CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2896 |
1.2986 |
0.0090 |
0.7% |
1.2906 |
| High |
1.3006 |
1.3046 |
0.0040 |
0.3% |
1.3029 |
| Low |
1.2876 |
1.2950 |
0.0074 |
0.6% |
1.2731 |
| Close |
1.2988 |
1.2988 |
0.0000 |
0.0% |
1.2920 |
| Range |
0.0130 |
0.0096 |
-0.0034 |
-26.2% |
0.0298 |
| ATR |
0.0160 |
0.0155 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
347,918 |
229,854 |
-118,064 |
-33.9% |
1,358,931 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3283 |
1.3231 |
1.3041 |
|
| R3 |
1.3187 |
1.3135 |
1.3014 |
|
| R2 |
1.3091 |
1.3091 |
1.3006 |
|
| R1 |
1.3039 |
1.3039 |
1.2997 |
1.3065 |
| PP |
1.2995 |
1.2995 |
1.2995 |
1.3008 |
| S1 |
1.2943 |
1.2943 |
1.2979 |
1.2969 |
| S2 |
1.2899 |
1.2899 |
1.2970 |
|
| S3 |
1.2803 |
1.2847 |
1.2962 |
|
| S4 |
1.2707 |
1.2751 |
1.2935 |
|
|
| 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 |
1.3046 |
1.2731 |
0.0315 |
2.4% |
0.0155 |
1.2% |
82% |
True |
False |
284,166 |
| 10 |
1.3046 |
1.2682 |
0.0364 |
2.8% |
0.0156 |
1.2% |
84% |
True |
False |
287,113 |
| 20 |
1.3046 |
1.2157 |
0.0889 |
6.8% |
0.0157 |
1.2% |
93% |
True |
False |
294,388 |
| 40 |
1.3046 |
1.1884 |
0.1162 |
8.9% |
0.0153 |
1.2% |
95% |
True |
False |
240,554 |
| 60 |
1.3334 |
1.1884 |
0.1450 |
11.2% |
0.0174 |
1.3% |
76% |
False |
False |
161,793 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
13.9% |
0.0159 |
1.2% |
61% |
False |
False |
121,617 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.8% |
0.0148 |
1.1% |
57% |
False |
False |
97,369 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.8% |
0.0130 |
1.0% |
57% |
False |
False |
81,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3454 |
|
2.618 |
1.3297 |
|
1.618 |
1.3201 |
|
1.000 |
1.3142 |
|
0.618 |
1.3105 |
|
HIGH |
1.3046 |
|
0.618 |
1.3009 |
|
0.500 |
1.2998 |
|
0.382 |
1.2987 |
|
LOW |
1.2950 |
|
0.618 |
1.2891 |
|
1.000 |
1.2854 |
|
1.618 |
1.2795 |
|
2.618 |
1.2699 |
|
4.250 |
1.2542 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2998 |
1.2965 |
| PP |
1.2995 |
1.2942 |
| S1 |
1.2991 |
1.2919 |
|