CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2178 |
1.2223 |
0.0045 |
0.4% |
1.1995 |
| High |
1.2315 |
1.2370 |
0.0055 |
0.4% |
1.2184 |
| Low |
1.2178 |
1.2220 |
0.0042 |
0.3% |
1.1922 |
| Close |
1.2261 |
1.2354 |
0.0093 |
0.8% |
1.2095 |
| Range |
0.0137 |
0.0150 |
0.0013 |
9.5% |
0.0262 |
| ATR |
0.0148 |
0.0148 |
0.0000 |
0.1% |
0.0000 |
| Volume |
21 |
131 |
110 |
523.8% |
532 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2765 |
1.2709 |
1.2437 |
|
| R3 |
1.2615 |
1.2559 |
1.2395 |
|
| R2 |
1.2465 |
1.2465 |
1.2382 |
|
| R1 |
1.2409 |
1.2409 |
1.2368 |
1.2437 |
| PP |
1.2315 |
1.2315 |
1.2315 |
1.2329 |
| S1 |
1.2259 |
1.2259 |
1.2340 |
1.2287 |
| S2 |
1.2165 |
1.2165 |
1.2327 |
|
| S3 |
1.2015 |
1.2109 |
1.2313 |
|
| S4 |
1.1865 |
1.1959 |
1.2272 |
|
|
| 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 |
1.2370 |
1.2035 |
0.0335 |
2.7% |
0.0106 |
0.9% |
95% |
True |
False |
84 |
| 10 |
1.2370 |
1.1922 |
0.0448 |
3.6% |
0.0105 |
0.9% |
96% |
True |
False |
86 |
| 20 |
1.2760 |
1.1922 |
0.0838 |
6.8% |
0.0140 |
1.1% |
52% |
False |
False |
76 |
| 40 |
1.3470 |
1.1922 |
0.1548 |
12.5% |
0.0110 |
0.9% |
28% |
False |
False |
47 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.8% |
0.0081 |
0.7% |
25% |
False |
False |
33 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.9% |
0.0061 |
0.5% |
23% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3008 |
|
2.618 |
1.2763 |
|
1.618 |
1.2613 |
|
1.000 |
1.2520 |
|
0.618 |
1.2463 |
|
HIGH |
1.2370 |
|
0.618 |
1.2313 |
|
0.500 |
1.2295 |
|
0.382 |
1.2277 |
|
LOW |
1.2220 |
|
0.618 |
1.2127 |
|
1.000 |
1.2070 |
|
1.618 |
1.1977 |
|
2.618 |
1.1827 |
|
4.250 |
1.1583 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2334 |
1.2309 |
| PP |
1.2315 |
1.2265 |
| S1 |
1.2295 |
1.2220 |
|