CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2387 |
1.2439 |
0.0052 |
0.4% |
1.2128 |
| High |
1.2426 |
1.2477 |
0.0051 |
0.4% |
1.2426 |
| Low |
1.2362 |
1.2311 |
-0.0051 |
-0.4% |
1.2124 |
| Close |
1.2371 |
1.2328 |
-0.0043 |
-0.3% |
1.2371 |
| Range |
0.0064 |
0.0166 |
0.0102 |
159.4% |
0.0302 |
| ATR |
0.0168 |
0.0168 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
316,888 |
189,830 |
-127,058 |
-40.1% |
1,476,303 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2870 |
1.2765 |
1.2419 |
|
| R3 |
1.2704 |
1.2599 |
1.2374 |
|
| R2 |
1.2538 |
1.2538 |
1.2358 |
|
| R1 |
1.2433 |
1.2433 |
1.2343 |
1.2403 |
| PP |
1.2372 |
1.2372 |
1.2372 |
1.2357 |
| S1 |
1.2267 |
1.2267 |
1.2313 |
1.2237 |
| S2 |
1.2206 |
1.2206 |
1.2298 |
|
| S3 |
1.2040 |
1.2101 |
1.2282 |
|
| S4 |
1.1874 |
1.1935 |
1.2237 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3213 |
1.3094 |
1.2537 |
|
| R3 |
1.2911 |
1.2792 |
1.2454 |
|
| R2 |
1.2609 |
1.2609 |
1.2426 |
|
| R1 |
1.2490 |
1.2490 |
1.2399 |
1.2550 |
| PP |
1.2307 |
1.2307 |
1.2307 |
1.2337 |
| S1 |
1.2188 |
1.2188 |
1.2343 |
1.2248 |
| S2 |
1.2005 |
1.2005 |
1.2316 |
|
| S3 |
1.1703 |
1.1886 |
1.2288 |
|
| S4 |
1.1401 |
1.1584 |
1.2205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2477 |
1.2177 |
0.0300 |
2.4% |
0.0137 |
1.1% |
50% |
True |
False |
279,951 |
| 10 |
1.2477 |
1.1913 |
0.0564 |
4.6% |
0.0142 |
1.2% |
74% |
True |
False |
215,499 |
| 20 |
1.2560 |
1.1884 |
0.0676 |
5.5% |
0.0166 |
1.3% |
66% |
False |
False |
113,327 |
| 40 |
1.3415 |
1.1884 |
0.1531 |
12.4% |
0.0184 |
1.5% |
29% |
False |
False |
58,385 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.6% |
0.0160 |
1.3% |
25% |
False |
False |
39,155 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.6% |
0.0141 |
1.1% |
23% |
False |
False |
29,430 |
| 100 |
1.3940 |
1.1884 |
0.2056 |
16.7% |
0.0119 |
1.0% |
22% |
False |
False |
23,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3183 |
|
2.618 |
1.2912 |
|
1.618 |
1.2746 |
|
1.000 |
1.2643 |
|
0.618 |
1.2580 |
|
HIGH |
1.2477 |
|
0.618 |
1.2414 |
|
0.500 |
1.2394 |
|
0.382 |
1.2374 |
|
LOW |
1.2311 |
|
0.618 |
1.2208 |
|
1.000 |
1.2145 |
|
1.618 |
1.2042 |
|
2.618 |
1.1876 |
|
4.250 |
1.1606 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2394 |
1.2364 |
| PP |
1.2372 |
1.2352 |
| S1 |
1.2350 |
1.2340 |
|