CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2175 |
1.1961 |
-0.0214 |
-1.8% |
1.2293 |
| High |
1.2227 |
1.2003 |
-0.0224 |
-1.8% |
1.2368 |
| Low |
1.1966 |
1.1884 |
-0.0082 |
-0.7% |
1.1966 |
| Close |
1.1977 |
1.1947 |
-0.0030 |
-0.3% |
1.1977 |
| Range |
0.0261 |
0.0119 |
-0.0142 |
-54.4% |
0.0402 |
| ATR |
0.0199 |
0.0194 |
-0.0006 |
-2.9% |
0.0000 |
| Volume |
20,284 |
33,477 |
13,193 |
65.0% |
50,600 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2302 |
1.2243 |
1.2012 |
|
| R3 |
1.2183 |
1.2124 |
1.1980 |
|
| R2 |
1.2064 |
1.2064 |
1.1969 |
|
| R1 |
1.2005 |
1.2005 |
1.1958 |
1.1975 |
| PP |
1.1945 |
1.1945 |
1.1945 |
1.1930 |
| S1 |
1.1886 |
1.1886 |
1.1936 |
1.1856 |
| S2 |
1.1826 |
1.1826 |
1.1925 |
|
| S3 |
1.1707 |
1.1767 |
1.1914 |
|
| S4 |
1.1588 |
1.1648 |
1.1882 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3310 |
1.3045 |
1.2198 |
|
| R3 |
1.2908 |
1.2643 |
1.2088 |
|
| R2 |
1.2506 |
1.2506 |
1.2051 |
|
| R1 |
1.2241 |
1.2241 |
1.2014 |
1.2173 |
| PP |
1.2104 |
1.2104 |
1.2104 |
1.2069 |
| S1 |
1.1839 |
1.1839 |
1.1940 |
1.1771 |
| S2 |
1.1702 |
1.1702 |
1.1903 |
|
| S3 |
1.1300 |
1.1437 |
1.1866 |
|
| S4 |
1.0898 |
1.1035 |
1.1756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2368 |
1.1884 |
0.0484 |
4.1% |
0.0179 |
1.5% |
13% |
False |
True |
16,815 |
| 10 |
1.2560 |
1.1884 |
0.0676 |
5.7% |
0.0189 |
1.6% |
9% |
False |
True |
11,154 |
| 20 |
1.3101 |
1.1884 |
0.1217 |
10.2% |
0.0207 |
1.7% |
5% |
False |
True |
7,734 |
| 40 |
1.3686 |
1.1884 |
0.1802 |
15.1% |
0.0176 |
1.5% |
3% |
False |
True |
4,729 |
| 60 |
1.3812 |
1.1884 |
0.1928 |
16.1% |
0.0156 |
1.3% |
3% |
False |
True |
3,311 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
16.1% |
0.0129 |
1.1% |
3% |
False |
True |
2,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2509 |
|
2.618 |
1.2315 |
|
1.618 |
1.2196 |
|
1.000 |
1.2122 |
|
0.618 |
1.2077 |
|
HIGH |
1.2003 |
|
0.618 |
1.1958 |
|
0.500 |
1.1944 |
|
0.382 |
1.1929 |
|
LOW |
1.1884 |
|
0.618 |
1.1810 |
|
1.000 |
1.1765 |
|
1.618 |
1.1691 |
|
2.618 |
1.1572 |
|
4.250 |
1.1378 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1946 |
1.2112 |
| PP |
1.1945 |
1.2057 |
| S1 |
1.1944 |
1.2002 |
|