CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1952 |
1.1919 |
-0.0033 |
-0.3% |
1.2283 |
| High |
1.1992 |
1.2010 |
0.0018 |
0.2% |
1.2357 |
| Low |
1.1874 |
1.1902 |
0.0028 |
0.2% |
1.1955 |
| Close |
1.1936 |
1.1924 |
-0.0012 |
-0.1% |
1.1966 |
| Range |
0.0118 |
0.0108 |
-0.0010 |
-8.5% |
0.0402 |
| ATR |
0.0198 |
0.0191 |
-0.0006 |
-3.2% |
0.0000 |
| Volume |
516,179 |
373,148 |
-143,031 |
-27.7% |
1,583,471 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2269 |
1.2205 |
1.1983 |
|
| R3 |
1.2161 |
1.2097 |
1.1954 |
|
| R2 |
1.2053 |
1.2053 |
1.1944 |
|
| R1 |
1.1989 |
1.1989 |
1.1934 |
1.2021 |
| PP |
1.1945 |
1.1945 |
1.1945 |
1.1962 |
| S1 |
1.1881 |
1.1881 |
1.1914 |
1.1913 |
| S2 |
1.1837 |
1.1837 |
1.1904 |
|
| S3 |
1.1729 |
1.1773 |
1.1894 |
|
| S4 |
1.1621 |
1.1665 |
1.1865 |
|
|
| 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 |
1.2328 |
1.1874 |
0.0454 |
3.8% |
0.0153 |
1.3% |
11% |
False |
False |
421,227 |
| 10 |
1.2456 |
1.1874 |
0.0582 |
4.9% |
0.0183 |
1.5% |
9% |
False |
False |
398,692 |
| 20 |
1.2804 |
1.1874 |
0.0930 |
7.8% |
0.0200 |
1.7% |
5% |
False |
False |
439,993 |
| 40 |
1.3682 |
1.1874 |
0.1808 |
15.2% |
0.0181 |
1.5% |
3% |
False |
False |
423,293 |
| 60 |
1.3819 |
1.1874 |
0.1945 |
16.3% |
0.0163 |
1.4% |
3% |
False |
False |
379,095 |
| 80 |
1.3819 |
1.1874 |
0.1945 |
16.3% |
0.0158 |
1.3% |
3% |
False |
False |
290,143 |
| 100 |
1.4545 |
1.1874 |
0.2671 |
22.4% |
0.0152 |
1.3% |
2% |
False |
False |
232,228 |
| 120 |
1.4615 |
1.1874 |
0.2741 |
23.0% |
0.0147 |
1.2% |
2% |
False |
False |
193,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2469 |
|
2.618 |
1.2293 |
|
1.618 |
1.2185 |
|
1.000 |
1.2118 |
|
0.618 |
1.2077 |
|
HIGH |
1.2010 |
|
0.618 |
1.1969 |
|
0.500 |
1.1956 |
|
0.382 |
1.1943 |
|
LOW |
1.1902 |
|
0.618 |
1.1835 |
|
1.000 |
1.1794 |
|
1.618 |
1.1727 |
|
2.618 |
1.1619 |
|
4.250 |
1.1443 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1956 |
1.2046 |
| PP |
1.1945 |
1.2005 |
| S1 |
1.1935 |
1.1965 |
|