CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2109 |
1.2122 |
0.0013 |
0.1% |
1.1952 |
| High |
1.2155 |
1.2270 |
0.0115 |
0.9% |
1.2155 |
| Low |
1.2045 |
1.2116 |
0.0071 |
0.6% |
1.1874 |
| Close |
1.2075 |
1.2244 |
0.0169 |
1.4% |
1.2075 |
| Range |
0.0110 |
0.0154 |
0.0044 |
40.0% |
0.0281 |
| ATR |
0.0183 |
0.0184 |
0.0001 |
0.5% |
0.0000 |
| Volume |
285,964 |
92,234 |
-193,730 |
-67.7% |
1,937,617 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2672 |
1.2612 |
1.2329 |
|
| R3 |
1.2518 |
1.2458 |
1.2286 |
|
| R2 |
1.2364 |
1.2364 |
1.2272 |
|
| R1 |
1.2304 |
1.2304 |
1.2258 |
1.2334 |
| PP |
1.2210 |
1.2210 |
1.2210 |
1.2225 |
| S1 |
1.2150 |
1.2150 |
1.2230 |
1.2180 |
| S2 |
1.2056 |
1.2056 |
1.2216 |
|
| S3 |
1.1902 |
1.1996 |
1.2202 |
|
| S4 |
1.1748 |
1.1842 |
1.2159 |
|
|
| 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 |
1.2270 |
1.1902 |
0.0368 |
3.0% |
0.0142 |
1.2% |
93% |
True |
False |
302,734 |
| 10 |
1.2357 |
1.1874 |
0.0483 |
3.9% |
0.0161 |
1.3% |
77% |
False |
False |
361,332 |
| 20 |
1.2674 |
1.1874 |
0.0800 |
6.5% |
0.0196 |
1.6% |
46% |
False |
False |
415,231 |
| 40 |
1.3525 |
1.1874 |
0.1651 |
13.5% |
0.0186 |
1.5% |
22% |
False |
False |
422,635 |
| 60 |
1.3694 |
1.1874 |
0.1820 |
14.9% |
0.0164 |
1.3% |
20% |
False |
False |
380,445 |
| 80 |
1.3819 |
1.1874 |
0.1945 |
15.9% |
0.0156 |
1.3% |
19% |
False |
False |
304,301 |
| 100 |
1.4180 |
1.1874 |
0.2306 |
18.8% |
0.0152 |
1.2% |
16% |
False |
False |
243,622 |
| 120 |
1.4569 |
1.1874 |
0.2695 |
22.0% |
0.0147 |
1.2% |
14% |
False |
False |
203,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2925 |
|
2.618 |
1.2673 |
|
1.618 |
1.2519 |
|
1.000 |
1.2424 |
|
0.618 |
1.2365 |
|
HIGH |
1.2270 |
|
0.618 |
1.2211 |
|
0.500 |
1.2193 |
|
0.382 |
1.2175 |
|
LOW |
1.2116 |
|
0.618 |
1.2021 |
|
1.000 |
1.1962 |
|
1.618 |
1.1867 |
|
2.618 |
1.1713 |
|
4.250 |
1.1462 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2227 |
1.2201 |
| PP |
1.2210 |
1.2157 |
| S1 |
1.2193 |
1.2114 |
|