CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2826 |
1.2763 |
-0.0063 |
-0.5% |
1.3284 |
| High |
1.2906 |
1.2871 |
-0.0035 |
-0.3% |
1.3307 |
| Low |
1.2749 |
1.2732 |
-0.0017 |
-0.1% |
1.2749 |
| Close |
1.2752 |
1.2807 |
0.0055 |
0.4% |
1.2752 |
| Range |
0.0157 |
0.0139 |
-0.0018 |
-11.5% |
0.0558 |
| ATR |
0.0153 |
0.0152 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
280,863 |
237,125 |
-43,738 |
-15.6% |
1,163,562 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3220 |
1.3153 |
1.2883 |
|
| R3 |
1.3081 |
1.3014 |
1.2845 |
|
| R2 |
1.2942 |
1.2942 |
1.2832 |
|
| R1 |
1.2875 |
1.2875 |
1.2820 |
1.2909 |
| PP |
1.2803 |
1.2803 |
1.2803 |
1.2820 |
| S1 |
1.2736 |
1.2736 |
1.2794 |
1.2770 |
| S2 |
1.2664 |
1.2664 |
1.2782 |
|
| S3 |
1.2525 |
1.2597 |
1.2769 |
|
| S4 |
1.2386 |
1.2458 |
1.2731 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4610 |
1.4239 |
1.3059 |
|
| R3 |
1.4052 |
1.3681 |
1.2905 |
|
| R2 |
1.3494 |
1.3494 |
1.2854 |
|
| R1 |
1.3123 |
1.3123 |
1.2803 |
1.3030 |
| PP |
1.2936 |
1.2936 |
1.2936 |
1.2889 |
| S1 |
1.2565 |
1.2565 |
1.2701 |
1.2472 |
| S2 |
1.2378 |
1.2378 |
1.2650 |
|
| S3 |
1.1820 |
1.2007 |
1.2599 |
|
| S4 |
1.1262 |
1.1449 |
1.2445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3230 |
1.2732 |
0.0498 |
3.9% |
0.0187 |
1.5% |
15% |
False |
True |
247,335 |
| 10 |
1.3333 |
1.2732 |
0.0601 |
4.7% |
0.0155 |
1.2% |
12% |
False |
True |
242,145 |
| 20 |
1.3333 |
1.2731 |
0.0602 |
4.7% |
0.0148 |
1.2% |
13% |
False |
False |
255,103 |
| 40 |
1.3333 |
1.2157 |
0.1176 |
9.2% |
0.0149 |
1.2% |
55% |
False |
False |
275,698 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.3% |
0.0155 |
1.2% |
64% |
False |
False |
218,497 |
| 80 |
1.3415 |
1.1884 |
0.1531 |
12.0% |
0.0167 |
1.3% |
60% |
False |
False |
164,695 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.1% |
0.0155 |
1.2% |
51% |
False |
False |
131,879 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.1% |
0.0143 |
1.1% |
48% |
False |
False |
109,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3462 |
|
2.618 |
1.3235 |
|
1.618 |
1.3096 |
|
1.000 |
1.3010 |
|
0.618 |
1.2957 |
|
HIGH |
1.2871 |
|
0.618 |
1.2818 |
|
0.500 |
1.2802 |
|
0.382 |
1.2785 |
|
LOW |
1.2732 |
|
0.618 |
1.2646 |
|
1.000 |
1.2593 |
|
1.618 |
1.2507 |
|
2.618 |
1.2368 |
|
4.250 |
1.2141 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2805 |
1.2832 |
| PP |
1.2803 |
1.2824 |
| S1 |
1.2802 |
1.2815 |
|