CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1930 |
1.1972 |
0.0042 |
0.4% |
1.2293 |
| High |
1.2020 |
1.2083 |
0.0063 |
0.5% |
1.2368 |
| Low |
1.1913 |
1.1933 |
0.0020 |
0.2% |
1.1966 |
| Close |
1.1934 |
1.1994 |
0.0060 |
0.5% |
1.1977 |
| Range |
0.0107 |
0.0150 |
0.0043 |
40.2% |
0.0402 |
| ATR |
0.0187 |
0.0185 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
50,184 |
82,858 |
32,674 |
65.1% |
50,600 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2453 |
1.2374 |
1.2077 |
|
| R3 |
1.2303 |
1.2224 |
1.2035 |
|
| R2 |
1.2153 |
1.2153 |
1.2022 |
|
| R1 |
1.2074 |
1.2074 |
1.2008 |
1.2114 |
| PP |
1.2003 |
1.2003 |
1.2003 |
1.2023 |
| S1 |
1.1924 |
1.1924 |
1.1980 |
1.1964 |
| S2 |
1.1853 |
1.1853 |
1.1967 |
|
| S3 |
1.1703 |
1.1774 |
1.1953 |
|
| S4 |
1.1553 |
1.1624 |
1.1912 |
|
|
| 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% |
0.0162 |
1.4% |
24% |
False |
False |
39,098 |
| 10 |
1.2467 |
1.1884 |
0.0583 |
4.9% |
0.0178 |
1.5% |
19% |
False |
False |
23,635 |
| 20 |
1.2746 |
1.1884 |
0.0862 |
7.2% |
0.0196 |
1.6% |
13% |
False |
False |
14,028 |
| 40 |
1.3675 |
1.1884 |
0.1791 |
14.9% |
0.0177 |
1.5% |
6% |
False |
False |
8,025 |
| 60 |
1.3812 |
1.1884 |
0.1928 |
16.1% |
0.0156 |
1.3% |
6% |
False |
False |
5,526 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
16.1% |
0.0130 |
1.1% |
6% |
False |
False |
4,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2721 |
|
2.618 |
1.2476 |
|
1.618 |
1.2326 |
|
1.000 |
1.2233 |
|
0.618 |
1.2176 |
|
HIGH |
1.2083 |
|
0.618 |
1.2026 |
|
0.500 |
1.2008 |
|
0.382 |
1.1990 |
|
LOW |
1.1933 |
|
0.618 |
1.1840 |
|
1.000 |
1.1783 |
|
1.618 |
1.1690 |
|
2.618 |
1.1540 |
|
4.250 |
1.1296 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2008 |
1.1991 |
| PP |
1.2003 |
1.1987 |
| S1 |
1.1999 |
1.1984 |
|