CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2289 |
1.2250 |
-0.0039 |
-0.3% |
1.2545 |
| High |
1.2342 |
1.2276 |
-0.0066 |
-0.5% |
1.2545 |
| Low |
1.2123 |
1.2200 |
0.0077 |
0.6% |
1.2231 |
| Close |
1.2282 |
1.2264 |
-0.0018 |
-0.1% |
1.2348 |
| Range |
0.0219 |
0.0076 |
-0.0143 |
-65.3% |
0.0314 |
| ATR |
0.0159 |
0.0153 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
2 |
70 |
68 |
3,400.0% |
205 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2475 |
1.2445 |
1.2306 |
|
| R3 |
1.2399 |
1.2369 |
1.2285 |
|
| R2 |
1.2323 |
1.2323 |
1.2278 |
|
| R1 |
1.2293 |
1.2293 |
1.2271 |
1.2308 |
| PP |
1.2247 |
1.2247 |
1.2247 |
1.2254 |
| S1 |
1.2217 |
1.2217 |
1.2257 |
1.2232 |
| S2 |
1.2171 |
1.2171 |
1.2250 |
|
| S3 |
1.2095 |
1.2141 |
1.2243 |
|
| S4 |
1.2019 |
1.2065 |
1.2222 |
|
|
| 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% |
0.0094 |
0.8% |
51% |
False |
False |
19 |
| 10 |
1.2760 |
1.2123 |
0.0637 |
5.2% |
0.0153 |
1.3% |
22% |
False |
False |
52 |
| 20 |
1.3112 |
1.2123 |
0.0989 |
8.1% |
0.0150 |
1.2% |
14% |
False |
False |
52 |
| 40 |
1.3625 |
1.2123 |
0.1502 |
12.2% |
0.0090 |
0.7% |
9% |
False |
False |
29 |
| 60 |
1.3765 |
1.2123 |
0.1642 |
13.4% |
0.0065 |
0.5% |
9% |
False |
False |
20 |
| 80 |
1.3810 |
1.2123 |
0.1687 |
13.8% |
0.0050 |
0.4% |
8% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2599 |
|
2.618 |
1.2475 |
|
1.618 |
1.2399 |
|
1.000 |
1.2352 |
|
0.618 |
1.2323 |
|
HIGH |
1.2276 |
|
0.618 |
1.2247 |
|
0.500 |
1.2238 |
|
0.382 |
1.2229 |
|
LOW |
1.2200 |
|
0.618 |
1.2153 |
|
1.000 |
1.2124 |
|
1.618 |
1.2077 |
|
2.618 |
1.2001 |
|
4.250 |
1.1877 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2255 |
1.2255 |
| PP |
1.2247 |
1.2246 |
| S1 |
1.2238 |
1.2237 |
|