CME Euro FX (E) Future September 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 |
1.2293 |
1.2229 |
-0.0064 |
-0.5% |
1.2560 |
| High |
1.2368 |
1.2288 |
-0.0080 |
-0.6% |
1.2560 |
| Low |
1.2124 |
1.2190 |
0.0066 |
0.5% |
1.2169 |
| Close |
1.2271 |
1.2253 |
-0.0018 |
-0.1% |
1.2336 |
| Range |
0.0244 |
0.0098 |
-0.0146 |
-59.8% |
0.0391 |
| ATR |
0.0204 |
0.0196 |
-0.0008 |
-3.7% |
0.0000 |
| Volume |
9,779 |
11,850 |
2,071 |
21.2% |
27,464 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2538 |
1.2493 |
1.2307 |
|
| R3 |
1.2440 |
1.2395 |
1.2280 |
|
| R2 |
1.2342 |
1.2342 |
1.2271 |
|
| R1 |
1.2297 |
1.2297 |
1.2262 |
1.2320 |
| PP |
1.2244 |
1.2244 |
1.2244 |
1.2255 |
| S1 |
1.2199 |
1.2199 |
1.2244 |
1.2222 |
| S2 |
1.2146 |
1.2146 |
1.2235 |
|
| S3 |
1.2048 |
1.2101 |
1.2226 |
|
| S4 |
1.1950 |
1.2003 |
1.2199 |
|
|
| 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% |
0.0194 |
1.6% |
38% |
False |
False |
8,172 |
| 10 |
1.2684 |
1.2124 |
0.0560 |
4.6% |
0.0213 |
1.7% |
23% |
False |
False |
6,847 |
| 20 |
1.3101 |
1.2124 |
0.0977 |
8.0% |
0.0215 |
1.8% |
13% |
False |
False |
5,252 |
| 40 |
1.3686 |
1.2124 |
0.1562 |
12.7% |
0.0169 |
1.4% |
8% |
False |
False |
3,200 |
| 60 |
1.3812 |
1.2124 |
0.1688 |
13.8% |
0.0151 |
1.2% |
8% |
False |
False |
2,272 |
| 80 |
1.3812 |
1.2124 |
0.1688 |
13.8% |
0.0122 |
1.0% |
8% |
False |
False |
1,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2705 |
|
2.618 |
1.2545 |
|
1.618 |
1.2447 |
|
1.000 |
1.2386 |
|
0.618 |
1.2349 |
|
HIGH |
1.2288 |
|
0.618 |
1.2251 |
|
0.500 |
1.2239 |
|
0.382 |
1.2227 |
|
LOW |
1.2190 |
|
0.618 |
1.2129 |
|
1.000 |
1.2092 |
|
1.618 |
1.2031 |
|
2.618 |
1.1933 |
|
4.250 |
1.1774 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2248 |
1.2296 |
| PP |
1.2244 |
1.2281 |
| S1 |
1.2239 |
1.2267 |
|