CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2330 |
1.2278 |
-0.0052 |
-0.4% |
1.2128 |
| High |
1.2362 |
1.2352 |
-0.0010 |
-0.1% |
1.2426 |
| Low |
1.2258 |
1.2216 |
-0.0042 |
-0.3% |
1.2124 |
| Close |
1.2273 |
1.2329 |
0.0056 |
0.5% |
1.2371 |
| Range |
0.0104 |
0.0136 |
0.0032 |
30.8% |
0.0302 |
| ATR |
0.0164 |
0.0162 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
257,962 |
282,277 |
24,315 |
9.4% |
1,476,303 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2707 |
1.2654 |
1.2404 |
|
| R3 |
1.2571 |
1.2518 |
1.2366 |
|
| R2 |
1.2435 |
1.2435 |
1.2354 |
|
| R1 |
1.2382 |
1.2382 |
1.2341 |
1.2409 |
| PP |
1.2299 |
1.2299 |
1.2299 |
1.2312 |
| S1 |
1.2246 |
1.2246 |
1.2317 |
1.2273 |
| S2 |
1.2163 |
1.2163 |
1.2304 |
|
| S3 |
1.2027 |
1.2110 |
1.2292 |
|
| S4 |
1.1891 |
1.1974 |
1.2254 |
|
|
| 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 |
1.2216 |
0.0261 |
2.1% |
0.0128 |
1.0% |
43% |
False |
True |
260,746 |
| 10 |
1.2477 |
1.1966 |
0.0511 |
4.1% |
0.0141 |
1.1% |
71% |
False |
False |
256,219 |
| 20 |
1.2477 |
1.1884 |
0.0593 |
4.8% |
0.0159 |
1.3% |
75% |
False |
False |
139,927 |
| 40 |
1.3341 |
1.1884 |
0.1457 |
11.8% |
0.0182 |
1.5% |
31% |
False |
False |
71,793 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.6% |
0.0160 |
1.3% |
25% |
False |
False |
48,148 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.6% |
0.0141 |
1.1% |
23% |
False |
False |
36,182 |
| 100 |
1.3940 |
1.1884 |
0.2056 |
16.7% |
0.0121 |
1.0% |
22% |
False |
False |
28,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2930 |
|
2.618 |
1.2708 |
|
1.618 |
1.2572 |
|
1.000 |
1.2488 |
|
0.618 |
1.2436 |
|
HIGH |
1.2352 |
|
0.618 |
1.2300 |
|
0.500 |
1.2284 |
|
0.382 |
1.2268 |
|
LOW |
1.2216 |
|
0.618 |
1.2132 |
|
1.000 |
1.2080 |
|
1.618 |
1.1996 |
|
2.618 |
1.1860 |
|
4.250 |
1.1638 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2314 |
1.2347 |
| PP |
1.2299 |
1.2341 |
| S1 |
1.2284 |
1.2335 |
|