CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2245 |
1.2190 |
-0.0055 |
-0.4% |
1.2289 |
| High |
1.2245 |
1.2230 |
-0.0015 |
-0.1% |
1.2342 |
| Low |
1.2169 |
1.2001 |
-0.0168 |
-1.4% |
1.2001 |
| Close |
1.2199 |
1.1988 |
-0.0211 |
-1.7% |
1.1988 |
| Range |
0.0076 |
0.0229 |
0.0153 |
201.3% |
0.0341 |
| ATR |
0.0149 |
0.0155 |
0.0006 |
3.8% |
0.0000 |
| Volume |
105 |
3 |
-102 |
-97.1% |
180 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2760 |
1.2603 |
1.2114 |
|
| R3 |
1.2531 |
1.2374 |
1.2051 |
|
| R2 |
1.2302 |
1.2302 |
1.2030 |
|
| R1 |
1.2145 |
1.2145 |
1.2009 |
1.2109 |
| PP |
1.2073 |
1.2073 |
1.2073 |
1.2055 |
| S1 |
1.1916 |
1.1916 |
1.1967 |
1.1880 |
| S2 |
1.1844 |
1.1844 |
1.1946 |
|
| S3 |
1.1615 |
1.1687 |
1.1925 |
|
| S4 |
1.1386 |
1.1458 |
1.1862 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3133 |
1.2902 |
1.2176 |
|
| R3 |
1.2792 |
1.2561 |
1.2082 |
|
| R2 |
1.2451 |
1.2451 |
1.2051 |
|
| R1 |
1.2220 |
1.2220 |
1.2019 |
1.2165 |
| PP |
1.2110 |
1.2110 |
1.2110 |
1.2083 |
| S1 |
1.1879 |
1.1879 |
1.1957 |
1.1824 |
| S2 |
1.1769 |
1.1769 |
1.1925 |
|
| S3 |
1.1428 |
1.1538 |
1.1894 |
|
| S4 |
1.1087 |
1.1197 |
1.1800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2350 |
1.2001 |
0.0349 |
2.9% |
0.0120 |
1.0% |
-4% |
False |
True |
37 |
| 10 |
1.2760 |
1.2001 |
0.0759 |
6.3% |
0.0135 |
1.1% |
-2% |
False |
True |
49 |
| 20 |
1.3112 |
1.2001 |
0.1111 |
9.3% |
0.0144 |
1.2% |
-1% |
False |
True |
55 |
| 40 |
1.3625 |
1.2001 |
0.1624 |
13.5% |
0.0096 |
0.8% |
-1% |
False |
True |
31 |
| 60 |
1.3765 |
1.2001 |
0.1764 |
14.7% |
0.0070 |
0.6% |
-1% |
False |
True |
22 |
| 80 |
1.3765 |
1.2001 |
0.1764 |
14.7% |
0.0054 |
0.4% |
-1% |
False |
True |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3203 |
|
2.618 |
1.2830 |
|
1.618 |
1.2601 |
|
1.000 |
1.2459 |
|
0.618 |
1.2372 |
|
HIGH |
1.2230 |
|
0.618 |
1.2143 |
|
0.500 |
1.2116 |
|
0.382 |
1.2088 |
|
LOW |
1.2001 |
|
0.618 |
1.1859 |
|
1.000 |
1.1772 |
|
1.618 |
1.1630 |
|
2.618 |
1.1401 |
|
4.250 |
1.1028 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2116 |
1.2139 |
| PP |
1.2073 |
1.2088 |
| S1 |
1.2031 |
1.2038 |
|