CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3156 |
1.3185 |
0.0029 |
0.2% |
1.3060 |
| High |
1.3235 |
1.3333 |
0.0098 |
0.7% |
1.3333 |
| Low |
1.3118 |
1.3156 |
0.0038 |
0.3% |
1.3054 |
| Close |
1.3175 |
1.3274 |
0.0099 |
0.8% |
1.3274 |
| Range |
0.0117 |
0.0177 |
0.0060 |
51.3% |
0.0279 |
| ATR |
0.0138 |
0.0141 |
0.0003 |
2.0% |
0.0000 |
| Volume |
240,602 |
284,316 |
43,714 |
18.2% |
1,305,826 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3785 |
1.3707 |
1.3371 |
|
| R3 |
1.3608 |
1.3530 |
1.3323 |
|
| R2 |
1.3431 |
1.3431 |
1.3306 |
|
| R1 |
1.3353 |
1.3353 |
1.3290 |
1.3392 |
| PP |
1.3254 |
1.3254 |
1.3254 |
1.3274 |
| S1 |
1.3176 |
1.3176 |
1.3258 |
1.3215 |
| S2 |
1.3077 |
1.3077 |
1.3242 |
|
| S3 |
1.2900 |
1.2999 |
1.3225 |
|
| S4 |
1.2723 |
1.2822 |
1.3177 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4057 |
1.3945 |
1.3427 |
|
| R3 |
1.3778 |
1.3666 |
1.3351 |
|
| R2 |
1.3499 |
1.3499 |
1.3325 |
|
| R1 |
1.3387 |
1.3387 |
1.3300 |
1.3443 |
| PP |
1.3220 |
1.3220 |
1.3220 |
1.3249 |
| S1 |
1.3108 |
1.3108 |
1.3248 |
1.3164 |
| S2 |
1.2941 |
1.2941 |
1.3223 |
|
| S3 |
1.2662 |
1.2829 |
1.3197 |
|
| S4 |
1.2383 |
1.2550 |
1.3121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3333 |
1.3054 |
0.0279 |
2.1% |
0.0132 |
1.0% |
79% |
True |
False |
261,165 |
| 10 |
1.3333 |
1.2876 |
0.0457 |
3.4% |
0.0119 |
0.9% |
87% |
True |
False |
263,208 |
| 20 |
1.3333 |
1.2524 |
0.0809 |
6.1% |
0.0142 |
1.1% |
93% |
True |
False |
267,868 |
| 40 |
1.3333 |
1.2054 |
0.1279 |
9.6% |
0.0143 |
1.1% |
95% |
True |
False |
283,443 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
10.9% |
0.0162 |
1.2% |
96% |
True |
False |
195,623 |
| 80 |
1.3665 |
1.1884 |
0.1781 |
13.4% |
0.0162 |
1.2% |
78% |
False |
False |
147,247 |
| 100 |
1.3738 |
1.1884 |
0.1854 |
14.0% |
0.0152 |
1.1% |
75% |
False |
False |
117,902 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.5% |
0.0136 |
1.0% |
72% |
False |
False |
98,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4085 |
|
2.618 |
1.3796 |
|
1.618 |
1.3619 |
|
1.000 |
1.3510 |
|
0.618 |
1.3442 |
|
HIGH |
1.3333 |
|
0.618 |
1.3265 |
|
0.500 |
1.3245 |
|
0.382 |
1.3224 |
|
LOW |
1.3156 |
|
0.618 |
1.3047 |
|
1.000 |
1.2979 |
|
1.618 |
1.2870 |
|
2.618 |
1.2693 |
|
4.250 |
1.2404 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3264 |
1.3258 |
| PP |
1.3254 |
1.3242 |
| S1 |
1.3245 |
1.3226 |
|