CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1964 |
1.1983 |
0.0019 |
0.2% |
1.2283 |
| High |
1.2074 |
1.2144 |
0.0070 |
0.6% |
1.2357 |
| Low |
1.1924 |
1.1957 |
0.0033 |
0.3% |
1.1955 |
| Close |
1.1985 |
1.2096 |
0.0111 |
0.9% |
1.1966 |
| Range |
0.0150 |
0.0187 |
0.0037 |
24.7% |
0.0402 |
| ATR |
0.0188 |
0.0188 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
420,693 |
341,633 |
-79,060 |
-18.8% |
1,583,471 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2548 |
1.2199 |
|
| R3 |
1.2440 |
1.2361 |
1.2147 |
|
| R2 |
1.2253 |
1.2253 |
1.2130 |
|
| R1 |
1.2174 |
1.2174 |
1.2113 |
1.2214 |
| PP |
1.2066 |
1.2066 |
1.2066 |
1.2085 |
| S1 |
1.1987 |
1.1987 |
1.2079 |
1.2027 |
| S2 |
1.1879 |
1.1879 |
1.2062 |
|
| S3 |
1.1692 |
1.1800 |
1.2045 |
|
| S4 |
1.1505 |
1.1613 |
1.1993 |
|
|
| 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 |
1.2217 |
1.1874 |
0.0343 |
2.8% |
0.0165 |
1.4% |
65% |
False |
False |
401,053 |
| 10 |
1.2456 |
1.1874 |
0.0582 |
4.8% |
0.0178 |
1.5% |
38% |
False |
False |
406,795 |
| 20 |
1.2687 |
1.1874 |
0.0813 |
6.7% |
0.0202 |
1.7% |
27% |
False |
False |
426,516 |
| 40 |
1.3669 |
1.1874 |
0.1795 |
14.8% |
0.0185 |
1.5% |
12% |
False |
False |
428,554 |
| 60 |
1.3819 |
1.1874 |
0.1945 |
16.1% |
0.0164 |
1.4% |
11% |
False |
False |
383,193 |
| 80 |
1.3819 |
1.1874 |
0.1945 |
16.1% |
0.0158 |
1.3% |
11% |
False |
False |
299,630 |
| 100 |
1.4402 |
1.1874 |
0.2528 |
20.9% |
0.0153 |
1.3% |
9% |
False |
False |
239,846 |
| 120 |
1.4569 |
1.1874 |
0.2695 |
22.3% |
0.0148 |
1.2% |
8% |
False |
False |
199,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2939 |
|
2.618 |
1.2634 |
|
1.618 |
1.2447 |
|
1.000 |
1.2331 |
|
0.618 |
1.2260 |
|
HIGH |
1.2144 |
|
0.618 |
1.2073 |
|
0.500 |
1.2051 |
|
0.382 |
1.2028 |
|
LOW |
1.1957 |
|
0.618 |
1.1841 |
|
1.000 |
1.1770 |
|
1.618 |
1.1654 |
|
2.618 |
1.1467 |
|
4.250 |
1.1162 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2081 |
1.2072 |
| PP |
1.2066 |
1.2047 |
| S1 |
1.2051 |
1.2023 |
|