CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2239 |
1.2519 |
0.0280 |
2.3% |
1.2384 |
| High |
1.2545 |
1.2617 |
0.0072 |
0.6% |
1.2617 |
| Low |
1.2197 |
1.2486 |
0.0289 |
2.4% |
1.2157 |
| Close |
1.2481 |
1.2557 |
0.0076 |
0.6% |
1.2557 |
| Range |
0.0348 |
0.0131 |
-0.0217 |
-62.4% |
0.0460 |
| ATR |
0.0168 |
0.0166 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
345,791 |
480,784 |
134,993 |
39.0% |
1,706,731 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2946 |
1.2883 |
1.2629 |
|
| R3 |
1.2815 |
1.2752 |
1.2593 |
|
| R2 |
1.2684 |
1.2684 |
1.2581 |
|
| R1 |
1.2621 |
1.2621 |
1.2569 |
1.2653 |
| PP |
1.2553 |
1.2553 |
1.2553 |
1.2569 |
| S1 |
1.2490 |
1.2490 |
1.2545 |
1.2522 |
| S2 |
1.2422 |
1.2422 |
1.2533 |
|
| S3 |
1.2291 |
1.2359 |
1.2521 |
|
| S4 |
1.2160 |
1.2228 |
1.2485 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3824 |
1.3650 |
1.2810 |
|
| R3 |
1.3364 |
1.3190 |
1.2684 |
|
| R2 |
1.2904 |
1.2904 |
1.2641 |
|
| R1 |
1.2730 |
1.2730 |
1.2599 |
1.2817 |
| PP |
1.2444 |
1.2444 |
1.2444 |
1.2487 |
| S1 |
1.2270 |
1.2270 |
1.2515 |
1.2357 |
| S2 |
1.1984 |
1.1984 |
1.2473 |
|
| S3 |
1.1524 |
1.1810 |
1.2431 |
|
| S4 |
1.1064 |
1.1350 |
1.2304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2617 |
1.2157 |
0.0460 |
3.7% |
0.0178 |
1.4% |
87% |
True |
False |
341,346 |
| 10 |
1.2617 |
1.2157 |
0.0460 |
3.7% |
0.0157 |
1.2% |
87% |
True |
False |
309,267 |
| 20 |
1.2617 |
1.1884 |
0.0733 |
5.8% |
0.0147 |
1.2% |
92% |
True |
False |
254,565 |
| 40 |
1.3101 |
1.1884 |
0.1217 |
9.7% |
0.0179 |
1.4% |
55% |
False |
False |
130,436 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.4% |
0.0167 |
1.3% |
37% |
False |
False |
87,456 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.4% |
0.0154 |
1.2% |
35% |
False |
False |
65,707 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.4% |
0.0131 |
1.0% |
35% |
False |
False |
52,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3174 |
|
2.618 |
1.2960 |
|
1.618 |
1.2829 |
|
1.000 |
1.2748 |
|
0.618 |
1.2698 |
|
HIGH |
1.2617 |
|
0.618 |
1.2567 |
|
0.500 |
1.2552 |
|
0.382 |
1.2536 |
|
LOW |
1.2486 |
|
0.618 |
1.2405 |
|
1.000 |
1.2355 |
|
1.618 |
1.2274 |
|
2.618 |
1.2143 |
|
4.250 |
1.1929 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2555 |
1.2503 |
| PP |
1.2553 |
1.2449 |
| S1 |
1.2552 |
1.2395 |
|