CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2891 |
1.2891 |
0.0000 |
0.0% |
1.2760 |
| High |
1.2913 |
1.2913 |
0.0000 |
0.0% |
1.2893 |
| Low |
1.2865 |
1.2673 |
-0.0192 |
-1.5% |
1.2623 |
| Close |
1.2870 |
1.2697 |
-0.0173 |
-1.3% |
1.2874 |
| Range |
0.0048 |
0.0240 |
0.0192 |
400.0% |
0.0270 |
| ATR |
0.0119 |
0.0127 |
0.0009 |
7.3% |
0.0000 |
| Volume |
15,034 |
15,034 |
0 |
0.0% |
25,066 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3481 |
1.3329 |
1.2829 |
|
| R3 |
1.3241 |
1.3089 |
1.2763 |
|
| R2 |
1.3001 |
1.3001 |
1.2741 |
|
| R1 |
1.2849 |
1.2849 |
1.2719 |
1.2805 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2739 |
| S1 |
1.2609 |
1.2609 |
1.2675 |
1.2565 |
| S2 |
1.2521 |
1.2521 |
1.2653 |
|
| S3 |
1.2281 |
1.2369 |
1.2631 |
|
| S4 |
1.2041 |
1.2129 |
1.2565 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3607 |
1.3510 |
1.3023 |
|
| R3 |
1.3337 |
1.3240 |
1.2948 |
|
| R2 |
1.3067 |
1.3067 |
1.2924 |
|
| R1 |
1.2970 |
1.2970 |
1.2899 |
1.3019 |
| PP |
1.2797 |
1.2797 |
1.2797 |
1.2821 |
| S1 |
1.2700 |
1.2700 |
1.2849 |
1.2749 |
| S2 |
1.2527 |
1.2527 |
1.2825 |
|
| S3 |
1.2257 |
1.2430 |
1.2800 |
|
| S4 |
1.1987 |
1.2160 |
1.2726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2913 |
1.2666 |
0.0247 |
1.9% |
0.0126 |
1.0% |
13% |
True |
False |
9,705 |
| 10 |
1.2913 |
1.2610 |
0.0303 |
2.4% |
0.0117 |
0.9% |
29% |
True |
False |
6,273 |
| 20 |
1.3172 |
1.2587 |
0.0585 |
4.6% |
0.0131 |
1.0% |
19% |
False |
False |
3,886 |
| 40 |
1.3325 |
1.2587 |
0.0738 |
5.8% |
0.0131 |
1.0% |
15% |
False |
False |
2,336 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
9.1% |
0.0130 |
1.0% |
46% |
False |
False |
1,632 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
11.0% |
0.0132 |
1.0% |
55% |
False |
False |
1,242 |
| 100 |
1.3470 |
1.1922 |
0.1548 |
12.2% |
0.0121 |
1.0% |
50% |
False |
False |
997 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.4% |
0.0104 |
0.8% |
46% |
False |
False |
832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3933 |
|
2.618 |
1.3541 |
|
1.618 |
1.3301 |
|
1.000 |
1.3153 |
|
0.618 |
1.3061 |
|
HIGH |
1.2913 |
|
0.618 |
1.2821 |
|
0.500 |
1.2793 |
|
0.382 |
1.2765 |
|
LOW |
1.2673 |
|
0.618 |
1.2525 |
|
1.000 |
1.2433 |
|
1.618 |
1.2285 |
|
2.618 |
1.2045 |
|
4.250 |
1.1653 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2793 |
1.2793 |
| PP |
1.2761 |
1.2761 |
| S1 |
1.2729 |
1.2729 |
|