CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3284 |
1.3225 |
-0.0059 |
-0.4% |
1.3060 |
| High |
1.3307 |
1.3230 |
-0.0077 |
-0.6% |
1.3333 |
| Low |
1.3215 |
1.3073 |
-0.0142 |
-1.1% |
1.3054 |
| Close |
1.3225 |
1.3197 |
-0.0028 |
-0.2% |
1.3274 |
| Range |
0.0092 |
0.0157 |
0.0065 |
70.7% |
0.0279 |
| ATR |
0.0138 |
0.0139 |
0.0001 |
1.0% |
0.0000 |
| Volume |
164,008 |
301,457 |
137,449 |
83.8% |
1,305,826 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3638 |
1.3574 |
1.3283 |
|
| R3 |
1.3481 |
1.3417 |
1.3240 |
|
| R2 |
1.3324 |
1.3324 |
1.3226 |
|
| R1 |
1.3260 |
1.3260 |
1.3211 |
1.3214 |
| PP |
1.3167 |
1.3167 |
1.3167 |
1.3143 |
| S1 |
1.3103 |
1.3103 |
1.3183 |
1.3057 |
| S2 |
1.3010 |
1.3010 |
1.3168 |
|
| S3 |
1.2853 |
1.2946 |
1.3154 |
|
| S4 |
1.2696 |
1.2789 |
1.3111 |
|
|
| 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 |
1.3073 |
0.0260 |
2.0% |
0.0131 |
1.0% |
48% |
False |
True |
250,437 |
| 10 |
1.3333 |
1.2968 |
0.0365 |
2.8% |
0.0121 |
0.9% |
63% |
False |
False |
251,977 |
| 20 |
1.3333 |
1.2682 |
0.0651 |
4.9% |
0.0139 |
1.1% |
79% |
False |
False |
269,545 |
| 40 |
1.3333 |
1.2157 |
0.1176 |
8.9% |
0.0142 |
1.1% |
88% |
False |
False |
282,565 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.0% |
0.0159 |
1.2% |
91% |
False |
False |
203,304 |
| 80 |
1.3516 |
1.1884 |
0.1632 |
12.4% |
0.0162 |
1.2% |
80% |
False |
False |
153,038 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
13.7% |
0.0152 |
1.2% |
73% |
False |
False |
122,539 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.6% |
0.0138 |
1.0% |
68% |
False |
False |
102,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3897 |
|
2.618 |
1.3641 |
|
1.618 |
1.3484 |
|
1.000 |
1.3387 |
|
0.618 |
1.3327 |
|
HIGH |
1.3230 |
|
0.618 |
1.3170 |
|
0.500 |
1.3152 |
|
0.382 |
1.3133 |
|
LOW |
1.3073 |
|
0.618 |
1.2976 |
|
1.000 |
1.2916 |
|
1.618 |
1.2819 |
|
2.618 |
1.2662 |
|
4.250 |
1.2406 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3182 |
1.3203 |
| PP |
1.3167 |
1.3201 |
| S1 |
1.3152 |
1.3199 |
|