CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2384 |
1.2286 |
-0.0098 |
-0.8% |
1.2439 |
| High |
1.2404 |
1.2296 |
-0.0108 |
-0.9% |
1.2477 |
| Low |
1.2270 |
1.2157 |
-0.0113 |
-0.9% |
1.2216 |
| Close |
1.2292 |
1.2214 |
-0.0078 |
-0.6% |
1.2393 |
| Range |
0.0134 |
0.0139 |
0.0005 |
3.7% |
0.0261 |
| ATR |
0.0156 |
0.0155 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
299,215 |
250,731 |
-48,484 |
-16.2% |
1,385,940 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2639 |
1.2566 |
1.2290 |
|
| R3 |
1.2500 |
1.2427 |
1.2252 |
|
| R2 |
1.2361 |
1.2361 |
1.2239 |
|
| R1 |
1.2288 |
1.2288 |
1.2227 |
1.2255 |
| PP |
1.2222 |
1.2222 |
1.2222 |
1.2206 |
| S1 |
1.2149 |
1.2149 |
1.2201 |
1.2116 |
| S2 |
1.2083 |
1.2083 |
1.2189 |
|
| S3 |
1.1944 |
1.2010 |
1.2176 |
|
| S4 |
1.1805 |
1.1871 |
1.2138 |
|
|
| 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 |
1.2157 |
0.0247 |
2.0% |
0.0136 |
1.1% |
23% |
False |
True |
297,618 |
| 10 |
1.2477 |
1.2157 |
0.0320 |
2.6% |
0.0128 |
1.1% |
18% |
False |
True |
284,014 |
| 20 |
1.2477 |
1.1884 |
0.0593 |
4.9% |
0.0143 |
1.2% |
56% |
False |
False |
198,767 |
| 40 |
1.3211 |
1.1884 |
0.1327 |
10.9% |
0.0182 |
1.5% |
25% |
False |
False |
101,732 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.8% |
0.0161 |
1.3% |
18% |
False |
False |
68,200 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.8% |
0.0148 |
1.2% |
17% |
False |
False |
51,247 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.8% |
0.0125 |
1.0% |
17% |
False |
False |
41,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2887 |
|
2.618 |
1.2660 |
|
1.618 |
1.2521 |
|
1.000 |
1.2435 |
|
0.618 |
1.2382 |
|
HIGH |
1.2296 |
|
0.618 |
1.2243 |
|
0.500 |
1.2227 |
|
0.382 |
1.2210 |
|
LOW |
1.2157 |
|
0.618 |
1.2071 |
|
1.000 |
1.2018 |
|
1.618 |
1.1932 |
|
2.618 |
1.1793 |
|
4.250 |
1.1566 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2227 |
1.2281 |
| PP |
1.2222 |
1.2258 |
| S1 |
1.2218 |
1.2236 |
|