CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2592 |
1.2728 |
0.0136 |
1.1% |
1.2559 |
| High |
1.2740 |
1.2779 |
0.0039 |
0.3% |
1.2725 |
| Low |
1.2524 |
1.2682 |
0.0158 |
1.3% |
1.2483 |
| Close |
1.2702 |
1.2730 |
0.0028 |
0.2% |
1.2646 |
| Range |
0.0216 |
0.0097 |
-0.0119 |
-55.1% |
0.0242 |
| ATR |
0.0156 |
0.0152 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
184,312 |
337,464 |
153,152 |
83.1% |
1,177,193 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3021 |
1.2973 |
1.2783 |
|
| R3 |
1.2924 |
1.2876 |
1.2757 |
|
| R2 |
1.2827 |
1.2827 |
1.2748 |
|
| R1 |
1.2779 |
1.2779 |
1.2739 |
1.2803 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2743 |
| S1 |
1.2682 |
1.2682 |
1.2721 |
1.2706 |
| S2 |
1.2633 |
1.2633 |
1.2712 |
|
| S3 |
1.2536 |
1.2585 |
1.2703 |
|
| S4 |
1.2439 |
1.2488 |
1.2677 |
|
|
| 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 |
1.2779 |
1.2524 |
0.0255 |
2.0% |
0.0125 |
1.0% |
81% |
True |
False |
261,400 |
| 10 |
1.2779 |
1.2172 |
0.0607 |
4.8% |
0.0154 |
1.2% |
92% |
True |
False |
310,337 |
| 20 |
1.2779 |
1.2157 |
0.0622 |
4.9% |
0.0141 |
1.1% |
92% |
True |
False |
297,176 |
| 40 |
1.2779 |
1.1884 |
0.0895 |
7.0% |
0.0168 |
1.3% |
95% |
True |
False |
178,496 |
| 60 |
1.3516 |
1.1884 |
0.1632 |
12.8% |
0.0170 |
1.3% |
52% |
False |
False |
119,809 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0155 |
1.2% |
47% |
False |
False |
90,002 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.1% |
0.0139 |
1.1% |
44% |
False |
False |
72,038 |
| 120 |
1.4136 |
1.1884 |
0.2252 |
17.7% |
0.0119 |
0.9% |
38% |
False |
False |
60,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3191 |
|
2.618 |
1.3033 |
|
1.618 |
1.2936 |
|
1.000 |
1.2876 |
|
0.618 |
1.2839 |
|
HIGH |
1.2779 |
|
0.618 |
1.2742 |
|
0.500 |
1.2731 |
|
0.382 |
1.2719 |
|
LOW |
1.2682 |
|
0.618 |
1.2622 |
|
1.000 |
1.2585 |
|
1.618 |
1.2525 |
|
2.618 |
1.2428 |
|
4.250 |
1.2270 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2731 |
1.2704 |
| PP |
1.2730 |
1.2678 |
| S1 |
1.2730 |
1.2652 |
|