CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2087 |
1.2123 |
0.0036 |
0.3% |
1.1995 |
| High |
1.2150 |
1.2184 |
0.0034 |
0.3% |
1.2184 |
| Low |
1.2087 |
1.2070 |
-0.0017 |
-0.1% |
1.1922 |
| Close |
1.2116 |
1.2095 |
-0.0021 |
-0.2% |
1.2095 |
| Range |
0.0063 |
0.0114 |
0.0051 |
81.0% |
0.0262 |
| ATR |
0.0144 |
0.0142 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
76 |
122 |
46 |
60.5% |
532 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2458 |
1.2391 |
1.2158 |
|
| R3 |
1.2344 |
1.2277 |
1.2126 |
|
| R2 |
1.2230 |
1.2230 |
1.2116 |
|
| R1 |
1.2163 |
1.2163 |
1.2105 |
1.2140 |
| PP |
1.2116 |
1.2116 |
1.2116 |
1.2105 |
| S1 |
1.2049 |
1.2049 |
1.2085 |
1.2026 |
| S2 |
1.2002 |
1.2002 |
1.2074 |
|
| S3 |
1.1888 |
1.1935 |
1.2064 |
|
| S4 |
1.1774 |
1.1821 |
1.2032 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2853 |
1.2736 |
1.2239 |
|
| R3 |
1.2591 |
1.2474 |
1.2167 |
|
| R2 |
1.2329 |
1.2329 |
1.2143 |
|
| R1 |
1.2212 |
1.2212 |
1.2119 |
1.2271 |
| PP |
1.2067 |
1.2067 |
1.2067 |
1.2096 |
| S1 |
1.1950 |
1.1950 |
1.2071 |
1.2009 |
| S2 |
1.1805 |
1.1805 |
1.2047 |
|
| S3 |
1.1543 |
1.1688 |
1.2023 |
|
| S4 |
1.1281 |
1.1426 |
1.1951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2184 |
1.1922 |
0.0262 |
2.2% |
0.0077 |
0.6% |
66% |
True |
False |
106 |
| 10 |
1.2350 |
1.1922 |
0.0428 |
3.5% |
0.0099 |
0.8% |
40% |
False |
False |
71 |
| 20 |
1.2760 |
1.1922 |
0.0838 |
6.9% |
0.0138 |
1.1% |
21% |
False |
False |
77 |
| 40 |
1.3500 |
1.1922 |
0.1578 |
13.0% |
0.0103 |
0.9% |
11% |
False |
False |
44 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
14.1% |
0.0076 |
0.6% |
10% |
False |
False |
30 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
15.2% |
0.0058 |
0.5% |
9% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2669 |
|
2.618 |
1.2482 |
|
1.618 |
1.2368 |
|
1.000 |
1.2298 |
|
0.618 |
1.2254 |
|
HIGH |
1.2184 |
|
0.618 |
1.2140 |
|
0.500 |
1.2127 |
|
0.382 |
1.2114 |
|
LOW |
1.2070 |
|
0.618 |
1.2000 |
|
1.000 |
1.1956 |
|
1.618 |
1.1886 |
|
2.618 |
1.1772 |
|
4.250 |
1.1586 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2127 |
1.2110 |
| PP |
1.2116 |
1.2105 |
| S1 |
1.2106 |
1.2100 |
|