CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2250 |
1.2245 |
-0.0005 |
0.0% |
1.2545 |
| High |
1.2276 |
1.2245 |
-0.0031 |
-0.3% |
1.2545 |
| Low |
1.2200 |
1.2169 |
-0.0031 |
-0.3% |
1.2231 |
| Close |
1.2264 |
1.2199 |
-0.0065 |
-0.5% |
1.2348 |
| Range |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0314 |
| ATR |
0.0153 |
0.0149 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
70 |
105 |
35 |
50.0% |
205 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2432 |
1.2392 |
1.2241 |
|
| R3 |
1.2356 |
1.2316 |
1.2220 |
|
| R2 |
1.2280 |
1.2280 |
1.2213 |
|
| R1 |
1.2240 |
1.2240 |
1.2206 |
1.2222 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2196 |
| S1 |
1.2164 |
1.2164 |
1.2192 |
1.2146 |
| S2 |
1.2128 |
1.2128 |
1.2185 |
|
| S3 |
1.2052 |
1.2088 |
1.2178 |
|
| S4 |
1.1976 |
1.2012 |
1.2157 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3317 |
1.3146 |
1.2521 |
|
| R3 |
1.3003 |
1.2832 |
1.2434 |
|
| R2 |
1.2689 |
1.2689 |
1.2406 |
|
| R1 |
1.2518 |
1.2518 |
1.2377 |
1.2447 |
| PP |
1.2375 |
1.2375 |
1.2375 |
1.2339 |
| S1 |
1.2204 |
1.2204 |
1.2319 |
1.2133 |
| S2 |
1.2061 |
1.2061 |
1.2290 |
|
| S3 |
1.1747 |
1.1890 |
1.2262 |
|
| S4 |
1.1433 |
1.1576 |
1.2175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2397 |
1.2123 |
0.0274 |
2.2% |
0.0096 |
0.8% |
28% |
False |
False |
37 |
| 10 |
1.2760 |
1.2123 |
0.0637 |
5.2% |
0.0137 |
1.1% |
12% |
False |
False |
61 |
| 20 |
1.3112 |
1.2123 |
0.0989 |
8.1% |
0.0149 |
1.2% |
8% |
False |
False |
56 |
| 40 |
1.3625 |
1.2123 |
0.1502 |
12.3% |
0.0092 |
0.8% |
5% |
False |
False |
31 |
| 60 |
1.3765 |
1.2123 |
0.1642 |
13.5% |
0.0066 |
0.5% |
5% |
False |
False |
22 |
| 80 |
1.3765 |
1.2123 |
0.1642 |
13.5% |
0.0051 |
0.4% |
5% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2568 |
|
2.618 |
1.2444 |
|
1.618 |
1.2368 |
|
1.000 |
1.2321 |
|
0.618 |
1.2292 |
|
HIGH |
1.2245 |
|
0.618 |
1.2216 |
|
0.500 |
1.2207 |
|
0.382 |
1.2198 |
|
LOW |
1.2169 |
|
0.618 |
1.2122 |
|
1.000 |
1.2093 |
|
1.618 |
1.2046 |
|
2.618 |
1.1970 |
|
4.250 |
1.1846 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2207 |
1.2233 |
| PP |
1.2204 |
1.2221 |
| S1 |
1.2202 |
1.2210 |
|