CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2668 |
1.2684 |
0.0016 |
0.1% |
1.2700 |
| High |
1.2740 |
1.2853 |
0.0113 |
0.9% |
1.2776 |
| Low |
1.2623 |
1.2666 |
0.0043 |
0.3% |
1.2587 |
| Close |
1.2660 |
1.2794 |
0.0134 |
1.1% |
1.2729 |
| Range |
0.0117 |
0.0187 |
0.0070 |
59.8% |
0.0189 |
| ATR |
0.0127 |
0.0131 |
0.0005 |
3.7% |
0.0000 |
| Volume |
3,014 |
3,947 |
933 |
31.0% |
10,647 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3332 |
1.3250 |
1.2897 |
|
| R3 |
1.3145 |
1.3063 |
1.2845 |
|
| R2 |
1.2958 |
1.2958 |
1.2828 |
|
| R1 |
1.2876 |
1.2876 |
1.2811 |
1.2917 |
| PP |
1.2771 |
1.2771 |
1.2771 |
1.2792 |
| S1 |
1.2689 |
1.2689 |
1.2777 |
1.2730 |
| S2 |
1.2584 |
1.2584 |
1.2760 |
|
| S3 |
1.2397 |
1.2502 |
1.2743 |
|
| S4 |
1.2210 |
1.2315 |
1.2691 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3264 |
1.3186 |
1.2833 |
|
| R3 |
1.3075 |
1.2997 |
1.2781 |
|
| R2 |
1.2886 |
1.2886 |
1.2764 |
|
| R1 |
1.2808 |
1.2808 |
1.2746 |
1.2847 |
| PP |
1.2697 |
1.2697 |
1.2697 |
1.2717 |
| S1 |
1.2619 |
1.2619 |
1.2712 |
1.2658 |
| S2 |
1.2508 |
1.2508 |
1.2694 |
|
| S3 |
1.2319 |
1.2430 |
1.2677 |
|
| S4 |
1.2130 |
1.2241 |
1.2625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2853 |
1.2623 |
0.0230 |
1.8% |
0.0123 |
1.0% |
74% |
True |
False |
3,077 |
| 10 |
1.2896 |
1.2587 |
0.0309 |
2.4% |
0.0123 |
1.0% |
67% |
False |
False |
2,321 |
| 20 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0134 |
1.1% |
28% |
False |
False |
1,853 |
| 40 |
1.3325 |
1.2531 |
0.0794 |
6.2% |
0.0131 |
1.0% |
33% |
False |
False |
1,252 |
| 60 |
1.3325 |
1.2035 |
0.1290 |
10.1% |
0.0129 |
1.0% |
59% |
False |
False |
894 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0129 |
1.0% |
62% |
False |
False |
687 |
| 100 |
1.3625 |
1.1922 |
0.1703 |
13.3% |
0.0117 |
0.9% |
51% |
False |
False |
551 |
| 120 |
1.3765 |
1.1922 |
0.1843 |
14.4% |
0.0101 |
0.8% |
47% |
False |
False |
460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3648 |
|
2.618 |
1.3343 |
|
1.618 |
1.3156 |
|
1.000 |
1.3040 |
|
0.618 |
1.2969 |
|
HIGH |
1.2853 |
|
0.618 |
1.2782 |
|
0.500 |
1.2760 |
|
0.382 |
1.2737 |
|
LOW |
1.2666 |
|
0.618 |
1.2550 |
|
1.000 |
1.2479 |
|
1.618 |
1.2363 |
|
2.618 |
1.2176 |
|
4.250 |
1.1871 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2783 |
1.2775 |
| PP |
1.2771 |
1.2757 |
| S1 |
1.2760 |
1.2738 |
|