CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2334 |
1.2295 |
-0.0039 |
-0.3% |
1.2178 |
| High |
1.2365 |
1.2344 |
-0.0021 |
-0.2% |
1.2425 |
| Low |
1.2271 |
1.2231 |
-0.0040 |
-0.3% |
1.2178 |
| Close |
1.2282 |
1.2338 |
0.0056 |
0.5% |
1.2379 |
| Range |
0.0094 |
0.0113 |
0.0019 |
20.2% |
0.0247 |
| ATR |
0.0136 |
0.0135 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
282 |
214 |
-68 |
-24.1% |
574 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2643 |
1.2604 |
1.2400 |
|
| R3 |
1.2530 |
1.2491 |
1.2369 |
|
| R2 |
1.2417 |
1.2417 |
1.2359 |
|
| R1 |
1.2378 |
1.2378 |
1.2348 |
1.2398 |
| PP |
1.2304 |
1.2304 |
1.2304 |
1.2314 |
| S1 |
1.2265 |
1.2265 |
1.2328 |
1.2285 |
| S2 |
1.2191 |
1.2191 |
1.2317 |
|
| S3 |
1.2078 |
1.2152 |
1.2307 |
|
| S4 |
1.1965 |
1.2039 |
1.2276 |
|
|
| 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 |
1.2231 |
0.0254 |
2.1% |
0.0116 |
0.9% |
42% |
False |
True |
180 |
| 10 |
1.2485 |
1.2070 |
0.0415 |
3.4% |
0.0113 |
0.9% |
65% |
False |
False |
132 |
| 20 |
1.2485 |
1.1922 |
0.0563 |
4.6% |
0.0105 |
0.9% |
74% |
False |
False |
93 |
| 40 |
1.3303 |
1.1922 |
0.1381 |
11.2% |
0.0122 |
1.0% |
30% |
False |
False |
71 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.8% |
0.0088 |
0.7% |
24% |
False |
False |
49 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.9% |
0.0069 |
0.6% |
23% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2824 |
|
2.618 |
1.2640 |
|
1.618 |
1.2527 |
|
1.000 |
1.2457 |
|
0.618 |
1.2414 |
|
HIGH |
1.2344 |
|
0.618 |
1.2301 |
|
0.500 |
1.2288 |
|
0.382 |
1.2274 |
|
LOW |
1.2231 |
|
0.618 |
1.2161 |
|
1.000 |
1.2118 |
|
1.618 |
1.2048 |
|
2.618 |
1.1935 |
|
4.250 |
1.1751 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2321 |
1.2358 |
| PP |
1.2304 |
1.2351 |
| S1 |
1.2288 |
1.2345 |
|