CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2286 |
1.2198 |
-0.0088 |
-0.7% |
1.2439 |
| High |
1.2296 |
1.2311 |
0.0015 |
0.1% |
1.2477 |
| Low |
1.2157 |
1.2172 |
0.0015 |
0.1% |
1.2216 |
| Close |
1.2214 |
1.2248 |
0.0034 |
0.3% |
1.2393 |
| Range |
0.0139 |
0.0139 |
0.0000 |
0.0% |
0.0261 |
| ATR |
0.0155 |
0.0154 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
250,731 |
330,210 |
79,479 |
31.7% |
1,385,940 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2661 |
1.2593 |
1.2324 |
|
| R3 |
1.2522 |
1.2454 |
1.2286 |
|
| R2 |
1.2383 |
1.2383 |
1.2273 |
|
| R1 |
1.2315 |
1.2315 |
1.2261 |
1.2349 |
| PP |
1.2244 |
1.2244 |
1.2244 |
1.2261 |
| S1 |
1.2176 |
1.2176 |
1.2235 |
1.2210 |
| S2 |
1.2105 |
1.2105 |
1.2223 |
|
| S3 |
1.1966 |
1.2037 |
1.2210 |
|
| S4 |
1.1827 |
1.1898 |
1.2172 |
|
|
| 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 |
1.2404 |
1.2157 |
0.0247 |
2.0% |
0.0136 |
1.1% |
37% |
False |
False |
307,205 |
| 10 |
1.2477 |
1.2157 |
0.0320 |
2.6% |
0.0132 |
1.1% |
28% |
False |
False |
283,976 |
| 20 |
1.2477 |
1.1884 |
0.0593 |
4.8% |
0.0145 |
1.2% |
61% |
False |
False |
214,685 |
| 40 |
1.3101 |
1.1884 |
0.1217 |
9.9% |
0.0180 |
1.5% |
30% |
False |
False |
109,969 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.7% |
0.0161 |
1.3% |
20% |
False |
False |
73,695 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.7% |
0.0149 |
1.2% |
19% |
False |
False |
55,375 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.7% |
0.0126 |
1.0% |
19% |
False |
False |
44,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2902 |
|
2.618 |
1.2675 |
|
1.618 |
1.2536 |
|
1.000 |
1.2450 |
|
0.618 |
1.2397 |
|
HIGH |
1.2311 |
|
0.618 |
1.2258 |
|
0.500 |
1.2242 |
|
0.382 |
1.2225 |
|
LOW |
1.2172 |
|
0.618 |
1.2086 |
|
1.000 |
1.2033 |
|
1.618 |
1.1947 |
|
2.618 |
1.1808 |
|
4.250 |
1.1581 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2246 |
1.2281 |
| PP |
1.2244 |
1.2270 |
| S1 |
1.2242 |
1.2259 |
|