CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2714 |
1.2765 |
0.0051 |
0.4% |
1.2708 |
| High |
1.2780 |
1.2766 |
-0.0014 |
-0.1% |
1.2780 |
| Low |
1.2675 |
1.2658 |
-0.0017 |
-0.1% |
1.2587 |
| Close |
1.2731 |
1.2666 |
-0.0065 |
-0.5% |
1.2731 |
| Range |
0.0105 |
0.0108 |
0.0003 |
2.9% |
0.0193 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
311,806 |
183,881 |
-127,925 |
-41.0% |
1,597,952 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3021 |
1.2951 |
1.2725 |
|
| R3 |
1.2913 |
1.2843 |
1.2696 |
|
| R2 |
1.2805 |
1.2805 |
1.2686 |
|
| R1 |
1.2735 |
1.2735 |
1.2676 |
1.2716 |
| PP |
1.2697 |
1.2697 |
1.2697 |
1.2687 |
| S1 |
1.2627 |
1.2627 |
1.2656 |
1.2608 |
| S2 |
1.2589 |
1.2589 |
1.2646 |
|
| S3 |
1.2481 |
1.2519 |
1.2636 |
|
| S4 |
1.2373 |
1.2411 |
1.2607 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3278 |
1.3198 |
1.2837 |
|
| R3 |
1.3085 |
1.3005 |
1.2784 |
|
| R2 |
1.2892 |
1.2892 |
1.2766 |
|
| R1 |
1.2812 |
1.2812 |
1.2749 |
1.2852 |
| PP |
1.2699 |
1.2699 |
1.2699 |
1.2720 |
| S1 |
1.2619 |
1.2619 |
1.2713 |
1.2659 |
| S2 |
1.2506 |
1.2506 |
1.2696 |
|
| S3 |
1.2313 |
1.2426 |
1.2678 |
|
| S4 |
1.2120 |
1.2233 |
1.2625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2780 |
1.2587 |
0.0193 |
1.5% |
0.0116 |
0.9% |
41% |
False |
False |
307,442 |
| 10 |
1.2922 |
1.2587 |
0.0335 |
2.6% |
0.0118 |
0.9% |
24% |
False |
False |
300,582 |
| 20 |
1.3333 |
1.2587 |
0.0746 |
5.9% |
0.0136 |
1.1% |
11% |
False |
False |
271,363 |
| 40 |
1.3333 |
1.2483 |
0.0850 |
6.7% |
0.0139 |
1.1% |
22% |
False |
False |
273,527 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0142 |
1.1% |
54% |
False |
False |
267,206 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0159 |
1.3% |
54% |
False |
False |
201,981 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0156 |
1.2% |
43% |
False |
False |
161,884 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0149 |
1.2% |
41% |
False |
False |
134,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3225 |
|
2.618 |
1.3049 |
|
1.618 |
1.2941 |
|
1.000 |
1.2874 |
|
0.618 |
1.2833 |
|
HIGH |
1.2766 |
|
0.618 |
1.2725 |
|
0.500 |
1.2712 |
|
0.382 |
1.2699 |
|
LOW |
1.2658 |
|
0.618 |
1.2591 |
|
1.000 |
1.2550 |
|
1.618 |
1.2483 |
|
2.618 |
1.2375 |
|
4.250 |
1.2199 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2712 |
1.2715 |
| PP |
1.2697 |
1.2699 |
| S1 |
1.2681 |
1.2682 |
|