CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2317 |
1.2337 |
0.0020 |
0.2% |
1.2439 |
| High |
1.2395 |
1.2402 |
0.0007 |
0.1% |
1.2477 |
| Low |
1.2268 |
1.2260 |
-0.0008 |
-0.1% |
1.2216 |
| Close |
1.2338 |
1.2393 |
0.0055 |
0.4% |
1.2393 |
| Range |
0.0127 |
0.0142 |
0.0015 |
11.8% |
0.0261 |
| ATR |
0.0159 |
0.0158 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
312,742 |
343,129 |
30,387 |
9.7% |
1,385,940 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2778 |
1.2727 |
1.2471 |
|
| R3 |
1.2636 |
1.2585 |
1.2432 |
|
| R2 |
1.2494 |
1.2494 |
1.2419 |
|
| R1 |
1.2443 |
1.2443 |
1.2406 |
1.2469 |
| PP |
1.2352 |
1.2352 |
1.2352 |
1.2364 |
| S1 |
1.2301 |
1.2301 |
1.2380 |
1.2327 |
| S2 |
1.2210 |
1.2210 |
1.2367 |
|
| S3 |
1.2068 |
1.2159 |
1.2354 |
|
| S4 |
1.1926 |
1.2017 |
1.2315 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3145 |
1.3030 |
1.2537 |
|
| R3 |
1.2884 |
1.2769 |
1.2465 |
|
| R2 |
1.2623 |
1.2623 |
1.2441 |
|
| R1 |
1.2508 |
1.2508 |
1.2417 |
1.2435 |
| PP |
1.2362 |
1.2362 |
1.2362 |
1.2326 |
| S1 |
1.2247 |
1.2247 |
1.2369 |
1.2174 |
| S2 |
1.2101 |
1.2101 |
1.2345 |
|
| S3 |
1.1840 |
1.1986 |
1.2321 |
|
| S4 |
1.1579 |
1.1725 |
1.2249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2477 |
1.2216 |
0.0261 |
2.1% |
0.0135 |
1.1% |
68% |
False |
False |
277,188 |
| 10 |
1.2477 |
1.2124 |
0.0353 |
2.8% |
0.0138 |
1.1% |
76% |
False |
False |
286,224 |
| 20 |
1.2477 |
1.1884 |
0.0593 |
4.8% |
0.0151 |
1.2% |
86% |
False |
False |
172,233 |
| 40 |
1.3341 |
1.1884 |
0.1457 |
11.8% |
0.0183 |
1.5% |
35% |
False |
False |
88,055 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.5% |
0.0160 |
1.3% |
28% |
False |
False |
59,055 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.6% |
0.0144 |
1.2% |
26% |
False |
False |
44,376 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.6% |
0.0124 |
1.0% |
26% |
False |
False |
35,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3006 |
|
2.618 |
1.2774 |
|
1.618 |
1.2632 |
|
1.000 |
1.2544 |
|
0.618 |
1.2490 |
|
HIGH |
1.2402 |
|
0.618 |
1.2348 |
|
0.500 |
1.2331 |
|
0.382 |
1.2314 |
|
LOW |
1.2260 |
|
0.618 |
1.2172 |
|
1.000 |
1.2118 |
|
1.618 |
1.2030 |
|
2.618 |
1.1888 |
|
4.250 |
1.1657 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2372 |
1.2365 |
| PP |
1.2352 |
1.2337 |
| S1 |
1.2331 |
1.2309 |
|