CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2681 |
1.2722 |
0.0041 |
0.3% |
1.2765 |
| High |
1.2763 |
1.2766 |
0.0003 |
0.0% |
1.2897 |
| Low |
1.2659 |
1.2664 |
0.0005 |
0.0% |
1.2623 |
| Close |
1.2721 |
1.2698 |
-0.0023 |
-0.2% |
1.2878 |
| Range |
0.0104 |
0.0102 |
-0.0002 |
-1.9% |
0.0274 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
316,105 |
217,504 |
-98,601 |
-31.2% |
1,298,768 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3015 |
1.2959 |
1.2754 |
|
| R3 |
1.2913 |
1.2857 |
1.2726 |
|
| R2 |
1.2811 |
1.2811 |
1.2717 |
|
| R1 |
1.2755 |
1.2755 |
1.2707 |
1.2732 |
| PP |
1.2709 |
1.2709 |
1.2709 |
1.2698 |
| S1 |
1.2653 |
1.2653 |
1.2689 |
1.2630 |
| S2 |
1.2607 |
1.2607 |
1.2679 |
|
| S3 |
1.2505 |
1.2551 |
1.2670 |
|
| S4 |
1.2403 |
1.2449 |
1.2642 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3621 |
1.3524 |
1.3029 |
|
| R3 |
1.3347 |
1.3250 |
1.2953 |
|
| R2 |
1.3073 |
1.3073 |
1.2928 |
|
| R1 |
1.2976 |
1.2976 |
1.2903 |
1.3025 |
| PP |
1.2799 |
1.2799 |
1.2799 |
1.2824 |
| S1 |
1.2702 |
1.2702 |
1.2853 |
1.2751 |
| S2 |
1.2525 |
1.2525 |
1.2828 |
|
| S3 |
1.2251 |
1.2428 |
1.2803 |
|
| S4 |
1.1977 |
1.2154 |
1.2727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2919 |
1.2659 |
0.0260 |
2.0% |
0.0122 |
1.0% |
15% |
False |
False |
290,692 |
| 10 |
1.2919 |
1.2623 |
0.0296 |
2.3% |
0.0125 |
1.0% |
25% |
False |
False |
288,340 |
| 20 |
1.2932 |
1.2587 |
0.0345 |
2.7% |
0.0128 |
1.0% |
32% |
False |
False |
278,958 |
| 40 |
1.3333 |
1.2587 |
0.0746 |
5.9% |
0.0139 |
1.1% |
15% |
False |
False |
276,246 |
| 60 |
1.3333 |
1.2157 |
0.1176 |
9.3% |
0.0140 |
1.1% |
46% |
False |
False |
283,222 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0153 |
1.2% |
56% |
False |
False |
227,371 |
| 100 |
1.3516 |
1.1884 |
0.1632 |
12.9% |
0.0158 |
1.2% |
50% |
False |
False |
182,384 |
| 120 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0150 |
1.2% |
45% |
False |
False |
152,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3200 |
|
2.618 |
1.3033 |
|
1.618 |
1.2931 |
|
1.000 |
1.2868 |
|
0.618 |
1.2829 |
|
HIGH |
1.2766 |
|
0.618 |
1.2727 |
|
0.500 |
1.2715 |
|
0.382 |
1.2703 |
|
LOW |
1.2664 |
|
0.618 |
1.2601 |
|
1.000 |
1.2562 |
|
1.618 |
1.2499 |
|
2.618 |
1.2397 |
|
4.250 |
1.2231 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2789 |
| PP |
1.2709 |
1.2759 |
| S1 |
1.2704 |
1.2728 |
|