CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2890 |
1.2754 |
-0.0136 |
-1.1% |
1.2640 |
| High |
1.2912 |
1.2933 |
0.0021 |
0.2% |
1.3006 |
| Low |
1.2731 |
1.2737 |
0.0006 |
0.0% |
1.2524 |
| Close |
1.2743 |
1.2893 |
0.0150 |
1.2% |
1.2943 |
| Range |
0.0181 |
0.0196 |
0.0015 |
8.3% |
0.0482 |
| ATR |
0.0158 |
0.0161 |
0.0003 |
1.7% |
0.0000 |
| Volume |
285,869 |
273,136 |
-12,733 |
-4.5% |
1,366,361 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3442 |
1.3364 |
1.3001 |
|
| R3 |
1.3246 |
1.3168 |
1.2947 |
|
| R2 |
1.3050 |
1.3050 |
1.2929 |
|
| R1 |
1.2972 |
1.2972 |
1.2911 |
1.3011 |
| PP |
1.2854 |
1.2854 |
1.2854 |
1.2874 |
| S1 |
1.2776 |
1.2776 |
1.2875 |
1.2815 |
| S2 |
1.2658 |
1.2658 |
1.2857 |
|
| S3 |
1.2462 |
1.2580 |
1.2839 |
|
| S4 |
1.2266 |
1.2384 |
1.2785 |
|
|
| 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 |
1.3029 |
1.2731 |
0.0298 |
2.3% |
0.0161 |
1.3% |
54% |
False |
False |
283,349 |
| 10 |
1.3029 |
1.2524 |
0.0505 |
3.9% |
0.0159 |
1.2% |
73% |
False |
False |
269,049 |
| 20 |
1.3029 |
1.2157 |
0.0872 |
6.8% |
0.0157 |
1.2% |
84% |
False |
False |
299,051 |
| 40 |
1.3029 |
1.1884 |
0.1145 |
8.9% |
0.0158 |
1.2% |
88% |
False |
False |
219,489 |
| 60 |
1.3341 |
1.1884 |
0.1457 |
11.3% |
0.0174 |
1.3% |
69% |
False |
False |
147,546 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
14.0% |
0.0160 |
1.2% |
56% |
False |
False |
110,874 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.0% |
0.0144 |
1.1% |
52% |
False |
False |
88,756 |
| 120 |
1.3940 |
1.1884 |
0.2056 |
15.9% |
0.0127 |
1.0% |
49% |
False |
False |
73,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3766 |
|
2.618 |
1.3446 |
|
1.618 |
1.3250 |
|
1.000 |
1.3129 |
|
0.618 |
1.3054 |
|
HIGH |
1.2933 |
|
0.618 |
1.2858 |
|
0.500 |
1.2835 |
|
0.382 |
1.2812 |
|
LOW |
1.2737 |
|
0.618 |
1.2616 |
|
1.000 |
1.2541 |
|
1.618 |
1.2420 |
|
2.618 |
1.2224 |
|
4.250 |
1.1904 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2874 |
1.2889 |
| PP |
1.2854 |
1.2884 |
| S1 |
1.2835 |
1.2880 |
|