CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2742 |
1.2931 |
0.0189 |
1.5% |
1.2640 |
| High |
1.2967 |
1.3006 |
0.0039 |
0.3% |
1.3006 |
| Low |
1.2708 |
1.2889 |
0.0181 |
1.4% |
1.2524 |
| Close |
1.2895 |
1.2943 |
0.0048 |
0.4% |
1.2943 |
| Range |
0.0259 |
0.0117 |
-0.0142 |
-54.8% |
0.0482 |
| ATR |
0.0159 |
0.0156 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
255,092 |
341,871 |
86,779 |
34.0% |
1,366,361 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3297 |
1.3237 |
1.3007 |
|
| R3 |
1.3180 |
1.3120 |
1.2975 |
|
| R2 |
1.3063 |
1.3063 |
1.2964 |
|
| R1 |
1.3003 |
1.3003 |
1.2954 |
1.3033 |
| PP |
1.2946 |
1.2946 |
1.2946 |
1.2961 |
| S1 |
1.2886 |
1.2886 |
1.2932 |
1.2916 |
| S2 |
1.2829 |
1.2829 |
1.2922 |
|
| S3 |
1.2712 |
1.2769 |
1.2911 |
|
| S4 |
1.2595 |
1.2652 |
1.2879 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4270 |
1.4089 |
1.3208 |
|
| R3 |
1.3788 |
1.3607 |
1.3076 |
|
| R2 |
1.3306 |
1.3306 |
1.3031 |
|
| R1 |
1.3125 |
1.3125 |
1.2987 |
1.3216 |
| PP |
1.2824 |
1.2824 |
1.2824 |
1.2870 |
| S1 |
1.2643 |
1.2643 |
1.2899 |
1.2734 |
| S2 |
1.2342 |
1.2342 |
1.2855 |
|
| S3 |
1.1860 |
1.2161 |
1.2810 |
|
| S4 |
1.1378 |
1.1679 |
1.2678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3006 |
1.2524 |
0.0482 |
3.7% |
0.0157 |
1.2% |
87% |
True |
False |
273,272 |
| 10 |
1.3006 |
1.2483 |
0.0523 |
4.0% |
0.0143 |
1.1% |
88% |
True |
False |
302,433 |
| 20 |
1.3006 |
1.2157 |
0.0849 |
6.6% |
0.0146 |
1.1% |
93% |
True |
False |
297,655 |
| 40 |
1.3006 |
1.1884 |
0.1122 |
8.7% |
0.0163 |
1.3% |
94% |
True |
False |
193,121 |
| 60 |
1.3419 |
1.1884 |
0.1535 |
11.9% |
0.0174 |
1.3% |
69% |
False |
False |
129,743 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
13.9% |
0.0157 |
1.2% |
59% |
False |
False |
97,458 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.9% |
0.0141 |
1.1% |
55% |
False |
False |
78,008 |
| 120 |
1.4019 |
1.1884 |
0.2135 |
16.5% |
0.0122 |
0.9% |
50% |
False |
False |
65,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3503 |
|
2.618 |
1.3312 |
|
1.618 |
1.3195 |
|
1.000 |
1.3123 |
|
0.618 |
1.3078 |
|
HIGH |
1.3006 |
|
0.618 |
1.2961 |
|
0.500 |
1.2948 |
|
0.382 |
1.2934 |
|
LOW |
1.2889 |
|
0.618 |
1.2817 |
|
1.000 |
1.2772 |
|
1.618 |
1.2700 |
|
2.618 |
1.2583 |
|
4.250 |
1.2392 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2948 |
1.2910 |
| PP |
1.2946 |
1.2877 |
| S1 |
1.2945 |
1.2844 |
|