CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2050 |
1.2087 |
0.0037 |
0.3% |
1.2289 |
| High |
1.2100 |
1.2150 |
0.0050 |
0.4% |
1.2342 |
| Low |
1.2035 |
1.2087 |
0.0052 |
0.4% |
1.2001 |
| Close |
1.2005 |
1.2116 |
0.0111 |
0.9% |
1.1988 |
| Range |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0341 |
| ATR |
0.0144 |
0.0144 |
0.0000 |
0.0% |
0.0000 |
| Volume |
70 |
76 |
6 |
8.6% |
180 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2307 |
1.2274 |
1.2151 |
|
| R3 |
1.2244 |
1.2211 |
1.2133 |
|
| R2 |
1.2181 |
1.2181 |
1.2128 |
|
| R1 |
1.2148 |
1.2148 |
1.2122 |
1.2165 |
| PP |
1.2118 |
1.2118 |
1.2118 |
1.2126 |
| S1 |
1.2085 |
1.2085 |
1.2110 |
1.2102 |
| S2 |
1.2055 |
1.2055 |
1.2104 |
|
| S3 |
1.1992 |
1.2022 |
1.2099 |
|
| S4 |
1.1929 |
1.1959 |
1.2081 |
|
|
| 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 |
1.2230 |
1.1922 |
0.0308 |
2.5% |
0.0100 |
0.8% |
63% |
False |
False |
82 |
| 10 |
1.2397 |
1.1922 |
0.0475 |
3.9% |
0.0098 |
0.8% |
41% |
False |
False |
60 |
| 20 |
1.2760 |
1.1922 |
0.0838 |
6.9% |
0.0132 |
1.1% |
23% |
False |
False |
71 |
| 40 |
1.3558 |
1.1922 |
0.1636 |
13.5% |
0.0101 |
0.8% |
12% |
False |
False |
41 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
14.1% |
0.0074 |
0.6% |
11% |
False |
False |
28 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
15.2% |
0.0057 |
0.5% |
11% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2418 |
|
2.618 |
1.2315 |
|
1.618 |
1.2252 |
|
1.000 |
1.2213 |
|
0.618 |
1.2189 |
|
HIGH |
1.2150 |
|
0.618 |
1.2126 |
|
0.500 |
1.2119 |
|
0.382 |
1.2111 |
|
LOW |
1.2087 |
|
0.618 |
1.2048 |
|
1.000 |
1.2024 |
|
1.618 |
1.1985 |
|
2.618 |
1.1922 |
|
4.250 |
1.1819 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2119 |
1.2089 |
| PP |
1.2118 |
1.2063 |
| S1 |
1.2117 |
1.2036 |
|