CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2818 |
1.2708 |
-0.0110 |
-0.9% |
1.2763 |
| High |
1.2834 |
1.2730 |
-0.0104 |
-0.8% |
1.2922 |
| Low |
1.2663 |
1.2646 |
-0.0017 |
-0.1% |
1.2663 |
| Close |
1.2709 |
1.2680 |
-0.0029 |
-0.2% |
1.2709 |
| Range |
0.0171 |
0.0084 |
-0.0087 |
-50.9% |
0.0259 |
| ATR |
0.0147 |
0.0142 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
301,511 |
244,623 |
-56,888 |
-18.9% |
1,461,115 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2937 |
1.2893 |
1.2726 |
|
| R3 |
1.2853 |
1.2809 |
1.2703 |
|
| R2 |
1.2769 |
1.2769 |
1.2695 |
|
| R1 |
1.2725 |
1.2725 |
1.2688 |
1.2705 |
| PP |
1.2685 |
1.2685 |
1.2685 |
1.2676 |
| S1 |
1.2641 |
1.2641 |
1.2672 |
1.2621 |
| S2 |
1.2601 |
1.2601 |
1.2665 |
|
| S3 |
1.2517 |
1.2557 |
1.2657 |
|
| S4 |
1.2433 |
1.2473 |
1.2634 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3542 |
1.3384 |
1.2851 |
|
| R3 |
1.3283 |
1.3125 |
1.2780 |
|
| R2 |
1.3024 |
1.3024 |
1.2756 |
|
| R1 |
1.2866 |
1.2866 |
1.2733 |
1.2816 |
| PP |
1.2765 |
1.2765 |
1.2765 |
1.2739 |
| S1 |
1.2607 |
1.2607 |
1.2685 |
1.2557 |
| S2 |
1.2506 |
1.2506 |
1.2662 |
|
| S3 |
1.2247 |
1.2348 |
1.2638 |
|
| S4 |
1.1988 |
1.2089 |
1.2567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2922 |
1.2646 |
0.0276 |
2.2% |
0.0120 |
0.9% |
12% |
False |
True |
293,722 |
| 10 |
1.3230 |
1.2646 |
0.0584 |
4.6% |
0.0153 |
1.2% |
6% |
False |
True |
270,529 |
| 20 |
1.3333 |
1.2646 |
0.0687 |
5.4% |
0.0134 |
1.1% |
5% |
False |
True |
257,673 |
| 40 |
1.3333 |
1.2157 |
0.1176 |
9.3% |
0.0147 |
1.2% |
44% |
False |
False |
277,765 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0148 |
1.2% |
55% |
False |
False |
242,587 |
| 80 |
1.3341 |
1.1884 |
0.1457 |
11.5% |
0.0165 |
1.3% |
55% |
False |
False |
182,910 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0155 |
1.2% |
44% |
False |
False |
146,539 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0145 |
1.1% |
41% |
False |
False |
122,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3087 |
|
2.618 |
1.2950 |
|
1.618 |
1.2866 |
|
1.000 |
1.2814 |
|
0.618 |
1.2782 |
|
HIGH |
1.2730 |
|
0.618 |
1.2698 |
|
0.500 |
1.2688 |
|
0.382 |
1.2678 |
|
LOW |
1.2646 |
|
0.618 |
1.2594 |
|
1.000 |
1.2562 |
|
1.618 |
1.2510 |
|
2.618 |
1.2426 |
|
4.250 |
1.2289 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2688 |
1.2775 |
| PP |
1.2685 |
1.2743 |
| S1 |
1.2683 |
1.2712 |
|