CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2312 |
1.2387 |
0.0075 |
0.6% |
1.2128 |
| High |
1.2423 |
1.2426 |
0.0003 |
0.0% |
1.2426 |
| Low |
1.2251 |
1.2362 |
0.0111 |
0.9% |
1.2124 |
| Close |
1.2387 |
1.2371 |
-0.0016 |
-0.1% |
1.2371 |
| Range |
0.0172 |
0.0064 |
-0.0108 |
-62.8% |
0.0302 |
| ATR |
0.0177 |
0.0168 |
-0.0008 |
-4.6% |
0.0000 |
| Volume |
256,776 |
316,888 |
60,112 |
23.4% |
1,476,303 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2578 |
1.2539 |
1.2406 |
|
| R3 |
1.2514 |
1.2475 |
1.2389 |
|
| R2 |
1.2450 |
1.2450 |
1.2383 |
|
| R1 |
1.2411 |
1.2411 |
1.2377 |
1.2399 |
| PP |
1.2386 |
1.2386 |
1.2386 |
1.2380 |
| S1 |
1.2347 |
1.2347 |
1.2365 |
1.2335 |
| S2 |
1.2322 |
1.2322 |
1.2359 |
|
| S3 |
1.2258 |
1.2283 |
1.2353 |
|
| S4 |
1.2194 |
1.2219 |
1.2336 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3213 |
1.3094 |
1.2537 |
|
| R3 |
1.2911 |
1.2792 |
1.2454 |
|
| R2 |
1.2609 |
1.2609 |
1.2426 |
|
| R1 |
1.2490 |
1.2490 |
1.2399 |
1.2550 |
| PP |
1.2307 |
1.2307 |
1.2307 |
1.2337 |
| S1 |
1.2188 |
1.2188 |
1.2343 |
1.2248 |
| S2 |
1.2005 |
1.2005 |
1.2316 |
|
| S3 |
1.1703 |
1.1886 |
1.2288 |
|
| S4 |
1.1401 |
1.1584 |
1.2205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2426 |
1.2124 |
0.0302 |
2.4% |
0.0141 |
1.1% |
82% |
True |
False |
295,260 |
| 10 |
1.2426 |
1.1884 |
0.0542 |
4.4% |
0.0138 |
1.1% |
90% |
True |
False |
199,864 |
| 20 |
1.2684 |
1.1884 |
0.0800 |
6.5% |
0.0168 |
1.4% |
61% |
False |
False |
104,096 |
| 40 |
1.3415 |
1.1884 |
0.1531 |
12.4% |
0.0185 |
1.5% |
32% |
False |
False |
53,692 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.6% |
0.0159 |
1.3% |
27% |
False |
False |
35,999 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.6% |
0.0140 |
1.1% |
25% |
False |
False |
27,057 |
| 100 |
1.3961 |
1.1884 |
0.2077 |
16.8% |
0.0117 |
0.9% |
23% |
False |
False |
21,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2698 |
|
2.618 |
1.2594 |
|
1.618 |
1.2530 |
|
1.000 |
1.2490 |
|
0.618 |
1.2466 |
|
HIGH |
1.2426 |
|
0.618 |
1.2402 |
|
0.500 |
1.2394 |
|
0.382 |
1.2386 |
|
LOW |
1.2362 |
|
0.618 |
1.2322 |
|
1.000 |
1.2298 |
|
1.618 |
1.2258 |
|
2.618 |
1.2194 |
|
4.250 |
1.2090 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2394 |
1.2360 |
| PP |
1.2386 |
1.2349 |
| S1 |
1.2379 |
1.2339 |
|