CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2988 |
1.2975 |
-0.0013 |
-0.1% |
1.2900 |
| High |
1.3041 |
1.3033 |
-0.0008 |
-0.1% |
1.3021 |
| Low |
1.2948 |
1.2964 |
0.0016 |
0.1% |
1.2740 |
| Close |
1.2983 |
1.2973 |
-0.0010 |
-0.1% |
1.2916 |
| Range |
0.0093 |
0.0069 |
-0.0024 |
-25.8% |
0.0281 |
| ATR |
0.0142 |
0.0137 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
1,367 |
609 |
-758 |
-55.4% |
3,097 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3197 |
1.3154 |
1.3011 |
|
| R3 |
1.3128 |
1.3085 |
1.2992 |
|
| R2 |
1.3059 |
1.3059 |
1.2986 |
|
| R1 |
1.3016 |
1.3016 |
1.2979 |
1.3003 |
| PP |
1.2990 |
1.2990 |
1.2990 |
1.2984 |
| S1 |
1.2947 |
1.2947 |
1.2967 |
1.2934 |
| S2 |
1.2921 |
1.2921 |
1.2960 |
|
| S3 |
1.2852 |
1.2878 |
1.2954 |
|
| S4 |
1.2783 |
1.2809 |
1.2935 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3735 |
1.3607 |
1.3071 |
|
| R3 |
1.3454 |
1.3326 |
1.2993 |
|
| R2 |
1.3173 |
1.3173 |
1.2968 |
|
| R1 |
1.3045 |
1.3045 |
1.2942 |
1.3109 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2925 |
| S1 |
1.2764 |
1.2764 |
1.2890 |
1.2828 |
| S2 |
1.2611 |
1.2611 |
1.2864 |
|
| S3 |
1.2330 |
1.2483 |
1.2839 |
|
| S4 |
1.2049 |
1.2202 |
1.2761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3041 |
1.2747 |
0.0294 |
2.3% |
0.0124 |
1.0% |
77% |
False |
False |
680 |
| 10 |
1.3041 |
1.2716 |
0.0325 |
2.5% |
0.0145 |
1.1% |
79% |
False |
False |
711 |
| 20 |
1.3041 |
1.2189 |
0.0852 |
6.6% |
0.0141 |
1.1% |
92% |
False |
False |
517 |
| 40 |
1.3041 |
1.1922 |
0.1119 |
8.6% |
0.0126 |
1.0% |
94% |
False |
False |
321 |
| 60 |
1.3167 |
1.1922 |
0.1245 |
9.6% |
0.0135 |
1.0% |
84% |
False |
False |
230 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.1% |
0.0107 |
0.8% |
62% |
False |
False |
174 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.2% |
0.0088 |
0.7% |
57% |
False |
False |
140 |
| 120 |
1.3810 |
1.1922 |
0.1888 |
14.6% |
0.0074 |
0.6% |
56% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3326 |
|
2.618 |
1.3214 |
|
1.618 |
1.3145 |
|
1.000 |
1.3102 |
|
0.618 |
1.3076 |
|
HIGH |
1.3033 |
|
0.618 |
1.3007 |
|
0.500 |
1.2999 |
|
0.382 |
1.2990 |
|
LOW |
1.2964 |
|
0.618 |
1.2921 |
|
1.000 |
1.2895 |
|
1.618 |
1.2852 |
|
2.618 |
1.2783 |
|
4.250 |
1.2671 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2999 |
1.2970 |
| PP |
1.2990 |
1.2967 |
| S1 |
1.2982 |
1.2964 |
|