CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2221 |
1.2330 |
0.0109 |
0.9% |
1.1961 |
| High |
1.2360 |
1.2363 |
0.0003 |
0.0% |
1.2164 |
| Low |
1.2177 |
1.2263 |
0.0086 |
0.7% |
1.1884 |
| Close |
1.2343 |
1.2322 |
-0.0021 |
-0.2% |
1.2084 |
| Range |
0.0183 |
0.0100 |
-0.0083 |
-45.4% |
0.0280 |
| ATR |
0.0183 |
0.0177 |
-0.0006 |
-3.2% |
0.0000 |
| Volume |
305,666 |
330,596 |
24,930 |
8.2% |
522,343 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2616 |
1.2569 |
1.2377 |
|
| R3 |
1.2516 |
1.2469 |
1.2350 |
|
| R2 |
1.2416 |
1.2416 |
1.2340 |
|
| R1 |
1.2369 |
1.2369 |
1.2331 |
1.2343 |
| PP |
1.2316 |
1.2316 |
1.2316 |
1.2303 |
| S1 |
1.2269 |
1.2269 |
1.2313 |
1.2243 |
| S2 |
1.2216 |
1.2216 |
1.2304 |
|
| S3 |
1.2116 |
1.2169 |
1.2295 |
|
| S4 |
1.2016 |
1.2069 |
1.2267 |
|
|
| 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 |
1.2363 |
1.1966 |
0.0397 |
3.2% |
0.0153 |
1.2% |
90% |
True |
False |
251,692 |
| 10 |
1.2363 |
1.1884 |
0.0479 |
3.9% |
0.0158 |
1.3% |
91% |
True |
False |
145,395 |
| 20 |
1.2684 |
1.1884 |
0.0800 |
6.5% |
0.0185 |
1.5% |
55% |
False |
False |
76,121 |
| 40 |
1.3441 |
1.1884 |
0.1557 |
12.6% |
0.0185 |
1.5% |
28% |
False |
False |
39,380 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.6% |
0.0160 |
1.3% |
24% |
False |
False |
26,450 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.6% |
0.0137 |
1.1% |
23% |
False |
False |
19,886 |
| 100 |
1.4050 |
1.1884 |
0.2166 |
17.6% |
0.0115 |
0.9% |
20% |
False |
False |
15,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2788 |
|
2.618 |
1.2625 |
|
1.618 |
1.2525 |
|
1.000 |
1.2463 |
|
0.618 |
1.2425 |
|
HIGH |
1.2363 |
|
0.618 |
1.2325 |
|
0.500 |
1.2313 |
|
0.382 |
1.2301 |
|
LOW |
1.2263 |
|
0.618 |
1.2201 |
|
1.000 |
1.2163 |
|
1.618 |
1.2101 |
|
2.618 |
1.2001 |
|
4.250 |
1.1838 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2319 |
1.2296 |
| PP |
1.2316 |
1.2270 |
| S1 |
1.2313 |
1.2244 |
|