CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2229 |
1.2264 |
0.0035 |
0.3% |
1.2560 |
| High |
1.2288 |
1.2339 |
0.0051 |
0.4% |
1.2560 |
| Low |
1.2190 |
1.2165 |
-0.0025 |
-0.2% |
1.2169 |
| Close |
1.2253 |
1.2189 |
-0.0064 |
-0.5% |
1.2336 |
| Range |
0.0098 |
0.0174 |
0.0076 |
77.6% |
0.0391 |
| ATR |
0.0196 |
0.0195 |
-0.0002 |
-0.8% |
0.0000 |
| Volume |
11,850 |
8,687 |
-3,163 |
-26.7% |
27,464 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2753 |
1.2645 |
1.2285 |
|
| R3 |
1.2579 |
1.2471 |
1.2237 |
|
| R2 |
1.2405 |
1.2405 |
1.2221 |
|
| R1 |
1.2297 |
1.2297 |
1.2205 |
1.2264 |
| PP |
1.2231 |
1.2231 |
1.2231 |
1.2215 |
| S1 |
1.2123 |
1.2123 |
1.2173 |
1.2090 |
| S2 |
1.2057 |
1.2057 |
1.2157 |
|
| S3 |
1.1883 |
1.1949 |
1.2141 |
|
| S4 |
1.1709 |
1.1775 |
1.2093 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3528 |
1.3323 |
1.2551 |
|
| R3 |
1.3137 |
1.2932 |
1.2444 |
|
| R2 |
1.2746 |
1.2746 |
1.2408 |
|
| R1 |
1.2541 |
1.2541 |
1.2372 |
1.2448 |
| PP |
1.2355 |
1.2355 |
1.2355 |
1.2309 |
| S1 |
1.2150 |
1.2150 |
1.2300 |
1.2057 |
| S2 |
1.1964 |
1.1964 |
1.2264 |
|
| S3 |
1.1573 |
1.1759 |
1.2228 |
|
| S4 |
1.1182 |
1.1368 |
1.2121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2467 |
1.2124 |
0.0343 |
2.8% |
0.0188 |
1.5% |
19% |
False |
False |
8,969 |
| 10 |
1.2684 |
1.2124 |
0.0560 |
4.6% |
0.0202 |
1.7% |
12% |
False |
False |
6,969 |
| 20 |
1.3101 |
1.2124 |
0.0977 |
8.0% |
0.0215 |
1.8% |
7% |
False |
False |
5,516 |
| 40 |
1.3686 |
1.2124 |
0.1562 |
12.8% |
0.0172 |
1.4% |
4% |
False |
False |
3,405 |
| 60 |
1.3812 |
1.2124 |
0.1688 |
13.8% |
0.0152 |
1.2% |
4% |
False |
False |
2,416 |
| 80 |
1.3812 |
1.2124 |
0.1688 |
13.8% |
0.0124 |
1.0% |
4% |
False |
False |
1,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3079 |
|
2.618 |
1.2795 |
|
1.618 |
1.2621 |
|
1.000 |
1.2513 |
|
0.618 |
1.2447 |
|
HIGH |
1.2339 |
|
0.618 |
1.2273 |
|
0.500 |
1.2252 |
|
0.382 |
1.2231 |
|
LOW |
1.2165 |
|
0.618 |
1.2057 |
|
1.000 |
1.1991 |
|
1.618 |
1.1883 |
|
2.618 |
1.1709 |
|
4.250 |
1.1426 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2252 |
1.2246 |
| PP |
1.2231 |
1.2227 |
| S1 |
1.2210 |
1.2208 |
|