CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2708 |
1.2650 |
-0.0058 |
-0.5% |
1.2763 |
| High |
1.2730 |
1.2719 |
-0.0011 |
-0.1% |
1.2922 |
| Low |
1.2646 |
1.2587 |
-0.0059 |
-0.5% |
1.2663 |
| Close |
1.2680 |
1.2672 |
-0.0008 |
-0.1% |
1.2709 |
| Range |
0.0084 |
0.0132 |
0.0048 |
57.1% |
0.0259 |
| ATR |
0.0142 |
0.0142 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
244,623 |
376,979 |
132,356 |
54.1% |
1,461,115 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.2996 |
1.2745 |
|
| R3 |
1.2923 |
1.2864 |
1.2708 |
|
| R2 |
1.2791 |
1.2791 |
1.2696 |
|
| R1 |
1.2732 |
1.2732 |
1.2684 |
1.2762 |
| PP |
1.2659 |
1.2659 |
1.2659 |
1.2674 |
| S1 |
1.2600 |
1.2600 |
1.2660 |
1.2630 |
| S2 |
1.2527 |
1.2527 |
1.2648 |
|
| S3 |
1.2395 |
1.2468 |
1.2636 |
|
| S4 |
1.2263 |
1.2336 |
1.2599 |
|
|
| 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 |
1.2587 |
0.0335 |
2.6% |
0.0124 |
1.0% |
25% |
False |
True |
310,067 |
| 10 |
1.3186 |
1.2587 |
0.0599 |
4.7% |
0.0151 |
1.2% |
14% |
False |
True |
278,081 |
| 20 |
1.3333 |
1.2587 |
0.0746 |
5.9% |
0.0136 |
1.1% |
11% |
False |
True |
265,029 |
| 40 |
1.3333 |
1.2157 |
0.1176 |
9.3% |
0.0147 |
1.2% |
44% |
False |
False |
279,709 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0147 |
1.2% |
54% |
False |
False |
248,712 |
| 80 |
1.3334 |
1.1884 |
0.1450 |
11.4% |
0.0165 |
1.3% |
54% |
False |
False |
187,602 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0155 |
1.2% |
44% |
False |
False |
150,299 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0146 |
1.2% |
41% |
False |
False |
125,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3280 |
|
2.618 |
1.3065 |
|
1.618 |
1.2933 |
|
1.000 |
1.2851 |
|
0.618 |
1.2801 |
|
HIGH |
1.2719 |
|
0.618 |
1.2669 |
|
0.500 |
1.2653 |
|
0.382 |
1.2637 |
|
LOW |
1.2587 |
|
0.618 |
1.2505 |
|
1.000 |
1.2455 |
|
1.618 |
1.2373 |
|
2.618 |
1.2241 |
|
4.250 |
1.2026 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2666 |
1.2711 |
| PP |
1.2659 |
1.2698 |
| S1 |
1.2653 |
1.2685 |
|