CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2283 |
1.2216 |
-0.0067 |
-0.5% |
1.2550 |
| High |
1.2357 |
1.2276 |
-0.0081 |
-0.7% |
1.2565 |
| Low |
1.2112 |
1.2175 |
0.0063 |
0.5% |
1.2155 |
| Close |
1.2258 |
1.2240 |
-0.0018 |
-0.1% |
1.2324 |
| Range |
0.0245 |
0.0101 |
-0.0144 |
-58.8% |
0.0410 |
| ATR |
0.0209 |
0.0201 |
-0.0008 |
-3.7% |
0.0000 |
| Volume |
366,661 |
530,192 |
163,531 |
44.6% |
1,945,519 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2533 |
1.2488 |
1.2296 |
|
| R3 |
1.2432 |
1.2387 |
1.2268 |
|
| R2 |
1.2331 |
1.2331 |
1.2259 |
|
| R1 |
1.2286 |
1.2286 |
1.2249 |
1.2309 |
| PP |
1.2230 |
1.2230 |
1.2230 |
1.2242 |
| S1 |
1.2185 |
1.2185 |
1.2231 |
1.2208 |
| S2 |
1.2129 |
1.2129 |
1.2221 |
|
| S3 |
1.2028 |
1.2084 |
1.2212 |
|
| S4 |
1.1927 |
1.1983 |
1.2184 |
|
|
| 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% |
0.0197 |
1.6% |
37% |
False |
False |
426,125 |
| 10 |
1.2674 |
1.2112 |
0.0562 |
4.6% |
0.0218 |
1.8% |
23% |
False |
False |
463,604 |
| 20 |
1.3097 |
1.2112 |
0.0985 |
8.0% |
0.0220 |
1.8% |
13% |
False |
False |
488,194 |
| 40 |
1.3694 |
1.2112 |
0.1582 |
12.9% |
0.0176 |
1.4% |
8% |
False |
False |
416,285 |
| 60 |
1.3819 |
1.2112 |
0.1707 |
13.9% |
0.0159 |
1.3% |
7% |
False |
False |
358,934 |
| 80 |
1.3834 |
1.2112 |
0.1722 |
14.1% |
0.0157 |
1.3% |
7% |
False |
False |
270,495 |
| 100 |
1.4569 |
1.2112 |
0.2457 |
20.1% |
0.0150 |
1.2% |
5% |
False |
False |
216,481 |
| 120 |
1.4720 |
1.2112 |
0.2608 |
21.3% |
0.0143 |
1.2% |
5% |
False |
False |
180,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2705 |
|
2.618 |
1.2540 |
|
1.618 |
1.2439 |
|
1.000 |
1.2377 |
|
0.618 |
1.2338 |
|
HIGH |
1.2276 |
|
0.618 |
1.2237 |
|
0.500 |
1.2226 |
|
0.382 |
1.2214 |
|
LOW |
1.2175 |
|
0.618 |
1.2113 |
|
1.000 |
1.2074 |
|
1.618 |
1.2012 |
|
2.618 |
1.1911 |
|
4.250 |
1.1746 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2235 |
1.2284 |
| PP |
1.2230 |
1.2269 |
| S1 |
1.2226 |
1.2255 |
|