CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1922 |
1.2050 |
0.0128 |
1.1% |
1.2289 |
| High |
1.2030 |
1.2100 |
0.0070 |
0.6% |
1.2342 |
| Low |
1.1922 |
1.2035 |
0.0113 |
0.9% |
1.2001 |
| Close |
1.1947 |
1.2005 |
0.0058 |
0.5% |
1.1988 |
| Range |
0.0108 |
0.0065 |
-0.0043 |
-39.8% |
0.0341 |
| ATR |
0.0144 |
0.0144 |
0.0001 |
0.5% |
0.0000 |
| Volume |
225 |
70 |
-155 |
-68.9% |
180 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2242 |
1.2188 |
1.2041 |
|
| R3 |
1.2177 |
1.2123 |
1.2023 |
|
| R2 |
1.2112 |
1.2112 |
1.2017 |
|
| R1 |
1.2058 |
1.2058 |
1.2011 |
1.2053 |
| PP |
1.2047 |
1.2047 |
1.2047 |
1.2044 |
| S1 |
1.1993 |
1.1993 |
1.1999 |
1.1988 |
| S2 |
1.1982 |
1.1982 |
1.1993 |
|
| S3 |
1.1917 |
1.1928 |
1.1987 |
|
| S4 |
1.1852 |
1.1863 |
1.1969 |
|
|
| 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 |
1.2245 |
1.1922 |
0.0323 |
2.7% |
0.0103 |
0.9% |
26% |
False |
False |
88 |
| 10 |
1.2397 |
1.1922 |
0.0475 |
4.0% |
0.0098 |
0.8% |
17% |
False |
False |
54 |
| 20 |
1.2760 |
1.1922 |
0.0838 |
7.0% |
0.0130 |
1.1% |
10% |
False |
False |
68 |
| 40 |
1.3625 |
1.1922 |
0.1703 |
14.2% |
0.0100 |
0.8% |
5% |
False |
False |
39 |
| 60 |
1.3765 |
1.1922 |
0.1843 |
15.4% |
0.0073 |
0.6% |
5% |
False |
False |
27 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
15.4% |
0.0056 |
0.5% |
5% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2376 |
|
2.618 |
1.2270 |
|
1.618 |
1.2205 |
|
1.000 |
1.2165 |
|
0.618 |
1.2140 |
|
HIGH |
1.2100 |
|
0.618 |
1.2075 |
|
0.500 |
1.2068 |
|
0.382 |
1.2060 |
|
LOW |
1.2035 |
|
0.618 |
1.1995 |
|
1.000 |
1.1970 |
|
1.618 |
1.1930 |
|
2.618 |
1.1865 |
|
4.250 |
1.1759 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2068 |
1.2011 |
| PP |
1.2047 |
1.2009 |
| S1 |
1.2026 |
1.2007 |
|