CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2519 |
1.2559 |
0.0040 |
0.3% |
1.2384 |
| High |
1.2617 |
1.2666 |
0.0049 |
0.4% |
1.2617 |
| Low |
1.2486 |
1.2483 |
-0.0003 |
0.0% |
1.2157 |
| Close |
1.2557 |
1.2623 |
0.0066 |
0.5% |
1.2557 |
| Range |
0.0131 |
0.0183 |
0.0052 |
39.7% |
0.0460 |
| ATR |
0.0166 |
0.0167 |
0.0001 |
0.8% |
0.0000 |
| Volume |
480,784 |
279,628 |
-201,156 |
-41.8% |
1,706,731 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3140 |
1.3064 |
1.2724 |
|
| R3 |
1.2957 |
1.2881 |
1.2673 |
|
| R2 |
1.2774 |
1.2774 |
1.2657 |
|
| R1 |
1.2698 |
1.2698 |
1.2640 |
1.2736 |
| PP |
1.2591 |
1.2591 |
1.2591 |
1.2610 |
| S1 |
1.2515 |
1.2515 |
1.2606 |
1.2553 |
| S2 |
1.2408 |
1.2408 |
1.2589 |
|
| S3 |
1.2225 |
1.2332 |
1.2573 |
|
| S4 |
1.2042 |
1.2149 |
1.2522 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3824 |
1.3650 |
1.2810 |
|
| R3 |
1.3364 |
1.3190 |
1.2684 |
|
| R2 |
1.2904 |
1.2904 |
1.2641 |
|
| R1 |
1.2730 |
1.2730 |
1.2599 |
1.2817 |
| PP |
1.2444 |
1.2444 |
1.2444 |
1.2487 |
| S1 |
1.2270 |
1.2270 |
1.2515 |
1.2357 |
| S2 |
1.1984 |
1.1984 |
1.2473 |
|
| S3 |
1.1524 |
1.1810 |
1.2431 |
|
| S4 |
1.1064 |
1.1350 |
1.2304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2666 |
1.2157 |
0.0509 |
4.0% |
0.0188 |
1.5% |
92% |
True |
False |
337,428 |
| 10 |
1.2666 |
1.2157 |
0.0509 |
4.0% |
0.0158 |
1.3% |
92% |
True |
False |
318,246 |
| 20 |
1.2666 |
1.1913 |
0.0753 |
6.0% |
0.0150 |
1.2% |
94% |
True |
False |
266,873 |
| 40 |
1.3101 |
1.1884 |
0.1217 |
9.6% |
0.0178 |
1.4% |
61% |
False |
False |
137,304 |
| 60 |
1.3686 |
1.1884 |
0.1802 |
14.3% |
0.0167 |
1.3% |
41% |
False |
False |
92,110 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.3% |
0.0155 |
1.2% |
38% |
False |
False |
69,202 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.3% |
0.0133 |
1.1% |
38% |
False |
False |
55,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3444 |
|
2.618 |
1.3145 |
|
1.618 |
1.2962 |
|
1.000 |
1.2849 |
|
0.618 |
1.2779 |
|
HIGH |
1.2666 |
|
0.618 |
1.2596 |
|
0.500 |
1.2575 |
|
0.382 |
1.2553 |
|
LOW |
1.2483 |
|
0.618 |
1.2370 |
|
1.000 |
1.2300 |
|
1.618 |
1.2187 |
|
2.618 |
1.2004 |
|
4.250 |
1.1705 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2607 |
1.2559 |
| PP |
1.2591 |
1.2495 |
| S1 |
1.2575 |
1.2432 |
|