CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2337 |
1.2384 |
0.0047 |
0.4% |
1.2439 |
| High |
1.2402 |
1.2404 |
0.0002 |
0.0% |
1.2477 |
| Low |
1.2260 |
1.2270 |
0.0010 |
0.1% |
1.2216 |
| Close |
1.2393 |
1.2292 |
-0.0101 |
-0.8% |
1.2393 |
| Range |
0.0142 |
0.0134 |
-0.0008 |
-5.6% |
0.0261 |
| ATR |
0.0158 |
0.0156 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
343,129 |
299,215 |
-43,914 |
-12.8% |
1,385,940 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2724 |
1.2642 |
1.2366 |
|
| R3 |
1.2590 |
1.2508 |
1.2329 |
|
| R2 |
1.2456 |
1.2456 |
1.2317 |
|
| R1 |
1.2374 |
1.2374 |
1.2304 |
1.2348 |
| PP |
1.2322 |
1.2322 |
1.2322 |
1.2309 |
| S1 |
1.2240 |
1.2240 |
1.2280 |
1.2214 |
| S2 |
1.2188 |
1.2188 |
1.2267 |
|
| S3 |
1.2054 |
1.2106 |
1.2255 |
|
| S4 |
1.1920 |
1.1972 |
1.2218 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3145 |
1.3030 |
1.2537 |
|
| R3 |
1.2884 |
1.2769 |
1.2465 |
|
| R2 |
1.2623 |
1.2623 |
1.2441 |
|
| R1 |
1.2508 |
1.2508 |
1.2417 |
1.2435 |
| PP |
1.2362 |
1.2362 |
1.2362 |
1.2326 |
| S1 |
1.2247 |
1.2247 |
1.2369 |
1.2174 |
| S2 |
1.2101 |
1.2101 |
1.2345 |
|
| S3 |
1.1840 |
1.1986 |
1.2321 |
|
| S4 |
1.1579 |
1.1725 |
1.2249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2404 |
1.2216 |
0.0188 |
1.5% |
0.0129 |
1.0% |
40% |
True |
False |
299,065 |
| 10 |
1.2477 |
1.2177 |
0.0300 |
2.4% |
0.0133 |
1.1% |
38% |
False |
False |
289,508 |
| 20 |
1.2477 |
1.1884 |
0.0593 |
4.8% |
0.0148 |
1.2% |
69% |
False |
False |
186,720 |
| 40 |
1.3334 |
1.1884 |
0.1450 |
11.8% |
0.0183 |
1.5% |
28% |
False |
False |
95,495 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.7% |
0.0160 |
1.3% |
23% |
False |
False |
64,026 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.7% |
0.0146 |
1.2% |
21% |
False |
False |
48,115 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.7% |
0.0124 |
1.0% |
21% |
False |
False |
38,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2974 |
|
2.618 |
1.2755 |
|
1.618 |
1.2621 |
|
1.000 |
1.2538 |
|
0.618 |
1.2487 |
|
HIGH |
1.2404 |
|
0.618 |
1.2353 |
|
0.500 |
1.2337 |
|
0.382 |
1.2321 |
|
LOW |
1.2270 |
|
0.618 |
1.2187 |
|
1.000 |
1.2136 |
|
1.618 |
1.2053 |
|
2.618 |
1.1919 |
|
4.250 |
1.1701 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2337 |
1.2332 |
| PP |
1.2322 |
1.2319 |
| S1 |
1.2307 |
1.2305 |
|