CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2223 |
1.2335 |
0.0112 |
0.9% |
1.1995 |
| High |
1.2370 |
1.2360 |
-0.0010 |
-0.1% |
1.2184 |
| Low |
1.2220 |
1.2275 |
0.0055 |
0.5% |
1.1922 |
| Close |
1.2354 |
1.2332 |
-0.0022 |
-0.2% |
1.2095 |
| Range |
0.0150 |
0.0085 |
-0.0065 |
-43.3% |
0.0262 |
| ATR |
0.0148 |
0.0143 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
131 |
76 |
-55 |
-42.0% |
532 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2577 |
1.2540 |
1.2379 |
|
| R3 |
1.2492 |
1.2455 |
1.2355 |
|
| R2 |
1.2407 |
1.2407 |
1.2348 |
|
| R1 |
1.2370 |
1.2370 |
1.2340 |
1.2346 |
| PP |
1.2322 |
1.2322 |
1.2322 |
1.2311 |
| S1 |
1.2285 |
1.2285 |
1.2324 |
1.2261 |
| S2 |
1.2237 |
1.2237 |
1.2316 |
|
| S3 |
1.2152 |
1.2200 |
1.2309 |
|
| S4 |
1.2067 |
1.2115 |
1.2285 |
|
|
| 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 |
1.2070 |
0.0300 |
2.4% |
0.0110 |
0.9% |
87% |
False |
False |
85 |
| 10 |
1.2370 |
1.1922 |
0.0448 |
3.6% |
0.0106 |
0.9% |
92% |
False |
False |
86 |
| 20 |
1.2760 |
1.1922 |
0.0838 |
6.8% |
0.0130 |
1.1% |
49% |
False |
False |
69 |
| 40 |
1.3401 |
1.1922 |
0.1479 |
12.0% |
0.0113 |
0.9% |
28% |
False |
False |
49 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.8% |
0.0083 |
0.7% |
24% |
False |
False |
34 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.9% |
0.0062 |
0.5% |
22% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2721 |
|
2.618 |
1.2583 |
|
1.618 |
1.2498 |
|
1.000 |
1.2445 |
|
0.618 |
1.2413 |
|
HIGH |
1.2360 |
|
0.618 |
1.2328 |
|
0.500 |
1.2318 |
|
0.382 |
1.2307 |
|
LOW |
1.2275 |
|
0.618 |
1.2222 |
|
1.000 |
1.2190 |
|
1.618 |
1.2137 |
|
2.618 |
1.2052 |
|
4.250 |
1.1914 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2327 |
1.2313 |
| PP |
1.2322 |
1.2293 |
| S1 |
1.2318 |
1.2274 |
|