CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2250 |
1.2165 |
-0.0085 |
-0.7% |
1.2283 |
| High |
1.2328 |
1.2217 |
-0.0111 |
-0.9% |
1.2357 |
| Low |
1.2152 |
1.1955 |
-0.0197 |
-1.6% |
1.1955 |
| Close |
1.2178 |
1.1966 |
-0.0212 |
-1.7% |
1.1966 |
| Range |
0.0176 |
0.0262 |
0.0086 |
48.9% |
0.0402 |
| ATR |
0.0200 |
0.0204 |
0.0004 |
2.2% |
0.0000 |
| Volume |
333,002 |
353,616 |
20,614 |
6.2% |
1,583,471 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2832 |
1.2661 |
1.2110 |
|
| R3 |
1.2570 |
1.2399 |
1.2038 |
|
| R2 |
1.2308 |
1.2308 |
1.2014 |
|
| R1 |
1.2137 |
1.2137 |
1.1990 |
1.2092 |
| PP |
1.2046 |
1.2046 |
1.2046 |
1.2023 |
| S1 |
1.1875 |
1.1875 |
1.1942 |
1.1830 |
| S2 |
1.1784 |
1.1784 |
1.1918 |
|
| S3 |
1.1522 |
1.1613 |
1.1894 |
|
| S4 |
1.1260 |
1.1351 |
1.1822 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3299 |
1.3034 |
1.2187 |
|
| R3 |
1.2897 |
1.2632 |
1.2077 |
|
| R2 |
1.2495 |
1.2495 |
1.2040 |
|
| R1 |
1.2230 |
1.2230 |
1.2003 |
1.2162 |
| PP |
1.2093 |
1.2093 |
1.2093 |
1.2058 |
| S1 |
1.1828 |
1.1828 |
1.1929 |
1.1760 |
| S2 |
1.1691 |
1.1691 |
1.1892 |
|
| S3 |
1.1289 |
1.1426 |
1.1855 |
|
| S4 |
1.0887 |
1.1024 |
1.1745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2456 |
1.1955 |
0.0501 |
4.2% |
0.0195 |
1.6% |
2% |
False |
True |
412,665 |
| 10 |
1.2674 |
1.1955 |
0.0719 |
6.0% |
0.0203 |
1.7% |
2% |
False |
True |
413,441 |
| 20 |
1.3097 |
1.1955 |
0.1142 |
9.5% |
0.0216 |
1.8% |
1% |
False |
True |
470,597 |
| 40 |
1.3694 |
1.1955 |
0.1739 |
14.5% |
0.0183 |
1.5% |
1% |
False |
True |
418,454 |
| 60 |
1.3819 |
1.1955 |
0.1864 |
15.6% |
0.0162 |
1.4% |
1% |
False |
True |
368,803 |
| 80 |
1.3819 |
1.1955 |
0.1864 |
15.6% |
0.0159 |
1.3% |
1% |
False |
True |
279,052 |
| 100 |
1.4569 |
1.1955 |
0.2614 |
21.8% |
0.0151 |
1.3% |
0% |
False |
True |
223,339 |
| 120 |
1.4661 |
1.1955 |
0.2706 |
22.6% |
0.0146 |
1.2% |
0% |
False |
True |
186,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3331 |
|
2.618 |
1.2903 |
|
1.618 |
1.2641 |
|
1.000 |
1.2479 |
|
0.618 |
1.2379 |
|
HIGH |
1.2217 |
|
0.618 |
1.2117 |
|
0.500 |
1.2086 |
|
0.382 |
1.2055 |
|
LOW |
1.1955 |
|
0.618 |
1.1793 |
|
1.000 |
1.1693 |
|
1.618 |
1.1531 |
|
2.618 |
1.1269 |
|
4.250 |
1.0842 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2086 |
1.2142 |
| PP |
1.2046 |
1.2083 |
| S1 |
1.2006 |
1.2025 |
|