CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1983 |
1.2109 |
0.0126 |
1.1% |
1.1952 |
| High |
1.2144 |
1.2155 |
0.0011 |
0.1% |
1.2155 |
| Low |
1.1957 |
1.2045 |
0.0088 |
0.7% |
1.1874 |
| Close |
1.2096 |
1.2075 |
-0.0021 |
-0.2% |
1.2075 |
| Range |
0.0187 |
0.0110 |
-0.0077 |
-41.2% |
0.0281 |
| ATR |
0.0188 |
0.0183 |
-0.0006 |
-3.0% |
0.0000 |
| Volume |
341,633 |
285,964 |
-55,669 |
-16.3% |
1,937,617 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2422 |
1.2358 |
1.2136 |
|
| R3 |
1.2312 |
1.2248 |
1.2105 |
|
| R2 |
1.2202 |
1.2202 |
1.2095 |
|
| R1 |
1.2138 |
1.2138 |
1.2085 |
1.2115 |
| PP |
1.2092 |
1.2092 |
1.2092 |
1.2080 |
| S1 |
1.2028 |
1.2028 |
1.2065 |
1.2005 |
| S2 |
1.1982 |
1.1982 |
1.2055 |
|
| S3 |
1.1872 |
1.1918 |
1.2045 |
|
| S4 |
1.1762 |
1.1808 |
1.2015 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2878 |
1.2757 |
1.2230 |
|
| R3 |
1.2597 |
1.2476 |
1.2152 |
|
| R2 |
1.2316 |
1.2316 |
1.2127 |
|
| R1 |
1.2195 |
1.2195 |
1.2101 |
1.2256 |
| PP |
1.2035 |
1.2035 |
1.2035 |
1.2065 |
| S1 |
1.1914 |
1.1914 |
1.2049 |
1.1975 |
| S2 |
1.1754 |
1.1754 |
1.2023 |
|
| S3 |
1.1473 |
1.1633 |
1.1998 |
|
| S4 |
1.1192 |
1.1352 |
1.1920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2155 |
1.1874 |
0.0281 |
2.3% |
0.0135 |
1.1% |
72% |
True |
False |
387,523 |
| 10 |
1.2456 |
1.1874 |
0.0582 |
4.8% |
0.0165 |
1.4% |
35% |
False |
False |
400,094 |
| 20 |
1.2674 |
1.1874 |
0.0800 |
6.6% |
0.0199 |
1.6% |
25% |
False |
False |
425,051 |
| 40 |
1.3583 |
1.1874 |
0.1709 |
14.2% |
0.0184 |
1.5% |
12% |
False |
False |
427,903 |
| 60 |
1.3742 |
1.1874 |
0.1868 |
15.5% |
0.0164 |
1.4% |
11% |
False |
False |
383,149 |
| 80 |
1.3819 |
1.1874 |
0.1945 |
16.1% |
0.0156 |
1.3% |
10% |
False |
False |
303,173 |
| 100 |
1.4277 |
1.1874 |
0.2403 |
19.9% |
0.0152 |
1.3% |
8% |
False |
False |
242,703 |
| 120 |
1.4569 |
1.1874 |
0.2695 |
22.3% |
0.0147 |
1.2% |
7% |
False |
False |
202,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2623 |
|
2.618 |
1.2443 |
|
1.618 |
1.2333 |
|
1.000 |
1.2265 |
|
0.618 |
1.2223 |
|
HIGH |
1.2155 |
|
0.618 |
1.2113 |
|
0.500 |
1.2100 |
|
0.382 |
1.2087 |
|
LOW |
1.2045 |
|
0.618 |
1.1977 |
|
1.000 |
1.1935 |
|
1.618 |
1.1867 |
|
2.618 |
1.1757 |
|
4.250 |
1.1578 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2100 |
1.2063 |
| PP |
1.2092 |
1.2051 |
| S1 |
1.2083 |
1.2040 |
|