CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2305 |
1.2402 |
0.0097 |
0.8% |
1.2178 |
| High |
1.2425 |
1.2425 |
0.0000 |
0.0% |
1.2425 |
| Low |
1.2266 |
1.2378 |
0.0112 |
0.9% |
1.2178 |
| Close |
1.2397 |
1.2379 |
-0.0018 |
-0.1% |
1.2379 |
| Range |
0.0159 |
0.0047 |
-0.0112 |
-70.4% |
0.0247 |
| ATR |
0.0144 |
0.0138 |
-0.0007 |
-4.8% |
0.0000 |
| Volume |
95 |
251 |
156 |
164.2% |
574 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2535 |
1.2504 |
1.2405 |
|
| R3 |
1.2488 |
1.2457 |
1.2392 |
|
| R2 |
1.2441 |
1.2441 |
1.2388 |
|
| R1 |
1.2410 |
1.2410 |
1.2383 |
1.2402 |
| PP |
1.2394 |
1.2394 |
1.2394 |
1.2390 |
| S1 |
1.2363 |
1.2363 |
1.2375 |
1.2355 |
| S2 |
1.2347 |
1.2347 |
1.2370 |
|
| S3 |
1.2300 |
1.2316 |
1.2366 |
|
| S4 |
1.2253 |
1.2269 |
1.2353 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3068 |
1.2971 |
1.2515 |
|
| R3 |
1.2821 |
1.2724 |
1.2447 |
|
| R2 |
1.2574 |
1.2574 |
1.2424 |
|
| R1 |
1.2477 |
1.2477 |
1.2402 |
1.2526 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2352 |
| S1 |
1.2230 |
1.2230 |
1.2356 |
1.2279 |
| S2 |
1.2080 |
1.2080 |
1.2334 |
|
| S3 |
1.1833 |
1.1983 |
1.2311 |
|
| S4 |
1.1586 |
1.1736 |
1.2243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2425 |
1.2178 |
0.0247 |
2.0% |
0.0116 |
0.9% |
81% |
True |
False |
114 |
| 10 |
1.2425 |
1.1922 |
0.0503 |
4.1% |
0.0096 |
0.8% |
91% |
True |
False |
110 |
| 20 |
1.2760 |
1.1922 |
0.0838 |
6.8% |
0.0116 |
0.9% |
55% |
False |
False |
79 |
| 40 |
1.3386 |
1.1922 |
0.1464 |
11.8% |
0.0118 |
1.0% |
31% |
False |
False |
57 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.8% |
0.0083 |
0.7% |
27% |
False |
False |
40 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.9% |
0.0064 |
0.5% |
25% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2625 |
|
2.618 |
1.2548 |
|
1.618 |
1.2501 |
|
1.000 |
1.2472 |
|
0.618 |
1.2454 |
|
HIGH |
1.2425 |
|
0.618 |
1.2407 |
|
0.500 |
1.2402 |
|
0.382 |
1.2396 |
|
LOW |
1.2378 |
|
0.618 |
1.2349 |
|
1.000 |
1.2331 |
|
1.618 |
1.2302 |
|
2.618 |
1.2255 |
|
4.250 |
1.2178 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2402 |
1.2368 |
| PP |
1.2394 |
1.2357 |
| S1 |
1.2387 |
1.2346 |
|