CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2754 |
1.2887 |
0.0133 |
1.0% |
1.2906 |
| High |
1.2933 |
1.2966 |
0.0033 |
0.3% |
1.3029 |
| Low |
1.2737 |
1.2792 |
0.0055 |
0.4% |
1.2731 |
| Close |
1.2893 |
1.2920 |
0.0027 |
0.2% |
1.2920 |
| Range |
0.0196 |
0.0174 |
-0.0022 |
-11.2% |
0.0298 |
| ATR |
0.0161 |
0.0162 |
0.0001 |
0.6% |
0.0000 |
| Volume |
273,136 |
284,053 |
10,917 |
4.0% |
1,358,931 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3415 |
1.3341 |
1.3016 |
|
| R3 |
1.3241 |
1.3167 |
1.2968 |
|
| R2 |
1.3067 |
1.3067 |
1.2952 |
|
| R1 |
1.2993 |
1.2993 |
1.2936 |
1.3030 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2911 |
| S1 |
1.2819 |
1.2819 |
1.2904 |
1.2856 |
| S2 |
1.2719 |
1.2719 |
1.2888 |
|
| S3 |
1.2545 |
1.2645 |
1.2872 |
|
| S4 |
1.2371 |
1.2471 |
1.2824 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3787 |
1.3652 |
1.3084 |
|
| R3 |
1.3489 |
1.3354 |
1.3002 |
|
| R2 |
1.3191 |
1.3191 |
1.2975 |
|
| R1 |
1.3056 |
1.3056 |
1.2947 |
1.3124 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2927 |
| S1 |
1.2758 |
1.2758 |
1.2893 |
1.2826 |
| S2 |
1.2595 |
1.2595 |
1.2865 |
|
| S3 |
1.2297 |
1.2460 |
1.2838 |
|
| S4 |
1.1999 |
1.2162 |
1.2756 |
|
|
| 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% |
0.0173 |
1.3% |
63% |
False |
False |
271,786 |
| 10 |
1.3029 |
1.2524 |
0.0505 |
3.9% |
0.0165 |
1.3% |
78% |
False |
False |
272,529 |
| 20 |
1.3029 |
1.2157 |
0.0872 |
6.7% |
0.0160 |
1.2% |
88% |
False |
False |
297,617 |
| 40 |
1.3029 |
1.1884 |
0.1145 |
8.9% |
0.0158 |
1.2% |
90% |
False |
False |
226,473 |
| 60 |
1.3341 |
1.1884 |
0.1457 |
11.3% |
0.0174 |
1.3% |
71% |
False |
False |
152,258 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
13.9% |
0.0160 |
1.2% |
57% |
False |
False |
114,421 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.9% |
0.0146 |
1.1% |
54% |
False |
False |
91,597 |
| 120 |
1.3888 |
1.1884 |
0.2004 |
15.5% |
0.0128 |
1.0% |
52% |
False |
False |
76,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3706 |
|
2.618 |
1.3422 |
|
1.618 |
1.3248 |
|
1.000 |
1.3140 |
|
0.618 |
1.3074 |
|
HIGH |
1.2966 |
|
0.618 |
1.2900 |
|
0.500 |
1.2879 |
|
0.382 |
1.2858 |
|
LOW |
1.2792 |
|
0.618 |
1.2684 |
|
1.000 |
1.2618 |
|
1.618 |
1.2510 |
|
2.618 |
1.2336 |
|
4.250 |
1.2053 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2906 |
1.2896 |
| PP |
1.2893 |
1.2872 |
| S1 |
1.2879 |
1.2849 |
|