CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2350 |
1.2289 |
-0.0061 |
-0.5% |
1.2545 |
| High |
1.2350 |
1.2342 |
-0.0008 |
-0.1% |
1.2545 |
| Low |
1.2350 |
1.2123 |
-0.0227 |
-1.8% |
1.2231 |
| Close |
1.2348 |
1.2282 |
-0.0066 |
-0.5% |
1.2348 |
| Range |
0.0000 |
0.0219 |
0.0219 |
|
0.0314 |
| ATR |
0.0154 |
0.0159 |
0.0005 |
3.3% |
0.0000 |
| Volume |
6 |
2 |
-4 |
-66.7% |
205 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2906 |
1.2813 |
1.2402 |
|
| R3 |
1.2687 |
1.2594 |
1.2342 |
|
| R2 |
1.2468 |
1.2468 |
1.2322 |
|
| R1 |
1.2375 |
1.2375 |
1.2302 |
1.2312 |
| PP |
1.2249 |
1.2249 |
1.2249 |
1.2218 |
| S1 |
1.2156 |
1.2156 |
1.2262 |
1.2093 |
| S2 |
1.2030 |
1.2030 |
1.2242 |
|
| S3 |
1.1811 |
1.1937 |
1.2222 |
|
| S4 |
1.1592 |
1.1718 |
1.2162 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3317 |
1.3146 |
1.2521 |
|
| R3 |
1.3003 |
1.2832 |
1.2434 |
|
| R2 |
1.2689 |
1.2689 |
1.2406 |
|
| R1 |
1.2518 |
1.2518 |
1.2377 |
1.2447 |
| PP |
1.2375 |
1.2375 |
1.2375 |
1.2339 |
| S1 |
1.2204 |
1.2204 |
1.2319 |
1.2133 |
| S2 |
1.2061 |
1.2061 |
1.2290 |
|
| S3 |
1.1747 |
1.1890 |
1.2262 |
|
| S4 |
1.1433 |
1.1576 |
1.2175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2397 |
1.2123 |
0.0274 |
2.2% |
0.0107 |
0.9% |
58% |
False |
True |
9 |
| 10 |
1.2760 |
1.2123 |
0.0637 |
5.2% |
0.0174 |
1.4% |
25% |
False |
True |
66 |
| 20 |
1.3167 |
1.2123 |
0.1044 |
8.5% |
0.0155 |
1.3% |
15% |
False |
True |
48 |
| 40 |
1.3625 |
1.2123 |
0.1502 |
12.2% |
0.0088 |
0.7% |
11% |
False |
True |
27 |
| 60 |
1.3765 |
1.2123 |
0.1642 |
13.4% |
0.0064 |
0.5% |
10% |
False |
True |
19 |
| 80 |
1.3810 |
1.2123 |
0.1687 |
13.7% |
0.0049 |
0.4% |
9% |
False |
True |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3273 |
|
2.618 |
1.2915 |
|
1.618 |
1.2696 |
|
1.000 |
1.2561 |
|
0.618 |
1.2477 |
|
HIGH |
1.2342 |
|
0.618 |
1.2258 |
|
0.500 |
1.2233 |
|
0.382 |
1.2207 |
|
LOW |
1.2123 |
|
0.618 |
1.1988 |
|
1.000 |
1.1904 |
|
1.618 |
1.1769 |
|
2.618 |
1.1550 |
|
4.250 |
1.1192 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2266 |
1.2275 |
| PP |
1.2249 |
1.2267 |
| S1 |
1.2233 |
1.2260 |
|