CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2360 |
1.2283 |
-0.0077 |
-0.6% |
1.2550 |
| High |
1.2456 |
1.2357 |
-0.0099 |
-0.8% |
1.2565 |
| Low |
1.2267 |
1.2112 |
-0.0155 |
-1.3% |
1.2155 |
| Close |
1.2324 |
1.2258 |
-0.0066 |
-0.5% |
1.2324 |
| Range |
0.0189 |
0.0245 |
0.0056 |
29.6% |
0.0410 |
| ATR |
0.0206 |
0.0209 |
0.0003 |
1.3% |
0.0000 |
| Volume |
479,856 |
366,661 |
-113,195 |
-23.6% |
1,945,519 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2977 |
1.2863 |
1.2393 |
|
| R3 |
1.2732 |
1.2618 |
1.2325 |
|
| R2 |
1.2487 |
1.2487 |
1.2303 |
|
| R1 |
1.2373 |
1.2373 |
1.2280 |
1.2308 |
| PP |
1.2242 |
1.2242 |
1.2242 |
1.2210 |
| S1 |
1.2128 |
1.2128 |
1.2236 |
1.2063 |
| S2 |
1.1997 |
1.1997 |
1.2213 |
|
| S3 |
1.1752 |
1.1883 |
1.2191 |
|
| S4 |
1.1507 |
1.1638 |
1.2123 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3578 |
1.3361 |
1.2550 |
|
| R3 |
1.3168 |
1.2951 |
1.2437 |
|
| R2 |
1.2758 |
1.2758 |
1.2399 |
|
| R1 |
1.2541 |
1.2541 |
1.2362 |
1.2445 |
| PP |
1.2348 |
1.2348 |
1.2348 |
1.2300 |
| S1 |
1.2131 |
1.2131 |
1.2286 |
1.2035 |
| S2 |
1.1938 |
1.1938 |
1.2249 |
|
| S3 |
1.1528 |
1.1721 |
1.2211 |
|
| S4 |
1.1118 |
1.1311 |
1.2099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2456 |
1.2112 |
0.0344 |
2.8% |
0.0213 |
1.7% |
42% |
False |
True |
376,156 |
| 10 |
1.2674 |
1.2112 |
0.0562 |
4.6% |
0.0236 |
1.9% |
26% |
False |
True |
459,745 |
| 20 |
1.3216 |
1.2112 |
0.1104 |
9.0% |
0.0227 |
1.9% |
13% |
False |
True |
474,193 |
| 40 |
1.3694 |
1.2112 |
0.1582 |
12.9% |
0.0177 |
1.4% |
9% |
False |
True |
406,232 |
| 60 |
1.3819 |
1.2112 |
0.1707 |
13.9% |
0.0159 |
1.3% |
9% |
False |
True |
350,575 |
| 80 |
1.3834 |
1.2112 |
0.1722 |
14.0% |
0.0158 |
1.3% |
8% |
False |
True |
263,881 |
| 100 |
1.4569 |
1.2112 |
0.2457 |
20.0% |
0.0151 |
1.2% |
6% |
False |
True |
211,184 |
| 120 |
1.4720 |
1.2112 |
0.2608 |
21.3% |
0.0142 |
1.2% |
6% |
False |
True |
176,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.2998 |
|
1.618 |
1.2753 |
|
1.000 |
1.2602 |
|
0.618 |
1.2508 |
|
HIGH |
1.2357 |
|
0.618 |
1.2263 |
|
0.500 |
1.2235 |
|
0.382 |
1.2206 |
|
LOW |
1.2112 |
|
0.618 |
1.1961 |
|
1.000 |
1.1867 |
|
1.618 |
1.1716 |
|
2.618 |
1.1471 |
|
4.250 |
1.1071 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2250 |
1.2284 |
| PP |
1.2242 |
1.2275 |
| S1 |
1.2235 |
1.2267 |
|