CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2988 |
1.3077 |
0.0089 |
0.7% |
1.2896 |
| High |
1.3106 |
1.3094 |
-0.0012 |
-0.1% |
1.3106 |
| Low |
1.2977 |
1.2980 |
0.0003 |
0.0% |
1.2876 |
| Close |
1.3076 |
1.3054 |
-0.0022 |
-0.2% |
1.3054 |
| Range |
0.0129 |
0.0114 |
-0.0015 |
-11.6% |
0.0230 |
| ATR |
0.0147 |
0.0145 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
219,732 |
251,094 |
31,362 |
14.3% |
1,326,259 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3385 |
1.3333 |
1.3117 |
|
| R3 |
1.3271 |
1.3219 |
1.3085 |
|
| R2 |
1.3157 |
1.3157 |
1.3075 |
|
| R1 |
1.3105 |
1.3105 |
1.3064 |
1.3074 |
| PP |
1.3043 |
1.3043 |
1.3043 |
1.3027 |
| S1 |
1.2991 |
1.2991 |
1.3044 |
1.2960 |
| S2 |
1.2929 |
1.2929 |
1.3033 |
|
| S3 |
1.2815 |
1.2877 |
1.3023 |
|
| S4 |
1.2701 |
1.2763 |
1.2991 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3702 |
1.3608 |
1.3181 |
|
| R3 |
1.3472 |
1.3378 |
1.3117 |
|
| R2 |
1.3242 |
1.3242 |
1.3096 |
|
| R1 |
1.3148 |
1.3148 |
1.3075 |
1.3195 |
| PP |
1.3012 |
1.3012 |
1.3012 |
1.3036 |
| S1 |
1.2918 |
1.2918 |
1.3033 |
1.2965 |
| S2 |
1.2782 |
1.2782 |
1.3012 |
|
| S3 |
1.2552 |
1.2688 |
1.2991 |
|
| S4 |
1.2322 |
1.2458 |
1.2928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3106 |
1.2876 |
0.0230 |
1.8% |
0.0106 |
0.8% |
77% |
False |
False |
265,251 |
| 10 |
1.3106 |
1.2731 |
0.0375 |
2.9% |
0.0139 |
1.1% |
86% |
False |
False |
268,519 |
| 20 |
1.3106 |
1.2483 |
0.0623 |
4.8% |
0.0141 |
1.1% |
92% |
False |
False |
285,476 |
| 40 |
1.3106 |
1.1884 |
0.1222 |
9.4% |
0.0147 |
1.1% |
96% |
False |
False |
258,508 |
| 60 |
1.3106 |
1.1884 |
0.1222 |
9.4% |
0.0170 |
1.3% |
96% |
False |
False |
174,178 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
13.8% |
0.0160 |
1.2% |
65% |
False |
False |
130,957 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.8% |
0.0150 |
1.1% |
61% |
False |
False |
104,853 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.8% |
0.0132 |
1.0% |
61% |
False |
False |
87,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3579 |
|
2.618 |
1.3392 |
|
1.618 |
1.3278 |
|
1.000 |
1.3208 |
|
0.618 |
1.3164 |
|
HIGH |
1.3094 |
|
0.618 |
1.3050 |
|
0.500 |
1.3037 |
|
0.382 |
1.3024 |
|
LOW |
1.2980 |
|
0.618 |
1.2910 |
|
1.000 |
1.2866 |
|
1.618 |
1.2796 |
|
2.618 |
1.2682 |
|
4.250 |
1.2496 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3048 |
1.3048 |
| PP |
1.3043 |
1.3043 |
| S1 |
1.3037 |
1.3037 |
|