CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2829 |
1.2761 |
-0.0068 |
-0.5% |
1.3275 |
| High |
1.2899 |
1.2864 |
-0.0035 |
-0.3% |
1.3298 |
| Low |
1.2745 |
1.2730 |
-0.0015 |
-0.1% |
1.2745 |
| Close |
1.2747 |
1.2803 |
0.0056 |
0.4% |
1.2747 |
| Range |
0.0154 |
0.0134 |
-0.0020 |
-13.0% |
0.0553 |
| ATR |
0.0145 |
0.0144 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
1,954 |
1,022 |
-932 |
-47.7% |
9,407 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3201 |
1.3136 |
1.2877 |
|
| R3 |
1.3067 |
1.3002 |
1.2840 |
|
| R2 |
1.2933 |
1.2933 |
1.2828 |
|
| R1 |
1.2868 |
1.2868 |
1.2815 |
1.2901 |
| PP |
1.2799 |
1.2799 |
1.2799 |
1.2815 |
| S1 |
1.2734 |
1.2734 |
1.2791 |
1.2767 |
| S2 |
1.2665 |
1.2665 |
1.2778 |
|
| S3 |
1.2531 |
1.2600 |
1.2766 |
|
| S4 |
1.2397 |
1.2466 |
1.2729 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4589 |
1.4221 |
1.3051 |
|
| R3 |
1.4036 |
1.3668 |
1.2899 |
|
| R2 |
1.3483 |
1.3483 |
1.2848 |
|
| R1 |
1.3115 |
1.3115 |
1.2798 |
1.3023 |
| PP |
1.2930 |
1.2930 |
1.2930 |
1.2884 |
| S1 |
1.2562 |
1.2562 |
1.2696 |
1.2470 |
| S2 |
1.2377 |
1.2377 |
1.2646 |
|
| S3 |
1.1824 |
1.2009 |
1.2595 |
|
| S4 |
1.1271 |
1.1456 |
1.2443 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3212 |
1.2730 |
0.0482 |
3.8% |
0.0178 |
1.4% |
15% |
False |
True |
1,734 |
| 10 |
1.3325 |
1.2730 |
0.0595 |
4.6% |
0.0147 |
1.1% |
12% |
False |
True |
1,474 |
| 20 |
1.3325 |
1.2730 |
0.0595 |
4.6% |
0.0139 |
1.1% |
12% |
False |
True |
1,031 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
9.0% |
0.0138 |
1.1% |
55% |
False |
False |
699 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0130 |
1.0% |
63% |
False |
False |
492 |
| 80 |
1.3386 |
1.1922 |
0.1464 |
11.4% |
0.0128 |
1.0% |
60% |
False |
False |
378 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.3% |
0.0105 |
0.8% |
52% |
False |
False |
303 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.4% |
0.0089 |
0.7% |
48% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3434 |
|
2.618 |
1.3215 |
|
1.618 |
1.3081 |
|
1.000 |
1.2998 |
|
0.618 |
1.2947 |
|
HIGH |
1.2864 |
|
0.618 |
1.2813 |
|
0.500 |
1.2797 |
|
0.382 |
1.2781 |
|
LOW |
1.2730 |
|
0.618 |
1.2647 |
|
1.000 |
1.2596 |
|
1.618 |
1.2513 |
|
2.618 |
1.2379 |
|
4.250 |
1.2161 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2801 |
1.2828 |
| PP |
1.2799 |
1.2819 |
| S1 |
1.2797 |
1.2811 |
|