CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1961 |
1.1930 |
-0.0031 |
-0.3% |
1.2293 |
| High |
1.2003 |
1.2020 |
0.0017 |
0.1% |
1.2368 |
| Low |
1.1884 |
1.1913 |
0.0029 |
0.2% |
1.1966 |
| Close |
1.1947 |
1.1934 |
-0.0013 |
-0.1% |
1.1977 |
| Range |
0.0119 |
0.0107 |
-0.0012 |
-10.1% |
0.0402 |
| ATR |
0.0194 |
0.0187 |
-0.0006 |
-3.2% |
0.0000 |
| Volume |
33,477 |
50,184 |
16,707 |
49.9% |
50,600 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2277 |
1.2212 |
1.1993 |
|
| R3 |
1.2170 |
1.2105 |
1.1963 |
|
| R2 |
1.2063 |
1.2063 |
1.1954 |
|
| R1 |
1.1998 |
1.1998 |
1.1944 |
1.2031 |
| PP |
1.1956 |
1.1956 |
1.1956 |
1.1972 |
| S1 |
1.1891 |
1.1891 |
1.1924 |
1.1924 |
| S2 |
1.1849 |
1.1849 |
1.1914 |
|
| S3 |
1.1742 |
1.1784 |
1.1905 |
|
| S4 |
1.1635 |
1.1677 |
1.1875 |
|
|
| 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 |
1.2339 |
1.1884 |
0.0455 |
3.8% |
0.0152 |
1.3% |
11% |
False |
False |
24,896 |
| 10 |
1.2467 |
1.1884 |
0.0583 |
4.9% |
0.0180 |
1.5% |
9% |
False |
False |
15,654 |
| 20 |
1.2799 |
1.1884 |
0.0915 |
7.7% |
0.0195 |
1.6% |
5% |
False |
False |
10,097 |
| 40 |
1.3675 |
1.1884 |
0.1791 |
15.0% |
0.0176 |
1.5% |
3% |
False |
False |
5,961 |
| 60 |
1.3812 |
1.1884 |
0.1928 |
16.2% |
0.0156 |
1.3% |
3% |
False |
False |
4,147 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
16.2% |
0.0130 |
1.1% |
3% |
False |
False |
3,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2475 |
|
2.618 |
1.2300 |
|
1.618 |
1.2193 |
|
1.000 |
1.2127 |
|
0.618 |
1.2086 |
|
HIGH |
1.2020 |
|
0.618 |
1.1979 |
|
0.500 |
1.1967 |
|
0.382 |
1.1954 |
|
LOW |
1.1913 |
|
0.618 |
1.1847 |
|
1.000 |
1.1806 |
|
1.618 |
1.1740 |
|
2.618 |
1.1633 |
|
4.250 |
1.1458 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1967 |
1.2056 |
| PP |
1.1956 |
1.2015 |
| S1 |
1.1945 |
1.1975 |
|