CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2123 |
1.2178 |
0.0055 |
0.5% |
1.1995 |
| High |
1.2184 |
1.2315 |
0.0131 |
1.1% |
1.2184 |
| Low |
1.2070 |
1.2178 |
0.0108 |
0.9% |
1.1922 |
| Close |
1.2095 |
1.2261 |
0.0166 |
1.4% |
1.2095 |
| Range |
0.0114 |
0.0137 |
0.0023 |
20.2% |
0.0262 |
| ATR |
0.0142 |
0.0148 |
0.0006 |
3.9% |
0.0000 |
| Volume |
122 |
21 |
-101 |
-82.8% |
532 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2662 |
1.2599 |
1.2336 |
|
| R3 |
1.2525 |
1.2462 |
1.2299 |
|
| R2 |
1.2388 |
1.2388 |
1.2286 |
|
| R1 |
1.2325 |
1.2325 |
1.2274 |
1.2357 |
| PP |
1.2251 |
1.2251 |
1.2251 |
1.2267 |
| S1 |
1.2188 |
1.2188 |
1.2248 |
1.2220 |
| S2 |
1.2114 |
1.2114 |
1.2236 |
|
| S3 |
1.1977 |
1.2051 |
1.2223 |
|
| S4 |
1.1840 |
1.1914 |
1.2186 |
|
|
| 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 |
1.2315 |
1.1922 |
0.0393 |
3.2% |
0.0097 |
0.8% |
86% |
True |
False |
102 |
| 10 |
1.2342 |
1.1922 |
0.0420 |
3.4% |
0.0112 |
0.9% |
81% |
False |
False |
73 |
| 20 |
1.2760 |
1.1922 |
0.0838 |
6.8% |
0.0137 |
1.1% |
40% |
False |
False |
70 |
| 40 |
1.3470 |
1.1922 |
0.1548 |
12.6% |
0.0107 |
0.9% |
22% |
False |
False |
44 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.9% |
0.0079 |
0.6% |
20% |
False |
False |
31 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
15.0% |
0.0059 |
0.5% |
18% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2897 |
|
2.618 |
1.2674 |
|
1.618 |
1.2537 |
|
1.000 |
1.2452 |
|
0.618 |
1.2400 |
|
HIGH |
1.2315 |
|
0.618 |
1.2263 |
|
0.500 |
1.2247 |
|
0.382 |
1.2230 |
|
LOW |
1.2178 |
|
0.618 |
1.2093 |
|
1.000 |
1.2041 |
|
1.618 |
1.1956 |
|
2.618 |
1.1819 |
|
4.250 |
1.1596 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2256 |
1.2238 |
| PP |
1.2251 |
1.2215 |
| S1 |
1.2247 |
1.2193 |
|