CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2165 |
1.1952 |
-0.0213 |
-1.8% |
1.2283 |
| High |
1.2217 |
1.1992 |
-0.0225 |
-1.8% |
1.2357 |
| Low |
1.1955 |
1.1874 |
-0.0081 |
-0.7% |
1.1955 |
| Close |
1.1966 |
1.1936 |
-0.0030 |
-0.3% |
1.1966 |
| Range |
0.0262 |
0.0118 |
-0.0144 |
-55.0% |
0.0402 |
| ATR |
0.0204 |
0.0198 |
-0.0006 |
-3.0% |
0.0000 |
| Volume |
353,616 |
516,179 |
162,563 |
46.0% |
1,583,471 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2288 |
1.2230 |
1.2001 |
|
| R3 |
1.2170 |
1.2112 |
1.1968 |
|
| R2 |
1.2052 |
1.2052 |
1.1958 |
|
| R1 |
1.1994 |
1.1994 |
1.1947 |
1.1964 |
| PP |
1.1934 |
1.1934 |
1.1934 |
1.1919 |
| S1 |
1.1876 |
1.1876 |
1.1925 |
1.1846 |
| S2 |
1.1816 |
1.1816 |
1.1914 |
|
| S3 |
1.1698 |
1.1758 |
1.1904 |
|
| S4 |
1.1580 |
1.1640 |
1.1871 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3299 |
1.3034 |
1.2187 |
|
| R3 |
1.2897 |
1.2632 |
1.2077 |
|
| R2 |
1.2495 |
1.2495 |
1.2040 |
|
| R1 |
1.2230 |
1.2230 |
1.2003 |
1.2162 |
| PP |
1.2093 |
1.2093 |
1.2093 |
1.2058 |
| S1 |
1.1828 |
1.1828 |
1.1929 |
1.1760 |
| S2 |
1.1691 |
1.1691 |
1.1892 |
|
| S3 |
1.1289 |
1.1426 |
1.1855 |
|
| S4 |
1.0887 |
1.1024 |
1.1745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2357 |
1.1874 |
0.0483 |
4.0% |
0.0180 |
1.5% |
13% |
False |
True |
419,930 |
| 10 |
1.2565 |
1.1874 |
0.0691 |
5.8% |
0.0194 |
1.6% |
9% |
False |
True |
404,516 |
| 20 |
1.3097 |
1.1874 |
0.1223 |
10.2% |
0.0211 |
1.8% |
5% |
False |
True |
454,963 |
| 40 |
1.3694 |
1.1874 |
0.1820 |
15.2% |
0.0182 |
1.5% |
3% |
False |
True |
423,518 |
| 60 |
1.3819 |
1.1874 |
0.1945 |
16.3% |
0.0163 |
1.4% |
3% |
False |
True |
375,759 |
| 80 |
1.3819 |
1.1874 |
0.1945 |
16.3% |
0.0159 |
1.3% |
3% |
False |
True |
285,491 |
| 100 |
1.4569 |
1.1874 |
0.2695 |
22.6% |
0.0152 |
1.3% |
2% |
False |
True |
228,498 |
| 120 |
1.4649 |
1.1874 |
0.2775 |
23.2% |
0.0146 |
1.2% |
2% |
False |
True |
190,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2494 |
|
2.618 |
1.2301 |
|
1.618 |
1.2183 |
|
1.000 |
1.2110 |
|
0.618 |
1.2065 |
|
HIGH |
1.1992 |
|
0.618 |
1.1947 |
|
0.500 |
1.1933 |
|
0.382 |
1.1919 |
|
LOW |
1.1874 |
|
0.618 |
1.1801 |
|
1.000 |
1.1756 |
|
1.618 |
1.1683 |
|
2.618 |
1.1565 |
|
4.250 |
1.1373 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1935 |
1.2101 |
| PP |
1.1934 |
1.2046 |
| S1 |
1.1933 |
1.1991 |
|