CME Euro FX (E) Future September 2010
Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1.2330 |
1.2312 |
-0.0018 |
-0.1% |
1.1961 |
High |
1.2363 |
1.2423 |
0.0060 |
0.5% |
1.2164 |
Low |
1.2263 |
1.2251 |
-0.0012 |
-0.1% |
1.1884 |
Close |
1.2322 |
1.2387 |
0.0065 |
0.5% |
1.2084 |
Range |
0.0100 |
0.0172 |
0.0072 |
72.0% |
0.0280 |
ATR |
0.0177 |
0.0177 |
0.0000 |
-0.2% |
0.0000 |
Volume |
330,596 |
256,776 |
-73,820 |
-22.3% |
522,343 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2870 |
1.2800 |
1.2482 |
|
R3 |
1.2698 |
1.2628 |
1.2434 |
|
R2 |
1.2526 |
1.2526 |
1.2419 |
|
R1 |
1.2456 |
1.2456 |
1.2403 |
1.2491 |
PP |
1.2354 |
1.2354 |
1.2354 |
1.2371 |
S1 |
1.2284 |
1.2284 |
1.2371 |
1.2319 |
S2 |
1.2182 |
1.2182 |
1.2355 |
|
S3 |
1.2010 |
1.2112 |
1.2340 |
|
S4 |
1.1838 |
1.1940 |
1.2292 |
|
|
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 |
1.2423 |
1.2054 |
0.0369 |
3.0% |
0.0150 |
1.2% |
90% |
True |
False |
278,719 |
10 |
1.2423 |
1.1884 |
0.0539 |
4.4% |
0.0157 |
1.3% |
93% |
True |
False |
170,204 |
20 |
1.2684 |
1.1884 |
0.0800 |
6.5% |
0.0180 |
1.5% |
63% |
False |
False |
88,586 |
40 |
1.3419 |
1.1884 |
0.1535 |
12.4% |
0.0187 |
1.5% |
33% |
False |
False |
45,788 |
60 |
1.3686 |
1.1884 |
0.1802 |
14.5% |
0.0160 |
1.3% |
28% |
False |
False |
30,726 |
80 |
1.3812 |
1.1884 |
0.1928 |
15.6% |
0.0139 |
1.1% |
26% |
False |
False |
23,096 |
100 |
1.4019 |
1.1884 |
0.2135 |
17.2% |
0.0117 |
0.9% |
24% |
False |
False |
18,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3154 |
2.618 |
1.2873 |
1.618 |
1.2701 |
1.000 |
1.2595 |
0.618 |
1.2529 |
HIGH |
1.2423 |
0.618 |
1.2357 |
0.500 |
1.2337 |
0.382 |
1.2317 |
LOW |
1.2251 |
0.618 |
1.2145 |
1.000 |
1.2079 |
1.618 |
1.1973 |
2.618 |
1.1801 |
4.250 |
1.1520 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1.2370 |
1.2358 |
PP |
1.2354 |
1.2329 |
S1 |
1.2337 |
1.2300 |
|