CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2728 |
1.2742 |
0.0014 |
0.1% |
1.2559 |
| High |
1.2779 |
1.2967 |
0.0188 |
1.5% |
1.2725 |
| Low |
1.2682 |
1.2708 |
0.0026 |
0.2% |
1.2483 |
| Close |
1.2730 |
1.2895 |
0.0165 |
1.3% |
1.2646 |
| Range |
0.0097 |
0.0259 |
0.0162 |
167.0% |
0.0242 |
| ATR |
0.0152 |
0.0159 |
0.0008 |
5.1% |
0.0000 |
| Volume |
337,464 |
255,092 |
-82,372 |
-24.4% |
1,177,193 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3634 |
1.3523 |
1.3037 |
|
| R3 |
1.3375 |
1.3264 |
1.2966 |
|
| R2 |
1.3116 |
1.3116 |
1.2942 |
|
| R1 |
1.3005 |
1.3005 |
1.2919 |
1.3061 |
| PP |
1.2857 |
1.2857 |
1.2857 |
1.2884 |
| S1 |
1.2746 |
1.2746 |
1.2871 |
1.2802 |
| S2 |
1.2598 |
1.2598 |
1.2848 |
|
| S3 |
1.2339 |
1.2487 |
1.2824 |
|
| S4 |
1.2080 |
1.2228 |
1.2753 |
|
|
| 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 |
1.2967 |
1.2524 |
0.0443 |
3.4% |
0.0157 |
1.2% |
84% |
True |
False |
254,748 |
| 10 |
1.2967 |
1.2197 |
0.0770 |
6.0% |
0.0166 |
1.3% |
91% |
True |
False |
302,825 |
| 20 |
1.2967 |
1.2157 |
0.0810 |
6.3% |
0.0149 |
1.2% |
91% |
True |
False |
293,400 |
| 40 |
1.2967 |
1.1884 |
0.1083 |
8.4% |
0.0167 |
1.3% |
93% |
True |
False |
184,761 |
| 60 |
1.3441 |
1.1884 |
0.1557 |
12.1% |
0.0173 |
1.3% |
65% |
False |
False |
124,053 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
14.0% |
0.0157 |
1.2% |
56% |
False |
False |
93,188 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.0% |
0.0140 |
1.1% |
52% |
False |
False |
74,589 |
| 120 |
1.4050 |
1.1884 |
0.2166 |
16.8% |
0.0121 |
0.9% |
47% |
False |
False |
62,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4068 |
|
2.618 |
1.3645 |
|
1.618 |
1.3386 |
|
1.000 |
1.3226 |
|
0.618 |
1.3127 |
|
HIGH |
1.2967 |
|
0.618 |
1.2868 |
|
0.500 |
1.2838 |
|
0.382 |
1.2807 |
|
LOW |
1.2708 |
|
0.618 |
1.2548 |
|
1.000 |
1.2449 |
|
1.618 |
1.2289 |
|
2.618 |
1.2030 |
|
4.250 |
1.1607 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2876 |
1.2845 |
| PP |
1.2857 |
1.2795 |
| S1 |
1.2838 |
1.2746 |
|