CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2975 |
1.2986 |
0.0011 |
0.1% |
1.2900 |
| High |
1.3033 |
1.3099 |
0.0066 |
0.5% |
1.3021 |
| Low |
1.2964 |
1.2986 |
0.0022 |
0.2% |
1.2740 |
| Close |
1.2973 |
1.3070 |
0.0097 |
0.7% |
1.2916 |
| Range |
0.0069 |
0.0113 |
0.0044 |
63.8% |
0.0281 |
| ATR |
0.0137 |
0.0136 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
609 |
561 |
-48 |
-7.9% |
3,097 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3391 |
1.3343 |
1.3132 |
|
| R3 |
1.3278 |
1.3230 |
1.3101 |
|
| R2 |
1.3165 |
1.3165 |
1.3091 |
|
| R1 |
1.3117 |
1.3117 |
1.3080 |
1.3141 |
| PP |
1.3052 |
1.3052 |
1.3052 |
1.3064 |
| S1 |
1.3004 |
1.3004 |
1.3060 |
1.3028 |
| S2 |
1.2939 |
1.2939 |
1.3049 |
|
| S3 |
1.2826 |
1.2891 |
1.3039 |
|
| S4 |
1.2713 |
1.2778 |
1.3008 |
|
|
| 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 |
1.3099 |
1.2798 |
0.0301 |
2.3% |
0.0111 |
0.8% |
90% |
True |
False |
709 |
| 10 |
1.3099 |
1.2740 |
0.0359 |
2.7% |
0.0130 |
1.0% |
92% |
True |
False |
722 |
| 20 |
1.3099 |
1.2209 |
0.0890 |
6.8% |
0.0140 |
1.1% |
97% |
True |
False |
531 |
| 40 |
1.3099 |
1.1922 |
0.1177 |
9.0% |
0.0127 |
1.0% |
98% |
True |
False |
333 |
| 60 |
1.3112 |
1.1922 |
0.1190 |
9.1% |
0.0134 |
1.0% |
96% |
False |
False |
239 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.0% |
0.0108 |
0.8% |
67% |
False |
False |
181 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.1% |
0.0090 |
0.7% |
62% |
False |
False |
145 |
| 120 |
1.3810 |
1.1922 |
0.1888 |
14.4% |
0.0075 |
0.6% |
61% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3579 |
|
2.618 |
1.3395 |
|
1.618 |
1.3282 |
|
1.000 |
1.3212 |
|
0.618 |
1.3169 |
|
HIGH |
1.3099 |
|
0.618 |
1.3056 |
|
0.500 |
1.3043 |
|
0.382 |
1.3029 |
|
LOW |
1.2986 |
|
0.618 |
1.2916 |
|
1.000 |
1.2873 |
|
1.618 |
1.2803 |
|
2.618 |
1.2690 |
|
4.250 |
1.2506 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3061 |
1.3055 |
| PP |
1.3052 |
1.3039 |
| S1 |
1.3043 |
1.3024 |
|