CME Euro FX (E) Future June 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 |
1.2216 |
1.2250 |
0.0034 |
0.3% |
1.2550 |
| High |
1.2276 |
1.2328 |
0.0052 |
0.4% |
1.2565 |
| Low |
1.2175 |
1.2152 |
-0.0023 |
-0.2% |
1.2155 |
| Close |
1.2240 |
1.2178 |
-0.0062 |
-0.5% |
1.2324 |
| Range |
0.0101 |
0.0176 |
0.0075 |
74.3% |
0.0410 |
| ATR |
0.0201 |
0.0200 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
530,192 |
333,002 |
-197,190 |
-37.2% |
1,945,519 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2747 |
1.2639 |
1.2275 |
|
| R3 |
1.2571 |
1.2463 |
1.2226 |
|
| R2 |
1.2395 |
1.2395 |
1.2210 |
|
| R1 |
1.2287 |
1.2287 |
1.2194 |
1.2253 |
| PP |
1.2219 |
1.2219 |
1.2219 |
1.2203 |
| S1 |
1.2111 |
1.2111 |
1.2162 |
1.2077 |
| S2 |
1.2043 |
1.2043 |
1.2146 |
|
| S3 |
1.1867 |
1.1935 |
1.2130 |
|
| S4 |
1.1691 |
1.1759 |
1.2081 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3578 |
1.3361 |
1.2550 |
|
| R3 |
1.3168 |
1.2951 |
1.2437 |
|
| R2 |
1.2758 |
1.2758 |
1.2399 |
|
| R1 |
1.2541 |
1.2541 |
1.2362 |
1.2445 |
| PP |
1.2348 |
1.2348 |
1.2348 |
1.2300 |
| S1 |
1.2131 |
1.2131 |
1.2286 |
1.2035 |
| S2 |
1.1938 |
1.1938 |
1.2249 |
|
| S3 |
1.1528 |
1.1721 |
1.2211 |
|
| S4 |
1.1118 |
1.1311 |
1.2099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2456 |
1.2112 |
0.0344 |
2.8% |
0.0191 |
1.6% |
19% |
False |
False |
412,536 |
| 10 |
1.2674 |
1.2112 |
0.0562 |
4.6% |
0.0207 |
1.7% |
12% |
False |
False |
441,885 |
| 20 |
1.3097 |
1.2112 |
0.0985 |
8.1% |
0.0219 |
1.8% |
7% |
False |
False |
481,409 |
| 40 |
1.3694 |
1.2112 |
0.1582 |
13.0% |
0.0178 |
1.5% |
4% |
False |
False |
416,846 |
| 60 |
1.3819 |
1.2112 |
0.1707 |
14.0% |
0.0160 |
1.3% |
4% |
False |
False |
363,846 |
| 80 |
1.3834 |
1.2112 |
0.1722 |
14.1% |
0.0158 |
1.3% |
4% |
False |
False |
274,641 |
| 100 |
1.4569 |
1.2112 |
0.2457 |
20.2% |
0.0150 |
1.2% |
3% |
False |
False |
219,809 |
| 120 |
1.4715 |
1.2112 |
0.2603 |
21.4% |
0.0144 |
1.2% |
3% |
False |
False |
183,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3076 |
|
2.618 |
1.2789 |
|
1.618 |
1.2613 |
|
1.000 |
1.2504 |
|
0.618 |
1.2437 |
|
HIGH |
1.2328 |
|
0.618 |
1.2261 |
|
0.500 |
1.2240 |
|
0.382 |
1.2219 |
|
LOW |
1.2152 |
|
0.618 |
1.2043 |
|
1.000 |
1.1976 |
|
1.618 |
1.1867 |
|
2.618 |
1.1691 |
|
4.250 |
1.1404 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2240 |
1.2235 |
| PP |
1.2219 |
1.2216 |
| S1 |
1.2199 |
1.2197 |
|