CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2986 |
1.3000 |
0.0014 |
0.1% |
1.2906 |
| High |
1.3046 |
1.3029 |
-0.0017 |
-0.1% |
1.3029 |
| Low |
1.2950 |
1.2968 |
0.0018 |
0.1% |
1.2731 |
| Close |
1.2988 |
1.2979 |
-0.0009 |
-0.1% |
1.2920 |
| Range |
0.0096 |
0.0061 |
-0.0035 |
-36.5% |
0.0298 |
| ATR |
0.0155 |
0.0148 |
-0.0007 |
-4.3% |
0.0000 |
| Volume |
229,854 |
277,661 |
47,807 |
20.8% |
1,358,931 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3175 |
1.3138 |
1.3013 |
|
| R3 |
1.3114 |
1.3077 |
1.2996 |
|
| R2 |
1.3053 |
1.3053 |
1.2990 |
|
| R1 |
1.3016 |
1.3016 |
1.2985 |
1.3004 |
| PP |
1.2992 |
1.2992 |
1.2992 |
1.2986 |
| S1 |
1.2955 |
1.2955 |
1.2973 |
1.2943 |
| S2 |
1.2931 |
1.2931 |
1.2968 |
|
| S3 |
1.2870 |
1.2894 |
1.2962 |
|
| S4 |
1.2809 |
1.2833 |
1.2945 |
|
|
| 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 |
1.2737 |
0.0309 |
2.4% |
0.0131 |
1.0% |
78% |
False |
False |
282,524 |
| 10 |
1.3046 |
1.2708 |
0.0338 |
2.6% |
0.0153 |
1.2% |
80% |
False |
False |
281,132 |
| 20 |
1.3046 |
1.2172 |
0.0874 |
6.7% |
0.0153 |
1.2% |
92% |
False |
False |
295,735 |
| 40 |
1.3046 |
1.1884 |
0.1162 |
9.0% |
0.0148 |
1.1% |
94% |
False |
False |
247,251 |
| 60 |
1.3211 |
1.1884 |
0.1327 |
10.2% |
0.0173 |
1.3% |
83% |
False |
False |
166,400 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
13.9% |
0.0159 |
1.2% |
61% |
False |
False |
125,083 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.9% |
0.0149 |
1.1% |
57% |
False |
False |
100,145 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.9% |
0.0130 |
1.0% |
57% |
False |
False |
83,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3288 |
|
2.618 |
1.3189 |
|
1.618 |
1.3128 |
|
1.000 |
1.3090 |
|
0.618 |
1.3067 |
|
HIGH |
1.3029 |
|
0.618 |
1.3006 |
|
0.500 |
1.2999 |
|
0.382 |
1.2991 |
|
LOW |
1.2968 |
|
0.618 |
1.2930 |
|
1.000 |
1.2907 |
|
1.618 |
1.2869 |
|
2.618 |
1.2808 |
|
4.250 |
1.2709 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2999 |
1.2973 |
| PP |
1.2992 |
1.2967 |
| S1 |
1.2986 |
1.2961 |
|