CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1972 |
1.1990 |
0.0018 |
0.2% |
1.2293 |
| High |
1.2083 |
1.2152 |
0.0069 |
0.6% |
1.2368 |
| Low |
1.1933 |
1.1966 |
0.0033 |
0.3% |
1.1966 |
| Close |
1.1994 |
1.2105 |
0.0111 |
0.9% |
1.1977 |
| Range |
0.0150 |
0.0186 |
0.0036 |
24.0% |
0.0402 |
| ATR |
0.0185 |
0.0185 |
0.0000 |
0.0% |
0.0000 |
| Volume |
82,858 |
121,642 |
38,784 |
46.8% |
50,600 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2632 |
1.2555 |
1.2207 |
|
| R3 |
1.2446 |
1.2369 |
1.2156 |
|
| R2 |
1.2260 |
1.2260 |
1.2139 |
|
| R1 |
1.2183 |
1.2183 |
1.2122 |
1.2222 |
| PP |
1.2074 |
1.2074 |
1.2074 |
1.2094 |
| S1 |
1.1997 |
1.1997 |
1.2088 |
1.2036 |
| S2 |
1.1888 |
1.1888 |
1.2071 |
|
| S3 |
1.1702 |
1.1811 |
1.2054 |
|
| S4 |
1.1516 |
1.1625 |
1.2003 |
|
|
| 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 |
1.2227 |
1.1884 |
0.0343 |
2.8% |
0.0165 |
1.4% |
64% |
False |
False |
61,689 |
| 10 |
1.2467 |
1.1884 |
0.0583 |
4.8% |
0.0177 |
1.5% |
38% |
False |
False |
35,329 |
| 20 |
1.2693 |
1.1884 |
0.0809 |
6.7% |
0.0199 |
1.6% |
27% |
False |
False |
19,984 |
| 40 |
1.3665 |
1.1884 |
0.1781 |
14.7% |
0.0180 |
1.5% |
12% |
False |
False |
11,051 |
| 60 |
1.3738 |
1.1884 |
0.1854 |
15.3% |
0.0158 |
1.3% |
12% |
False |
False |
7,541 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.9% |
0.0133 |
1.1% |
11% |
False |
False |
5,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2943 |
|
2.618 |
1.2639 |
|
1.618 |
1.2453 |
|
1.000 |
1.2338 |
|
0.618 |
1.2267 |
|
HIGH |
1.2152 |
|
0.618 |
1.2081 |
|
0.500 |
1.2059 |
|
0.382 |
1.2037 |
|
LOW |
1.1966 |
|
0.618 |
1.1851 |
|
1.000 |
1.1780 |
|
1.618 |
1.1665 |
|
2.618 |
1.1479 |
|
4.250 |
1.1176 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2090 |
1.2081 |
| PP |
1.2074 |
1.2057 |
| S1 |
1.2059 |
1.2033 |
|