CME Euro FX (E) Future September 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 |
1.2264 |
1.2175 |
-0.0089 |
-0.7% |
1.2293 |
| High |
1.2339 |
1.2227 |
-0.0112 |
-0.9% |
1.2368 |
| Low |
1.2165 |
1.1966 |
-0.0199 |
-1.6% |
1.1966 |
| Close |
1.2189 |
1.1977 |
-0.0212 |
-1.7% |
1.1977 |
| Range |
0.0174 |
0.0261 |
0.0087 |
50.0% |
0.0402 |
| ATR |
0.0195 |
0.0199 |
0.0005 |
2.4% |
0.0000 |
| Volume |
8,687 |
20,284 |
11,597 |
133.5% |
50,600 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2840 |
1.2669 |
1.2121 |
|
| R3 |
1.2579 |
1.2408 |
1.2049 |
|
| R2 |
1.2318 |
1.2318 |
1.2025 |
|
| R1 |
1.2147 |
1.2147 |
1.2001 |
1.2102 |
| PP |
1.2057 |
1.2057 |
1.2057 |
1.2034 |
| S1 |
1.1886 |
1.1886 |
1.1953 |
1.1841 |
| S2 |
1.1796 |
1.1796 |
1.1929 |
|
| S3 |
1.1535 |
1.1625 |
1.1905 |
|
| S4 |
1.1274 |
1.1364 |
1.1833 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3310 |
1.3045 |
1.2198 |
|
| R3 |
1.2908 |
1.2643 |
1.2088 |
|
| R2 |
1.2506 |
1.2506 |
1.2051 |
|
| R1 |
1.2241 |
1.2241 |
1.2014 |
1.2173 |
| PP |
1.2104 |
1.2104 |
1.2104 |
1.2069 |
| S1 |
1.1839 |
1.1839 |
1.1940 |
1.1771 |
| S2 |
1.1702 |
1.1702 |
1.1903 |
|
| S3 |
1.1300 |
1.1437 |
1.1866 |
|
| S4 |
1.0898 |
1.1035 |
1.1756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2467 |
1.1966 |
0.0501 |
4.2% |
0.0193 |
1.6% |
2% |
False |
True |
12,015 |
| 10 |
1.2684 |
1.1966 |
0.0718 |
6.0% |
0.0198 |
1.7% |
2% |
False |
True |
8,329 |
| 20 |
1.3101 |
1.1966 |
0.1135 |
9.5% |
0.0211 |
1.8% |
1% |
False |
True |
6,306 |
| 40 |
1.3686 |
1.1966 |
0.1720 |
14.4% |
0.0177 |
1.5% |
1% |
False |
True |
3,901 |
| 60 |
1.3812 |
1.1966 |
0.1846 |
15.4% |
0.0156 |
1.3% |
1% |
False |
True |
2,754 |
| 80 |
1.3812 |
1.1966 |
0.1846 |
15.4% |
0.0127 |
1.1% |
1% |
False |
True |
2,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3336 |
|
2.618 |
1.2910 |
|
1.618 |
1.2649 |
|
1.000 |
1.2488 |
|
0.618 |
1.2388 |
|
HIGH |
1.2227 |
|
0.618 |
1.2127 |
|
0.500 |
1.2097 |
|
0.382 |
1.2066 |
|
LOW |
1.1966 |
|
0.618 |
1.1805 |
|
1.000 |
1.1705 |
|
1.618 |
1.1544 |
|
2.618 |
1.1283 |
|
4.250 |
1.0857 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2097 |
1.2153 |
| PP |
1.2057 |
1.2094 |
| S1 |
1.2017 |
1.2036 |
|