CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1990 |
1.2118 |
0.0128 |
1.1% |
1.1961 |
| High |
1.2152 |
1.2164 |
0.0012 |
0.1% |
1.2164 |
| Low |
1.1966 |
1.2054 |
0.0088 |
0.7% |
1.1884 |
| Close |
1.2105 |
1.2084 |
-0.0021 |
-0.2% |
1.2084 |
| Range |
0.0186 |
0.0110 |
-0.0076 |
-40.9% |
0.0280 |
| ATR |
0.0185 |
0.0179 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
121,642 |
234,182 |
112,540 |
92.5% |
522,343 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2431 |
1.2367 |
1.2145 |
|
| R3 |
1.2321 |
1.2257 |
1.2114 |
|
| R2 |
1.2211 |
1.2211 |
1.2104 |
|
| R1 |
1.2147 |
1.2147 |
1.2094 |
1.2124 |
| PP |
1.2101 |
1.2101 |
1.2101 |
1.2089 |
| S1 |
1.2037 |
1.2037 |
1.2074 |
1.2014 |
| S2 |
1.1991 |
1.1991 |
1.2064 |
|
| S3 |
1.1881 |
1.1927 |
1.2054 |
|
| S4 |
1.1771 |
1.1817 |
1.2024 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2884 |
1.2764 |
1.2238 |
|
| R3 |
1.2604 |
1.2484 |
1.2161 |
|
| R2 |
1.2324 |
1.2324 |
1.2135 |
|
| R1 |
1.2204 |
1.2204 |
1.2110 |
1.2264 |
| PP |
1.2044 |
1.2044 |
1.2044 |
1.2074 |
| S1 |
1.1924 |
1.1924 |
1.2058 |
1.1984 |
| S2 |
1.1764 |
1.1764 |
1.2033 |
|
| S3 |
1.1484 |
1.1644 |
1.2007 |
|
| S4 |
1.1204 |
1.1364 |
1.1930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2164 |
1.1884 |
0.0280 |
2.3% |
0.0134 |
1.1% |
71% |
True |
False |
104,468 |
| 10 |
1.2467 |
1.1884 |
0.0583 |
4.8% |
0.0164 |
1.4% |
34% |
False |
False |
58,241 |
| 20 |
1.2684 |
1.1884 |
0.0800 |
6.6% |
0.0196 |
1.6% |
25% |
False |
False |
31,582 |
| 40 |
1.3570 |
1.1884 |
0.1686 |
14.0% |
0.0180 |
1.5% |
12% |
False |
False |
16,879 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.9% |
0.0157 |
1.3% |
11% |
False |
False |
11,431 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
16.0% |
0.0134 |
1.1% |
10% |
False |
False |
8,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2632 |
|
2.618 |
1.2452 |
|
1.618 |
1.2342 |
|
1.000 |
1.2274 |
|
0.618 |
1.2232 |
|
HIGH |
1.2164 |
|
0.618 |
1.2122 |
|
0.500 |
1.2109 |
|
0.382 |
1.2096 |
|
LOW |
1.2054 |
|
0.618 |
1.1986 |
|
1.000 |
1.1944 |
|
1.618 |
1.1876 |
|
2.618 |
1.1766 |
|
4.250 |
1.1587 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2109 |
1.2072 |
| PP |
1.2101 |
1.2060 |
| S1 |
1.2092 |
1.2049 |
|