CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2402 |
1.2436 |
0.0034 |
0.3% |
1.2178 |
| High |
1.2425 |
1.2485 |
0.0060 |
0.5% |
1.2425 |
| Low |
1.2378 |
1.2320 |
-0.0058 |
-0.5% |
1.2178 |
| Close |
1.2379 |
1.2336 |
-0.0043 |
-0.3% |
1.2379 |
| Range |
0.0047 |
0.0165 |
0.0118 |
251.1% |
0.0247 |
| ATR |
0.0138 |
0.0139 |
0.0002 |
1.4% |
0.0000 |
| Volume |
251 |
61 |
-190 |
-75.7% |
574 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2875 |
1.2771 |
1.2427 |
|
| R3 |
1.2710 |
1.2606 |
1.2381 |
|
| R2 |
1.2545 |
1.2545 |
1.2366 |
|
| R1 |
1.2441 |
1.2441 |
1.2351 |
1.2411 |
| PP |
1.2380 |
1.2380 |
1.2380 |
1.2365 |
| S1 |
1.2276 |
1.2276 |
1.2321 |
1.2246 |
| S2 |
1.2215 |
1.2215 |
1.2306 |
|
| S3 |
1.2050 |
1.2111 |
1.2291 |
|
| S4 |
1.1885 |
1.1946 |
1.2245 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3068 |
1.2971 |
1.2515 |
|
| R3 |
1.2821 |
1.2724 |
1.2447 |
|
| R2 |
1.2574 |
1.2574 |
1.2424 |
|
| R1 |
1.2477 |
1.2477 |
1.2402 |
1.2526 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2352 |
| S1 |
1.2230 |
1.2230 |
1.2356 |
1.2279 |
| S2 |
1.2080 |
1.2080 |
1.2334 |
|
| S3 |
1.1833 |
1.1983 |
1.2311 |
|
| S4 |
1.1586 |
1.1736 |
1.2243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2485 |
1.2220 |
0.0265 |
2.1% |
0.0121 |
1.0% |
44% |
True |
False |
122 |
| 10 |
1.2485 |
1.1922 |
0.0563 |
4.6% |
0.0109 |
0.9% |
74% |
True |
False |
112 |
| 20 |
1.2545 |
1.1922 |
0.0623 |
5.1% |
0.0110 |
0.9% |
66% |
False |
False |
77 |
| 40 |
1.3330 |
1.1922 |
0.1408 |
11.4% |
0.0118 |
1.0% |
29% |
False |
False |
59 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.8% |
0.0086 |
0.7% |
24% |
False |
False |
41 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.9% |
0.0067 |
0.5% |
22% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3186 |
|
2.618 |
1.2917 |
|
1.618 |
1.2752 |
|
1.000 |
1.2650 |
|
0.618 |
1.2587 |
|
HIGH |
1.2485 |
|
0.618 |
1.2422 |
|
0.500 |
1.2403 |
|
0.382 |
1.2383 |
|
LOW |
1.2320 |
|
0.618 |
1.2218 |
|
1.000 |
1.2155 |
|
1.618 |
1.2053 |
|
2.618 |
1.1888 |
|
4.250 |
1.1619 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2403 |
1.2376 |
| PP |
1.2380 |
1.2362 |
| S1 |
1.2358 |
1.2349 |
|