CME Euro FX (E) Future September 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 |
1.2373 |
1.2293 |
-0.0080 |
-0.6% |
1.2560 |
| High |
1.2467 |
1.2368 |
-0.0099 |
-0.8% |
1.2560 |
| Low |
1.2280 |
1.2124 |
-0.0156 |
-1.3% |
1.2169 |
| Close |
1.2336 |
1.2271 |
-0.0065 |
-0.5% |
1.2336 |
| Range |
0.0187 |
0.0244 |
0.0057 |
30.5% |
0.0391 |
| ATR |
0.0201 |
0.0204 |
0.0003 |
1.5% |
0.0000 |
| Volume |
9,475 |
9,779 |
304 |
3.2% |
27,464 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2986 |
1.2873 |
1.2405 |
|
| R3 |
1.2742 |
1.2629 |
1.2338 |
|
| R2 |
1.2498 |
1.2498 |
1.2316 |
|
| R1 |
1.2385 |
1.2385 |
1.2293 |
1.2320 |
| PP |
1.2254 |
1.2254 |
1.2254 |
1.2222 |
| S1 |
1.2141 |
1.2141 |
1.2249 |
1.2076 |
| S2 |
1.2010 |
1.2010 |
1.2226 |
|
| S3 |
1.1766 |
1.1897 |
1.2204 |
|
| S4 |
1.1522 |
1.1653 |
1.2137 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3528 |
1.3323 |
1.2551 |
|
| R3 |
1.3137 |
1.2932 |
1.2444 |
|
| R2 |
1.2746 |
1.2746 |
1.2408 |
|
| R1 |
1.2541 |
1.2541 |
1.2372 |
1.2448 |
| PP |
1.2355 |
1.2355 |
1.2355 |
1.2309 |
| S1 |
1.2150 |
1.2150 |
1.2300 |
1.2057 |
| S2 |
1.1964 |
1.1964 |
1.2264 |
|
| S3 |
1.1573 |
1.1759 |
1.2228 |
|
| S4 |
1.1182 |
1.1368 |
1.2121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2467 |
1.2124 |
0.0343 |
2.8% |
0.0208 |
1.7% |
43% |
False |
True |
6,412 |
| 10 |
1.2684 |
1.2124 |
0.0560 |
4.6% |
0.0231 |
1.9% |
26% |
False |
True |
6,112 |
| 20 |
1.3211 |
1.2124 |
0.1087 |
8.9% |
0.0221 |
1.8% |
14% |
False |
True |
4,697 |
| 40 |
1.3686 |
1.2124 |
0.1562 |
12.7% |
0.0170 |
1.4% |
9% |
False |
True |
2,916 |
| 60 |
1.3812 |
1.2124 |
0.1688 |
13.8% |
0.0149 |
1.2% |
9% |
False |
True |
2,074 |
| 80 |
1.3812 |
1.2124 |
0.1688 |
13.8% |
0.0121 |
1.0% |
9% |
False |
True |
1,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3405 |
|
2.618 |
1.3007 |
|
1.618 |
1.2763 |
|
1.000 |
1.2612 |
|
0.618 |
1.2519 |
|
HIGH |
1.2368 |
|
0.618 |
1.2275 |
|
0.500 |
1.2246 |
|
0.382 |
1.2217 |
|
LOW |
1.2124 |
|
0.618 |
1.1973 |
|
1.000 |
1.1880 |
|
1.618 |
1.1729 |
|
2.618 |
1.1485 |
|
4.250 |
1.1087 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2263 |
1.2296 |
| PP |
1.2254 |
1.2287 |
| S1 |
1.2246 |
1.2279 |
|