CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2190 |
1.1995 |
-0.0195 |
-1.6% |
1.2289 |
| High |
1.2230 |
1.1995 |
-0.0235 |
-1.9% |
1.2342 |
| Low |
1.2001 |
1.1960 |
-0.0041 |
-0.3% |
1.2001 |
| Close |
1.1988 |
1.1959 |
-0.0029 |
-0.2% |
1.1988 |
| Range |
0.0229 |
0.0035 |
-0.0194 |
-84.7% |
0.0341 |
| ATR |
0.0155 |
0.0146 |
-0.0009 |
-5.5% |
0.0000 |
| Volume |
3 |
39 |
36 |
1,200.0% |
180 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2076 |
1.2053 |
1.1978 |
|
| R3 |
1.2041 |
1.2018 |
1.1969 |
|
| R2 |
1.2006 |
1.2006 |
1.1965 |
|
| R1 |
1.1983 |
1.1983 |
1.1962 |
1.1977 |
| PP |
1.1971 |
1.1971 |
1.1971 |
1.1969 |
| S1 |
1.1948 |
1.1948 |
1.1956 |
1.1942 |
| S2 |
1.1936 |
1.1936 |
1.1953 |
|
| S3 |
1.1901 |
1.1913 |
1.1949 |
|
| S4 |
1.1866 |
1.1878 |
1.1940 |
|
|
| 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 |
1.2342 |
1.1960 |
0.0382 |
3.2% |
0.0127 |
1.1% |
0% |
False |
True |
43 |
| 10 |
1.2545 |
1.1960 |
0.0585 |
4.9% |
0.0110 |
0.9% |
0% |
False |
True |
42 |
| 20 |
1.3112 |
1.1960 |
0.1152 |
9.6% |
0.0138 |
1.2% |
0% |
False |
True |
55 |
| 40 |
1.3625 |
1.1960 |
0.1665 |
13.9% |
0.0097 |
0.8% |
0% |
False |
True |
32 |
| 60 |
1.3765 |
1.1960 |
0.1805 |
15.1% |
0.0070 |
0.6% |
0% |
False |
True |
22 |
| 80 |
1.3765 |
1.1960 |
0.1805 |
15.1% |
0.0054 |
0.5% |
0% |
False |
True |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2144 |
|
2.618 |
1.2087 |
|
1.618 |
1.2052 |
|
1.000 |
1.2030 |
|
0.618 |
1.2017 |
|
HIGH |
1.1995 |
|
0.618 |
1.1982 |
|
0.500 |
1.1978 |
|
0.382 |
1.1973 |
|
LOW |
1.1960 |
|
0.618 |
1.1938 |
|
1.000 |
1.1925 |
|
1.618 |
1.1903 |
|
2.618 |
1.1868 |
|
4.250 |
1.1811 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1978 |
1.2103 |
| PP |
1.1971 |
1.2055 |
| S1 |
1.1965 |
1.2007 |
|