CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2118 |
1.2128 |
0.0010 |
0.1% |
1.1961 |
| High |
1.2164 |
1.2309 |
0.0145 |
1.2% |
1.2164 |
| Low |
1.2054 |
1.2124 |
0.0070 |
0.6% |
1.1884 |
| Close |
1.2084 |
1.2251 |
0.0167 |
1.4% |
1.2084 |
| Range |
0.0110 |
0.0185 |
0.0075 |
68.2% |
0.0280 |
| ATR |
0.0179 |
0.0183 |
0.0003 |
1.8% |
0.0000 |
| Volume |
234,182 |
266,377 |
32,195 |
13.7% |
522,343 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2783 |
1.2702 |
1.2353 |
|
| R3 |
1.2598 |
1.2517 |
1.2302 |
|
| R2 |
1.2413 |
1.2413 |
1.2285 |
|
| R1 |
1.2332 |
1.2332 |
1.2268 |
1.2373 |
| PP |
1.2228 |
1.2228 |
1.2228 |
1.2248 |
| S1 |
1.2147 |
1.2147 |
1.2234 |
1.2188 |
| S2 |
1.2043 |
1.2043 |
1.2217 |
|
| S3 |
1.1858 |
1.1962 |
1.2200 |
|
| S4 |
1.1673 |
1.1777 |
1.2149 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2884 |
1.2764 |
1.2238 |
|
| R3 |
1.2604 |
1.2484 |
1.2161 |
|
| R2 |
1.2324 |
1.2324 |
1.2135 |
|
| R1 |
1.2204 |
1.2204 |
1.2110 |
1.2264 |
| PP |
1.2044 |
1.2044 |
1.2044 |
1.2074 |
| S1 |
1.1924 |
1.1924 |
1.2058 |
1.1984 |
| S2 |
1.1764 |
1.1764 |
1.2033 |
|
| S3 |
1.1484 |
1.1644 |
1.2007 |
|
| S4 |
1.1204 |
1.1364 |
1.1930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2309 |
1.1913 |
0.0396 |
3.2% |
0.0148 |
1.2% |
85% |
True |
False |
151,048 |
| 10 |
1.2368 |
1.1884 |
0.0484 |
4.0% |
0.0163 |
1.3% |
76% |
False |
False |
83,932 |
| 20 |
1.2684 |
1.1884 |
0.0800 |
6.5% |
0.0194 |
1.6% |
46% |
False |
False |
44,783 |
| 40 |
1.3516 |
1.1884 |
0.1632 |
13.3% |
0.0182 |
1.5% |
22% |
False |
False |
23,510 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.7% |
0.0158 |
1.3% |
20% |
False |
False |
15,855 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.7% |
0.0136 |
1.1% |
19% |
False |
False |
11,936 |
| 100 |
1.4136 |
1.1884 |
0.2252 |
18.4% |
0.0112 |
0.9% |
16% |
False |
False |
9,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3095 |
|
2.618 |
1.2793 |
|
1.618 |
1.2608 |
|
1.000 |
1.2494 |
|
0.618 |
1.2423 |
|
HIGH |
1.2309 |
|
0.618 |
1.2238 |
|
0.500 |
1.2217 |
|
0.382 |
1.2195 |
|
LOW |
1.2124 |
|
0.618 |
1.2010 |
|
1.000 |
1.1939 |
|
1.618 |
1.1825 |
|
2.618 |
1.1640 |
|
4.250 |
1.1338 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2240 |
1.2213 |
| PP |
1.2228 |
1.2175 |
| S1 |
1.2217 |
1.2138 |
|