CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3177 |
1.2846 |
-0.0331 |
-2.5% |
1.3060 |
| High |
1.3186 |
1.2932 |
-0.0254 |
-1.9% |
1.3333 |
| Low |
1.2859 |
1.2779 |
-0.0080 |
-0.6% |
1.3054 |
| Close |
1.2878 |
1.2822 |
-0.0056 |
-0.4% |
1.3274 |
| Range |
0.0327 |
0.0153 |
-0.0174 |
-53.2% |
0.0279 |
| ATR |
0.0153 |
0.0153 |
0.0000 |
0.0% |
0.0000 |
| Volume |
417,234 |
0 |
-417,234 |
-100.0% |
1,305,826 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3303 |
1.3216 |
1.2906 |
|
| R3 |
1.3150 |
1.3063 |
1.2864 |
|
| R2 |
1.2997 |
1.2997 |
1.2850 |
|
| R1 |
1.2910 |
1.2910 |
1.2836 |
1.2877 |
| PP |
1.2844 |
1.2844 |
1.2844 |
1.2828 |
| S1 |
1.2757 |
1.2757 |
1.2808 |
1.2724 |
| S2 |
1.2691 |
1.2691 |
1.2794 |
|
| S3 |
1.2538 |
1.2604 |
1.2780 |
|
| S4 |
1.2385 |
1.2451 |
1.2738 |
|
|
| 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 |
1.2779 |
0.0554 |
4.3% |
0.0181 |
1.4% |
8% |
False |
True |
233,403 |
| 10 |
1.3333 |
1.2779 |
0.0554 |
4.3% |
0.0150 |
1.2% |
8% |
False |
True |
243,961 |
| 20 |
1.3333 |
1.2731 |
0.0602 |
4.7% |
0.0145 |
1.1% |
15% |
False |
False |
260,779 |
| 40 |
1.3333 |
1.2157 |
0.1176 |
9.2% |
0.0147 |
1.1% |
57% |
False |
False |
277,090 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.3% |
0.0160 |
1.2% |
65% |
False |
False |
210,100 |
| 80 |
1.3441 |
1.1884 |
0.1557 |
12.1% |
0.0166 |
1.3% |
60% |
False |
False |
158,235 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.1% |
0.0155 |
1.2% |
52% |
False |
False |
126,706 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.0% |
0.0141 |
1.1% |
49% |
False |
False |
105,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3582 |
|
2.618 |
1.3333 |
|
1.618 |
1.3180 |
|
1.000 |
1.3085 |
|
0.618 |
1.3027 |
|
HIGH |
1.2932 |
|
0.618 |
1.2874 |
|
0.500 |
1.2856 |
|
0.382 |
1.2837 |
|
LOW |
1.2779 |
|
0.618 |
1.2684 |
|
1.000 |
1.2626 |
|
1.618 |
1.2531 |
|
2.618 |
1.2378 |
|
4.250 |
1.2129 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2856 |
1.3005 |
| PP |
1.2844 |
1.2944 |
| S1 |
1.2833 |
1.2883 |
|