CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2700 |
1.2647 |
-0.0053 |
-0.4% |
1.2761 |
| High |
1.2724 |
1.2715 |
-0.0009 |
-0.1% |
1.2916 |
| Low |
1.2643 |
1.2587 |
-0.0056 |
-0.4% |
1.2660 |
| Close |
1.2676 |
1.2669 |
-0.0007 |
-0.1% |
1.2705 |
| Range |
0.0081 |
0.0128 |
0.0047 |
58.0% |
0.0256 |
| ATR |
0.0136 |
0.0135 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
1,754 |
1,297 |
-457 |
-26.1% |
4,691 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3041 |
1.2983 |
1.2739 |
|
| R3 |
1.2913 |
1.2855 |
1.2704 |
|
| R2 |
1.2785 |
1.2785 |
1.2692 |
|
| R1 |
1.2727 |
1.2727 |
1.2681 |
1.2756 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2672 |
| S1 |
1.2599 |
1.2599 |
1.2657 |
1.2628 |
| S2 |
1.2529 |
1.2529 |
1.2646 |
|
| S3 |
1.2401 |
1.2471 |
1.2634 |
|
| S4 |
1.2273 |
1.2343 |
1.2599 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3528 |
1.3373 |
1.2846 |
|
| R3 |
1.3272 |
1.3117 |
1.2775 |
|
| R2 |
1.3016 |
1.3016 |
1.2752 |
|
| R1 |
1.2861 |
1.2861 |
1.2728 |
1.2811 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2735 |
| S1 |
1.2605 |
1.2605 |
1.2682 |
1.2555 |
| S2 |
1.2504 |
1.2504 |
1.2658 |
|
| S3 |
1.2248 |
1.2349 |
1.2635 |
|
| S4 |
1.1992 |
1.2093 |
1.2564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2916 |
1.2587 |
0.0329 |
2.6% |
0.0120 |
1.0% |
25% |
False |
True |
1,158 |
| 10 |
1.3172 |
1.2587 |
0.0585 |
4.6% |
0.0145 |
1.1% |
14% |
False |
True |
1,500 |
| 20 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0130 |
1.0% |
11% |
False |
True |
1,186 |
| 40 |
1.3325 |
1.2170 |
0.1155 |
9.1% |
0.0137 |
1.1% |
43% |
False |
False |
840 |
| 60 |
1.3325 |
1.1922 |
0.1403 |
11.1% |
0.0130 |
1.0% |
53% |
False |
False |
599 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.1% |
0.0133 |
1.1% |
53% |
False |
False |
461 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0111 |
0.9% |
44% |
False |
False |
370 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.5% |
0.0095 |
0.7% |
41% |
False |
False |
309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3259 |
|
2.618 |
1.3050 |
|
1.618 |
1.2922 |
|
1.000 |
1.2843 |
|
0.618 |
1.2794 |
|
HIGH |
1.2715 |
|
0.618 |
1.2666 |
|
0.500 |
1.2651 |
|
0.382 |
1.2636 |
|
LOW |
1.2587 |
|
0.618 |
1.2508 |
|
1.000 |
1.2459 |
|
1.618 |
1.2380 |
|
2.618 |
1.2252 |
|
4.250 |
1.2043 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2663 |
1.2708 |
| PP |
1.2657 |
1.2695 |
| S1 |
1.2651 |
1.2682 |
|