CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2278 |
1.2317 |
0.0039 |
0.3% |
1.2128 |
| High |
1.2352 |
1.2395 |
0.0043 |
0.3% |
1.2426 |
| Low |
1.2216 |
1.2268 |
0.0052 |
0.4% |
1.2124 |
| Close |
1.2329 |
1.2338 |
0.0009 |
0.1% |
1.2371 |
| Range |
0.0136 |
0.0127 |
-0.0009 |
-6.6% |
0.0302 |
| ATR |
0.0162 |
0.0159 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
282,277 |
312,742 |
30,465 |
10.8% |
1,476,303 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2715 |
1.2653 |
1.2408 |
|
| R3 |
1.2588 |
1.2526 |
1.2373 |
|
| R2 |
1.2461 |
1.2461 |
1.2361 |
|
| R1 |
1.2399 |
1.2399 |
1.2350 |
1.2430 |
| PP |
1.2334 |
1.2334 |
1.2334 |
1.2349 |
| S1 |
1.2272 |
1.2272 |
1.2326 |
1.2303 |
| S2 |
1.2207 |
1.2207 |
1.2315 |
|
| S3 |
1.2080 |
1.2145 |
1.2303 |
|
| S4 |
1.1953 |
1.2018 |
1.2268 |
|
|
| 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% |
0.0119 |
1.0% |
47% |
False |
False |
271,939 |
| 10 |
1.2477 |
1.2054 |
0.0423 |
3.4% |
0.0135 |
1.1% |
67% |
False |
False |
275,329 |
| 20 |
1.2477 |
1.1884 |
0.0593 |
4.8% |
0.0156 |
1.3% |
77% |
False |
False |
155,329 |
| 40 |
1.3341 |
1.1884 |
0.1457 |
11.8% |
0.0181 |
1.5% |
31% |
False |
False |
79,578 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.6% |
0.0160 |
1.3% |
25% |
False |
False |
53,355 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.6% |
0.0143 |
1.2% |
24% |
False |
False |
40,091 |
| 100 |
1.3888 |
1.1884 |
0.2004 |
16.2% |
0.0122 |
1.0% |
23% |
False |
False |
32,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2935 |
|
2.618 |
1.2727 |
|
1.618 |
1.2600 |
|
1.000 |
1.2522 |
|
0.618 |
1.2473 |
|
HIGH |
1.2395 |
|
0.618 |
1.2346 |
|
0.500 |
1.2332 |
|
0.382 |
1.2317 |
|
LOW |
1.2268 |
|
0.618 |
1.2190 |
|
1.000 |
1.2141 |
|
1.618 |
1.2063 |
|
2.618 |
1.1936 |
|
4.250 |
1.1728 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2336 |
1.2327 |
| PP |
1.2334 |
1.2316 |
| S1 |
1.2332 |
1.2306 |
|