CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2722 |
1.2696 |
-0.0026 |
-0.2% |
1.2893 |
| High |
1.2766 |
1.2747 |
-0.0019 |
-0.1% |
1.2919 |
| Low |
1.2664 |
1.2643 |
-0.0021 |
-0.2% |
1.2643 |
| Close |
1.2698 |
1.2717 |
0.0019 |
0.1% |
1.2717 |
| Range |
0.0102 |
0.0104 |
0.0002 |
2.0% |
0.0276 |
| ATR |
0.0133 |
0.0131 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
217,504 |
91,474 |
-126,030 |
-57.9% |
1,031,952 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3014 |
1.2970 |
1.2774 |
|
| R3 |
1.2910 |
1.2866 |
1.2746 |
|
| R2 |
1.2806 |
1.2806 |
1.2736 |
|
| R1 |
1.2762 |
1.2762 |
1.2727 |
1.2784 |
| PP |
1.2702 |
1.2702 |
1.2702 |
1.2714 |
| S1 |
1.2658 |
1.2658 |
1.2707 |
1.2680 |
| S2 |
1.2598 |
1.2598 |
1.2698 |
|
| S3 |
1.2494 |
1.2554 |
1.2688 |
|
| S4 |
1.2390 |
1.2450 |
1.2660 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3588 |
1.3428 |
1.2869 |
|
| R3 |
1.3312 |
1.3152 |
1.2793 |
|
| R2 |
1.3036 |
1.3036 |
1.2768 |
|
| R1 |
1.2876 |
1.2876 |
1.2742 |
1.2818 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2731 |
| S1 |
1.2600 |
1.2600 |
1.2692 |
1.2542 |
| S2 |
1.2484 |
1.2484 |
1.2666 |
|
| S3 |
1.2208 |
1.2324 |
1.2641 |
|
| S4 |
1.1932 |
1.2048 |
1.2565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2919 |
1.2643 |
0.0276 |
2.2% |
0.0128 |
1.0% |
27% |
False |
True |
260,225 |
| 10 |
1.2919 |
1.2623 |
0.0296 |
2.3% |
0.0124 |
1.0% |
32% |
False |
False |
264,252 |
| 20 |
1.2922 |
1.2587 |
0.0335 |
2.6% |
0.0125 |
1.0% |
39% |
False |
False |
283,532 |
| 40 |
1.3333 |
1.2587 |
0.0746 |
5.9% |
0.0135 |
1.1% |
17% |
False |
False |
272,155 |
| 60 |
1.3333 |
1.2157 |
0.1176 |
9.2% |
0.0140 |
1.1% |
48% |
False |
False |
279,237 |
| 80 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0151 |
1.2% |
57% |
False |
False |
228,458 |
| 100 |
1.3441 |
1.1884 |
0.1557 |
12.2% |
0.0158 |
1.2% |
54% |
False |
False |
183,294 |
| 120 |
1.3686 |
1.1884 |
0.1802 |
14.2% |
0.0150 |
1.2% |
46% |
False |
False |
152,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3189 |
|
2.618 |
1.3019 |
|
1.618 |
1.2915 |
|
1.000 |
1.2851 |
|
0.618 |
1.2811 |
|
HIGH |
1.2747 |
|
0.618 |
1.2707 |
|
0.500 |
1.2695 |
|
0.382 |
1.2683 |
|
LOW |
1.2643 |
|
0.618 |
1.2579 |
|
1.000 |
1.2539 |
|
1.618 |
1.2475 |
|
2.618 |
1.2371 |
|
4.250 |
1.2201 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2710 |
1.2713 |
| PP |
1.2702 |
1.2709 |
| S1 |
1.2695 |
1.2705 |
|