CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2640 |
1.2592 |
-0.0048 |
-0.4% |
1.2559 |
| High |
1.2649 |
1.2740 |
0.0091 |
0.7% |
1.2725 |
| Low |
1.2552 |
1.2524 |
-0.0028 |
-0.2% |
1.2483 |
| Close |
1.2597 |
1.2702 |
0.0105 |
0.8% |
1.2646 |
| Range |
0.0097 |
0.0216 |
0.0119 |
122.7% |
0.0242 |
| ATR |
0.0151 |
0.0156 |
0.0005 |
3.1% |
0.0000 |
| Volume |
247,622 |
184,312 |
-63,310 |
-25.6% |
1,177,193 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3303 |
1.3219 |
1.2821 |
|
| R3 |
1.3087 |
1.3003 |
1.2761 |
|
| R2 |
1.2871 |
1.2871 |
1.2742 |
|
| R1 |
1.2787 |
1.2787 |
1.2722 |
1.2829 |
| PP |
1.2655 |
1.2655 |
1.2655 |
1.2677 |
| S1 |
1.2571 |
1.2571 |
1.2682 |
1.2613 |
| S2 |
1.2439 |
1.2439 |
1.2662 |
|
| S3 |
1.2223 |
1.2355 |
1.2643 |
|
| S4 |
1.2007 |
1.2139 |
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 |
1.2740 |
1.2524 |
0.0216 |
1.7% |
0.0128 |
1.0% |
82% |
True |
True |
265,899 |
| 10 |
1.2740 |
1.2157 |
0.0583 |
4.6% |
0.0158 |
1.2% |
93% |
True |
False |
301,664 |
| 20 |
1.2740 |
1.2157 |
0.0583 |
4.6% |
0.0146 |
1.1% |
93% |
True |
False |
295,586 |
| 40 |
1.2740 |
1.1884 |
0.0856 |
6.7% |
0.0170 |
1.3% |
96% |
True |
False |
170,184 |
| 60 |
1.3516 |
1.1884 |
0.1632 |
12.8% |
0.0170 |
1.3% |
50% |
False |
False |
114,202 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0155 |
1.2% |
45% |
False |
False |
85,788 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0138 |
1.1% |
42% |
False |
False |
68,666 |
| 120 |
1.4136 |
1.1884 |
0.2252 |
17.7% |
0.0118 |
0.9% |
36% |
False |
False |
57,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3658 |
|
2.618 |
1.3305 |
|
1.618 |
1.3089 |
|
1.000 |
1.2956 |
|
0.618 |
1.2873 |
|
HIGH |
1.2740 |
|
0.618 |
1.2657 |
|
0.500 |
1.2632 |
|
0.382 |
1.2607 |
|
LOW |
1.2524 |
|
0.618 |
1.2391 |
|
1.000 |
1.2308 |
|
1.618 |
1.2175 |
|
2.618 |
1.1959 |
|
4.250 |
1.1606 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2679 |
1.2679 |
| PP |
1.2655 |
1.2655 |
| S1 |
1.2632 |
1.2632 |
|