CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2335 |
1.2305 |
-0.0030 |
-0.2% |
1.1995 |
| High |
1.2360 |
1.2425 |
0.0065 |
0.5% |
1.2184 |
| Low |
1.2275 |
1.2266 |
-0.0009 |
-0.1% |
1.1922 |
| Close |
1.2332 |
1.2397 |
0.0065 |
0.5% |
1.2095 |
| Range |
0.0085 |
0.0159 |
0.0074 |
87.1% |
0.0262 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
0.8% |
0.0000 |
| Volume |
76 |
95 |
19 |
25.0% |
532 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2840 |
1.2777 |
1.2484 |
|
| R3 |
1.2681 |
1.2618 |
1.2441 |
|
| R2 |
1.2522 |
1.2522 |
1.2426 |
|
| R1 |
1.2459 |
1.2459 |
1.2412 |
1.2491 |
| PP |
1.2363 |
1.2363 |
1.2363 |
1.2378 |
| S1 |
1.2300 |
1.2300 |
1.2382 |
1.2332 |
| S2 |
1.2204 |
1.2204 |
1.2368 |
|
| S3 |
1.2045 |
1.2141 |
1.2353 |
|
| S4 |
1.1886 |
1.1982 |
1.2310 |
|
|
| 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 |
1.2425 |
1.2070 |
0.0355 |
2.9% |
0.0129 |
1.0% |
92% |
True |
False |
89 |
| 10 |
1.2425 |
1.1922 |
0.0503 |
4.1% |
0.0115 |
0.9% |
94% |
True |
False |
85 |
| 20 |
1.2760 |
1.1922 |
0.0838 |
6.8% |
0.0126 |
1.0% |
57% |
False |
False |
73 |
| 40 |
1.3386 |
1.1922 |
0.1464 |
11.8% |
0.0117 |
0.9% |
32% |
False |
False |
51 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.7% |
0.0084 |
0.7% |
28% |
False |
False |
36 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.9% |
0.0064 |
0.5% |
26% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3101 |
|
2.618 |
1.2841 |
|
1.618 |
1.2682 |
|
1.000 |
1.2584 |
|
0.618 |
1.2523 |
|
HIGH |
1.2425 |
|
0.618 |
1.2364 |
|
0.500 |
1.2346 |
|
0.382 |
1.2327 |
|
LOW |
1.2266 |
|
0.618 |
1.2168 |
|
1.000 |
1.2107 |
|
1.618 |
1.2009 |
|
2.618 |
1.1850 |
|
4.250 |
1.1590 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2380 |
1.2372 |
| PP |
1.2363 |
1.2347 |
| S1 |
1.2346 |
1.2323 |
|