CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3225 |
1.3177 |
-0.0048 |
-0.4% |
1.3060 |
| High |
1.3230 |
1.3186 |
-0.0044 |
-0.3% |
1.3333 |
| Low |
1.3073 |
1.2859 |
-0.0214 |
-1.6% |
1.3054 |
| Close |
1.3197 |
1.2878 |
-0.0319 |
-2.4% |
1.3274 |
| Range |
0.0157 |
0.0327 |
0.0170 |
108.3% |
0.0279 |
| ATR |
0.0139 |
0.0153 |
0.0014 |
10.2% |
0.0000 |
| Volume |
301,457 |
417,234 |
115,777 |
38.4% |
1,305,826 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3955 |
1.3744 |
1.3058 |
|
| R3 |
1.3628 |
1.3417 |
1.2968 |
|
| R2 |
1.3301 |
1.3301 |
1.2938 |
|
| R1 |
1.3090 |
1.3090 |
1.2908 |
1.3032 |
| PP |
1.2974 |
1.2974 |
1.2974 |
1.2946 |
| S1 |
1.2763 |
1.2763 |
1.2848 |
1.2705 |
| S2 |
1.2647 |
1.2647 |
1.2818 |
|
| S3 |
1.2320 |
1.2436 |
1.2788 |
|
| S4 |
1.1993 |
1.2109 |
1.2698 |
|
|
| 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 |
1.2859 |
0.0474 |
3.7% |
0.0174 |
1.4% |
4% |
False |
True |
281,523 |
| 10 |
1.3333 |
1.2859 |
0.0474 |
3.7% |
0.0148 |
1.1% |
4% |
False |
True |
265,935 |
| 20 |
1.3333 |
1.2708 |
0.0625 |
4.9% |
0.0150 |
1.2% |
27% |
False |
False |
273,533 |
| 40 |
1.3333 |
1.2157 |
0.1176 |
9.1% |
0.0146 |
1.1% |
61% |
False |
False |
285,355 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.3% |
0.0162 |
1.3% |
69% |
False |
False |
210,175 |
| 80 |
1.3516 |
1.1884 |
0.1632 |
12.7% |
0.0165 |
1.3% |
61% |
False |
False |
158,240 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.0% |
0.0154 |
1.2% |
55% |
False |
False |
126,708 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.0% |
0.0141 |
1.1% |
52% |
False |
False |
105,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4576 |
|
2.618 |
1.4042 |
|
1.618 |
1.3715 |
|
1.000 |
1.3513 |
|
0.618 |
1.3388 |
|
HIGH |
1.3186 |
|
0.618 |
1.3061 |
|
0.500 |
1.3023 |
|
0.382 |
1.2984 |
|
LOW |
1.2859 |
|
0.618 |
1.2657 |
|
1.000 |
1.2532 |
|
1.618 |
1.2330 |
|
2.618 |
1.2003 |
|
4.250 |
1.1469 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3023 |
1.3083 |
| PP |
1.2974 |
1.3015 |
| S1 |
1.2926 |
1.2946 |
|