CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2128 |
1.2221 |
0.0093 |
0.8% |
1.1961 |
| High |
1.2309 |
1.2360 |
0.0051 |
0.4% |
1.2164 |
| Low |
1.2124 |
1.2177 |
0.0053 |
0.4% |
1.1884 |
| Close |
1.2251 |
1.2343 |
0.0092 |
0.8% |
1.2084 |
| Range |
0.0185 |
0.0183 |
-0.0002 |
-1.1% |
0.0280 |
| ATR |
0.0183 |
0.0183 |
0.0000 |
0.0% |
0.0000 |
| Volume |
266,377 |
305,666 |
39,289 |
14.7% |
522,343 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2842 |
1.2776 |
1.2444 |
|
| R3 |
1.2659 |
1.2593 |
1.2393 |
|
| R2 |
1.2476 |
1.2476 |
1.2377 |
|
| R1 |
1.2410 |
1.2410 |
1.2360 |
1.2443 |
| PP |
1.2293 |
1.2293 |
1.2293 |
1.2310 |
| S1 |
1.2227 |
1.2227 |
1.2326 |
1.2260 |
| S2 |
1.2110 |
1.2110 |
1.2309 |
|
| S3 |
1.1927 |
1.2044 |
1.2293 |
|
| S4 |
1.1744 |
1.1861 |
1.2242 |
|
|
| 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 |
1.2360 |
1.1933 |
0.0427 |
3.5% |
0.0163 |
1.3% |
96% |
True |
False |
202,145 |
| 10 |
1.2360 |
1.1884 |
0.0476 |
3.9% |
0.0157 |
1.3% |
96% |
True |
False |
113,520 |
| 20 |
1.2684 |
1.1884 |
0.0800 |
6.5% |
0.0194 |
1.6% |
57% |
False |
False |
59,816 |
| 40 |
1.3516 |
1.1884 |
0.1632 |
13.2% |
0.0185 |
1.5% |
28% |
False |
False |
31,125 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.6% |
0.0160 |
1.3% |
25% |
False |
False |
20,944 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.6% |
0.0138 |
1.1% |
24% |
False |
False |
15,754 |
| 100 |
1.4136 |
1.1884 |
0.2252 |
18.2% |
0.0114 |
0.9% |
20% |
False |
False |
12,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3138 |
|
2.618 |
1.2839 |
|
1.618 |
1.2656 |
|
1.000 |
1.2543 |
|
0.618 |
1.2473 |
|
HIGH |
1.2360 |
|
0.618 |
1.2290 |
|
0.500 |
1.2269 |
|
0.382 |
1.2247 |
|
LOW |
1.2177 |
|
0.618 |
1.2064 |
|
1.000 |
1.1994 |
|
1.618 |
1.1881 |
|
2.618 |
1.1698 |
|
4.250 |
1.1399 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2318 |
1.2298 |
| PP |
1.2293 |
1.2252 |
| S1 |
1.2269 |
1.2207 |
|