CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2436 |
1.2334 |
-0.0102 |
-0.8% |
1.2178 |
| High |
1.2485 |
1.2365 |
-0.0120 |
-1.0% |
1.2425 |
| Low |
1.2320 |
1.2271 |
-0.0049 |
-0.4% |
1.2178 |
| Close |
1.2336 |
1.2282 |
-0.0054 |
-0.4% |
1.2379 |
| Range |
0.0165 |
0.0094 |
-0.0071 |
-43.0% |
0.0247 |
| ATR |
0.0139 |
0.0136 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
61 |
282 |
221 |
362.3% |
574 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2588 |
1.2529 |
1.2334 |
|
| R3 |
1.2494 |
1.2435 |
1.2308 |
|
| R2 |
1.2400 |
1.2400 |
1.2299 |
|
| R1 |
1.2341 |
1.2341 |
1.2291 |
1.2324 |
| PP |
1.2306 |
1.2306 |
1.2306 |
1.2297 |
| S1 |
1.2247 |
1.2247 |
1.2273 |
1.2230 |
| S2 |
1.2212 |
1.2212 |
1.2265 |
|
| S3 |
1.2118 |
1.2153 |
1.2256 |
|
| S4 |
1.2024 |
1.2059 |
1.2230 |
|
|
| 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 |
1.2266 |
0.0219 |
1.8% |
0.0110 |
0.9% |
7% |
False |
False |
153 |
| 10 |
1.2485 |
1.2035 |
0.0450 |
3.7% |
0.0108 |
0.9% |
55% |
False |
False |
118 |
| 20 |
1.2485 |
1.1922 |
0.0563 |
4.6% |
0.0107 |
0.9% |
64% |
False |
False |
83 |
| 40 |
1.3303 |
1.1922 |
0.1381 |
11.2% |
0.0120 |
1.0% |
26% |
False |
False |
65 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.9% |
0.0088 |
0.7% |
21% |
False |
False |
45 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
15.0% |
0.0068 |
0.6% |
20% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2765 |
|
2.618 |
1.2611 |
|
1.618 |
1.2517 |
|
1.000 |
1.2459 |
|
0.618 |
1.2423 |
|
HIGH |
1.2365 |
|
0.618 |
1.2329 |
|
0.500 |
1.2318 |
|
0.382 |
1.2307 |
|
LOW |
1.2271 |
|
0.618 |
1.2213 |
|
1.000 |
1.2177 |
|
1.618 |
1.2119 |
|
2.618 |
1.2025 |
|
4.250 |
1.1872 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2318 |
1.2378 |
| PP |
1.2306 |
1.2346 |
| S1 |
1.2294 |
1.2314 |
|