |
1.2779 |
|
| R3 |
1.3102 |
1.2995 |
1.2713 |
|
| R2 |
1.2860 |
1.2860 |
1.2690 |
|
| R1 |
1.2753 |
1.2753 |
1.2668 |
1.2807 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2645 |
| S1 |
1.2511 |
1.2511 |
1.2624 |
1.2565 |
| S2 |
1.2376 |
1.2376 |
1.2602 |
|
| S3 |
1.2134 |
1.2269 |
1.2579 |
|
| S4 |
1.1892 |
1.2027 |
1.2513 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2725 |
1.2483 |
0.0242 |
1.9% |
0.0129 |
1.0% |
67% |
False |
False |
331,595 |
| 10 |
1.2725 |
1.2157 |
0.0568 |
4.5% |
0.0155 |
1.2% |
86% |
False |
False |
322,705 |
| 20 |
1.2725 |
1.2054 |
0.0671 |
5.3% |
0.0145 |
1.1% |
88% |
False |
False |
299,017 |
| 40 |
1.2725 |
1.1884 |
0.0841 |
6.7% |
0.0172 |
1.4% |
91% |
False |
False |
159,501 |
| 60 |
1.3665 |
1.1884 |
0.1781 |
14.1% |
0.0168 |
1.3% |
43% |
False |
False |
107,040 |
| 80 |
1.3738 |
1.1884 |
0.1854 |
14.7% |
0.0155 |
1.2% |
41% |
False |
False |
80,410 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0135 |
1.1% |
40% |
False |
False |
64,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3208 |
|
2.618 |
1.3021 |
|
1.618 |
1.2907 |
|
1.000 |
1.2837 |
|
0.618 |
1.2793 |
|
HIGH |
1.2723 |
|
0.618 |
1.2679 |
|
0.500 |
1.2666 |
|
0.382 |
1.2653 |
|
LOW |
1.2609 |
|
0.618 |
1.2539 |
|
1.000 |
1.2495 |
|
1.618 |
1.2425 |
|
2.618 |
1.2311 |
|
4.250 |
1.2125 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2666 |
1.2644 |
| PP |
1.2659 |
1.2642 |
| S1 |
1.2653 |
1.2641 |
|