CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2439 |
1.2330 |
-0.0109 |
-0.9% |
1.2128 |
| High |
1.2477 |
1.2362 |
-0.0115 |
-0.9% |
1.2426 |
| Low |
1.2311 |
1.2258 |
-0.0053 |
-0.4% |
1.2124 |
| Close |
1.2328 |
1.2273 |
-0.0055 |
-0.4% |
1.2371 |
| Range |
0.0166 |
0.0104 |
-0.0062 |
-37.3% |
0.0302 |
| ATR |
0.0168 |
0.0164 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
189,830 |
257,962 |
68,132 |
35.9% |
1,476,303 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2610 |
1.2545 |
1.2330 |
|
| R3 |
1.2506 |
1.2441 |
1.2302 |
|
| R2 |
1.2402 |
1.2402 |
1.2292 |
|
| R1 |
1.2337 |
1.2337 |
1.2283 |
1.2318 |
| PP |
1.2298 |
1.2298 |
1.2298 |
1.2288 |
| S1 |
1.2233 |
1.2233 |
1.2263 |
1.2214 |
| S2 |
1.2194 |
1.2194 |
1.2254 |
|
| S3 |
1.2090 |
1.2129 |
1.2244 |
|
| S4 |
1.1986 |
1.2025 |
1.2216 |
|
|
| 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 |
1.2477 |
1.2251 |
0.0226 |
1.8% |
0.0121 |
1.0% |
10% |
False |
False |
270,410 |
| 10 |
1.2477 |
1.1933 |
0.0544 |
4.4% |
0.0142 |
1.2% |
63% |
False |
False |
236,277 |
| 20 |
1.2477 |
1.1884 |
0.0593 |
4.8% |
0.0161 |
1.3% |
66% |
False |
False |
125,966 |
| 40 |
1.3415 |
1.1884 |
0.1531 |
12.5% |
0.0184 |
1.5% |
25% |
False |
False |
64,778 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.7% |
0.0160 |
1.3% |
22% |
False |
False |
43,447 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.7% |
0.0142 |
1.2% |
20% |
False |
False |
32,654 |
| 100 |
1.3940 |
1.1884 |
0.2056 |
16.8% |
0.0120 |
1.0% |
19% |
False |
False |
26,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2804 |
|
2.618 |
1.2634 |
|
1.618 |
1.2530 |
|
1.000 |
1.2466 |
|
0.618 |
1.2426 |
|
HIGH |
1.2362 |
|
0.618 |
1.2322 |
|
0.500 |
1.2310 |
|
0.382 |
1.2298 |
|
LOW |
1.2258 |
|
0.618 |
1.2194 |
|
1.000 |
1.2154 |
|
1.618 |
1.2090 |
|
2.618 |
1.1986 |
|
4.250 |
1.1816 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2310 |
1.2368 |
| PP |
1.2298 |
1.2336 |
| S1 |
1.2285 |
1.2305 |
|