CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1919 |
1.1964 |
0.0045 |
0.4% |
1.2283 |
| High |
1.2010 |
1.2074 |
0.0064 |
0.5% |
1.2357 |
| Low |
1.1902 |
1.1924 |
0.0022 |
0.2% |
1.1955 |
| Close |
1.1924 |
1.1985 |
0.0061 |
0.5% |
1.1966 |
| Range |
0.0108 |
0.0150 |
0.0042 |
38.9% |
0.0402 |
| ATR |
0.0191 |
0.0188 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
373,148 |
420,693 |
47,545 |
12.7% |
1,583,471 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2444 |
1.2365 |
1.2068 |
|
| R3 |
1.2294 |
1.2215 |
1.2026 |
|
| R2 |
1.2144 |
1.2144 |
1.2013 |
|
| R1 |
1.2065 |
1.2065 |
1.1999 |
1.2105 |
| PP |
1.1994 |
1.1994 |
1.1994 |
1.2014 |
| S1 |
1.1915 |
1.1915 |
1.1971 |
1.1955 |
| S2 |
1.1844 |
1.1844 |
1.1958 |
|
| S3 |
1.1694 |
1.1765 |
1.1944 |
|
| S4 |
1.1544 |
1.1615 |
1.1903 |
|
|
| 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% |
0.0163 |
1.4% |
24% |
False |
False |
399,327 |
| 10 |
1.2456 |
1.1874 |
0.0582 |
4.9% |
0.0180 |
1.5% |
19% |
False |
False |
412,726 |
| 20 |
1.2742 |
1.1874 |
0.0868 |
7.2% |
0.0199 |
1.7% |
13% |
False |
False |
430,686 |
| 40 |
1.3682 |
1.1874 |
0.1808 |
15.1% |
0.0183 |
1.5% |
6% |
False |
False |
426,174 |
| 60 |
1.3819 |
1.1874 |
0.1945 |
16.2% |
0.0163 |
1.4% |
6% |
False |
False |
381,260 |
| 80 |
1.3819 |
1.1874 |
0.1945 |
16.2% |
0.0158 |
1.3% |
6% |
False |
False |
295,385 |
| 100 |
1.4499 |
1.1874 |
0.2625 |
21.9% |
0.0152 |
1.3% |
4% |
False |
False |
236,432 |
| 120 |
1.4578 |
1.1874 |
0.2704 |
22.6% |
0.0147 |
1.2% |
4% |
False |
False |
197,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2712 |
|
2.618 |
1.2467 |
|
1.618 |
1.2317 |
|
1.000 |
1.2224 |
|
0.618 |
1.2167 |
|
HIGH |
1.2074 |
|
0.618 |
1.2017 |
|
0.500 |
1.1999 |
|
0.382 |
1.1981 |
|
LOW |
1.1924 |
|
0.618 |
1.1831 |
|
1.000 |
1.1774 |
|
1.618 |
1.1681 |
|
2.618 |
1.1531 |
|
4.250 |
1.1287 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1999 |
1.1981 |
| PP |
1.1994 |
1.1978 |
| S1 |
1.1990 |
1.1974 |
|