CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1995 |
1.1922 |
-0.0073 |
-0.6% |
1.2289 |
| High |
1.1995 |
1.2030 |
0.0035 |
0.3% |
1.2342 |
| Low |
1.1960 |
1.1922 |
-0.0038 |
-0.3% |
1.2001 |
| Close |
1.1959 |
1.1947 |
-0.0012 |
-0.1% |
1.1988 |
| Range |
0.0035 |
0.0108 |
0.0073 |
208.6% |
0.0341 |
| ATR |
0.0146 |
0.0144 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
39 |
225 |
186 |
476.9% |
180 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2290 |
1.2227 |
1.2006 |
|
| R3 |
1.2182 |
1.2119 |
1.1977 |
|
| R2 |
1.2074 |
1.2074 |
1.1967 |
|
| R1 |
1.2011 |
1.2011 |
1.1957 |
1.2043 |
| PP |
1.1966 |
1.1966 |
1.1966 |
1.1982 |
| S1 |
1.1903 |
1.1903 |
1.1937 |
1.1935 |
| S2 |
1.1858 |
1.1858 |
1.1927 |
|
| S3 |
1.1750 |
1.1795 |
1.1917 |
|
| S4 |
1.1642 |
1.1687 |
1.1888 |
|
|
| 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 |
1.2276 |
1.1922 |
0.0354 |
3.0% |
0.0105 |
0.9% |
7% |
False |
True |
88 |
| 10 |
1.2397 |
1.1922 |
0.0475 |
4.0% |
0.0106 |
0.9% |
5% |
False |
True |
49 |
| 20 |
1.2760 |
1.1922 |
0.0838 |
7.0% |
0.0128 |
1.1% |
3% |
False |
True |
66 |
| 40 |
1.3625 |
1.1922 |
0.1703 |
14.3% |
0.0098 |
0.8% |
1% |
False |
True |
37 |
| 60 |
1.3765 |
1.1922 |
0.1843 |
15.4% |
0.0072 |
0.6% |
1% |
False |
True |
26 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
15.4% |
0.0055 |
0.5% |
1% |
False |
True |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2489 |
|
2.618 |
1.2313 |
|
1.618 |
1.2205 |
|
1.000 |
1.2138 |
|
0.618 |
1.2097 |
|
HIGH |
1.2030 |
|
0.618 |
1.1989 |
|
0.500 |
1.1976 |
|
0.382 |
1.1963 |
|
LOW |
1.1922 |
|
0.618 |
1.1855 |
|
1.000 |
1.1814 |
|
1.618 |
1.1747 |
|
2.618 |
1.1639 |
|
4.250 |
1.1463 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1976 |
1.2076 |
| PP |
1.1966 |
1.2033 |
| S1 |
1.1957 |
1.1990 |
|