CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3068 |
1.3072 |
0.0004 |
0.0% |
1.2890 |
| High |
1.3085 |
1.3185 |
0.0100 |
0.8% |
1.3099 |
| Low |
1.2980 |
1.3051 |
0.0071 |
0.5% |
1.2887 |
| Close |
1.3049 |
1.3161 |
0.0112 |
0.9% |
1.3049 |
| Range |
0.0105 |
0.0134 |
0.0029 |
27.6% |
0.0212 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
0.1% |
0.0000 |
| Volume |
375 |
730 |
355 |
94.7% |
3,421 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3534 |
1.3482 |
1.3235 |
|
| R3 |
1.3400 |
1.3348 |
1.3198 |
|
| R2 |
1.3266 |
1.3266 |
1.3186 |
|
| R1 |
1.3214 |
1.3214 |
1.3173 |
1.3240 |
| PP |
1.3132 |
1.3132 |
1.3132 |
1.3146 |
| S1 |
1.3080 |
1.3080 |
1.3149 |
1.3106 |
| S2 |
1.2998 |
1.2998 |
1.3136 |
|
| S3 |
1.2864 |
1.2946 |
1.3124 |
|
| S4 |
1.2730 |
1.2812 |
1.3087 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3648 |
1.3560 |
1.3166 |
|
| R3 |
1.3436 |
1.3348 |
1.3107 |
|
| R2 |
1.3224 |
1.3224 |
1.3088 |
|
| R1 |
1.3136 |
1.3136 |
1.3068 |
1.3180 |
| PP |
1.3012 |
1.3012 |
1.3012 |
1.3034 |
| S1 |
1.2924 |
1.2924 |
1.3030 |
1.2968 |
| S2 |
1.2800 |
1.2800 |
1.3010 |
|
| S3 |
1.2588 |
1.2712 |
1.2991 |
|
| S4 |
1.2376 |
1.2500 |
1.2932 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3185 |
1.2948 |
0.0237 |
1.8% |
0.0103 |
0.8% |
90% |
True |
False |
728 |
| 10 |
1.3185 |
1.2740 |
0.0445 |
3.4% |
0.0132 |
1.0% |
95% |
True |
False |
589 |
| 20 |
1.3185 |
1.2490 |
0.0695 |
5.3% |
0.0130 |
1.0% |
97% |
True |
False |
558 |
| 40 |
1.3185 |
1.1922 |
0.1263 |
9.6% |
0.0125 |
0.9% |
98% |
True |
False |
358 |
| 60 |
1.3185 |
1.1922 |
0.1263 |
9.6% |
0.0131 |
1.0% |
98% |
True |
False |
257 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
12.9% |
0.0111 |
0.8% |
73% |
False |
False |
195 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.0% |
0.0092 |
0.7% |
67% |
False |
False |
156 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.0% |
0.0077 |
0.6% |
67% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3755 |
|
2.618 |
1.3536 |
|
1.618 |
1.3402 |
|
1.000 |
1.3319 |
|
0.618 |
1.3268 |
|
HIGH |
1.3185 |
|
0.618 |
1.3134 |
|
0.500 |
1.3118 |
|
0.382 |
1.3102 |
|
LOW |
1.3051 |
|
0.618 |
1.2968 |
|
1.000 |
1.2917 |
|
1.618 |
1.2834 |
|
2.618 |
1.2700 |
|
4.250 |
1.2482 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3147 |
1.3135 |
| PP |
1.3132 |
1.3109 |
| S1 |
1.3118 |
1.3083 |
|