CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2198 |
1.2239 |
0.0041 |
0.3% |
1.2439 |
| High |
1.2311 |
1.2545 |
0.0234 |
1.9% |
1.2477 |
| Low |
1.2172 |
1.2197 |
0.0025 |
0.2% |
1.2216 |
| Close |
1.2248 |
1.2481 |
0.0233 |
1.9% |
1.2393 |
| Range |
0.0139 |
0.0348 |
0.0209 |
150.4% |
0.0261 |
| ATR |
0.0154 |
0.0168 |
0.0014 |
9.0% |
0.0000 |
| Volume |
330,210 |
345,791 |
15,581 |
4.7% |
1,385,940 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3452 |
1.3314 |
1.2672 |
|
| R3 |
1.3104 |
1.2966 |
1.2577 |
|
| R2 |
1.2756 |
1.2756 |
1.2545 |
|
| R1 |
1.2618 |
1.2618 |
1.2513 |
1.2687 |
| PP |
1.2408 |
1.2408 |
1.2408 |
1.2442 |
| S1 |
1.2270 |
1.2270 |
1.2449 |
1.2339 |
| S2 |
1.2060 |
1.2060 |
1.2417 |
|
| S3 |
1.1712 |
1.1922 |
1.2385 |
|
| S4 |
1.1364 |
1.1574 |
1.2290 |
|
|
| 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 |
1.2545 |
1.2157 |
0.0388 |
3.1% |
0.0180 |
1.4% |
84% |
True |
False |
313,815 |
| 10 |
1.2545 |
1.2157 |
0.0388 |
3.1% |
0.0150 |
1.2% |
84% |
True |
False |
292,877 |
| 20 |
1.2545 |
1.1884 |
0.0661 |
5.3% |
0.0154 |
1.2% |
90% |
True |
False |
231,540 |
| 40 |
1.3101 |
1.1884 |
0.1217 |
9.8% |
0.0184 |
1.5% |
49% |
False |
False |
118,528 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.4% |
0.0166 |
1.3% |
33% |
False |
False |
79,450 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.4% |
0.0152 |
1.2% |
31% |
False |
False |
59,697 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.4% |
0.0130 |
1.0% |
31% |
False |
False |
47,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4024 |
|
2.618 |
1.3456 |
|
1.618 |
1.3108 |
|
1.000 |
1.2893 |
|
0.618 |
1.2760 |
|
HIGH |
1.2545 |
|
0.618 |
1.2412 |
|
0.500 |
1.2371 |
|
0.382 |
1.2330 |
|
LOW |
1.2197 |
|
0.618 |
1.1982 |
|
1.000 |
1.1849 |
|
1.618 |
1.1634 |
|
2.618 |
1.1286 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2444 |
1.2438 |
| PP |
1.2408 |
1.2394 |
| S1 |
1.2371 |
1.2351 |
|