CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3208 |
1.3172 |
-0.0036 |
-0.3% |
1.3072 |
| High |
1.3212 |
1.3172 |
-0.0040 |
-0.3% |
1.3325 |
| Low |
1.3068 |
1.2854 |
-0.0214 |
-1.6% |
1.3051 |
| Close |
1.3190 |
1.2871 |
-0.0319 |
-2.4% |
1.3267 |
| Range |
0.0144 |
0.0318 |
0.0174 |
120.8% |
0.0274 |
| ATR |
0.0130 |
0.0145 |
0.0015 |
11.3% |
0.0000 |
| Volume |
385 |
3,077 |
2,692 |
699.2% |
5,042 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3920 |
1.3713 |
1.3046 |
|
| R3 |
1.3602 |
1.3395 |
1.2958 |
|
| R2 |
1.3284 |
1.3284 |
1.2929 |
|
| R1 |
1.3077 |
1.3077 |
1.2900 |
1.3022 |
| PP |
1.2966 |
1.2966 |
1.2966 |
1.2938 |
| S1 |
1.2759 |
1.2759 |
1.2842 |
1.2704 |
| S2 |
1.2648 |
1.2648 |
1.2813 |
|
| S3 |
1.2330 |
1.2441 |
1.2784 |
|
| S4 |
1.2012 |
1.2123 |
1.2696 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4036 |
1.3926 |
1.3418 |
|
| R3 |
1.3762 |
1.3652 |
1.3342 |
|
| R2 |
1.3488 |
1.3488 |
1.3317 |
|
| R1 |
1.3378 |
1.3378 |
1.3292 |
1.3433 |
| PP |
1.3214 |
1.3214 |
1.3214 |
1.3242 |
| S1 |
1.3104 |
1.3104 |
1.3242 |
1.3159 |
| S2 |
1.2940 |
1.2940 |
1.3217 |
|
| S3 |
1.2666 |
1.2830 |
1.3192 |
|
| S4 |
1.2392 |
1.2556 |
1.3116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3325 |
1.2854 |
0.0471 |
3.7% |
0.0166 |
1.3% |
4% |
False |
True |
1,396 |
| 10 |
1.3325 |
1.2854 |
0.0471 |
3.7% |
0.0139 |
1.1% |
4% |
False |
True |
1,119 |
| 20 |
1.3325 |
1.2716 |
0.0609 |
4.7% |
0.0142 |
1.1% |
25% |
False |
False |
915 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
9.0% |
0.0134 |
1.0% |
61% |
False |
False |
579 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
10.9% |
0.0136 |
1.1% |
68% |
False |
False |
411 |
| 80 |
1.3470 |
1.1922 |
0.1548 |
12.0% |
0.0122 |
1.0% |
61% |
False |
False |
313 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.2% |
0.0102 |
0.8% |
56% |
False |
False |
251 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.3% |
0.0086 |
0.7% |
51% |
False |
False |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4524 |
|
2.618 |
1.4005 |
|
1.618 |
1.3687 |
|
1.000 |
1.3490 |
|
0.618 |
1.3369 |
|
HIGH |
1.3172 |
|
0.618 |
1.3051 |
|
0.500 |
1.3013 |
|
0.382 |
1.2975 |
|
LOW |
1.2854 |
|
0.618 |
1.2657 |
|
1.000 |
1.2536 |
|
1.618 |
1.2339 |
|
2.618 |
1.2021 |
|
4.250 |
1.1503 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3013 |
1.3076 |
| PP |
1.2966 |
1.3008 |
| S1 |
1.2918 |
1.2939 |
|