CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2295 |
1.2346 |
0.0051 |
0.4% |
1.2178 |
| High |
1.2344 |
1.2402 |
0.0058 |
0.5% |
1.2425 |
| Low |
1.2231 |
1.2287 |
0.0056 |
0.5% |
1.2178 |
| Close |
1.2338 |
1.2347 |
0.0009 |
0.1% |
1.2379 |
| Range |
0.0113 |
0.0115 |
0.0002 |
1.8% |
0.0247 |
| ATR |
0.0135 |
0.0133 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
214 |
116 |
-98 |
-45.8% |
574 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2690 |
1.2634 |
1.2410 |
|
| R3 |
1.2575 |
1.2519 |
1.2379 |
|
| R2 |
1.2460 |
1.2460 |
1.2368 |
|
| R1 |
1.2404 |
1.2404 |
1.2358 |
1.2432 |
| PP |
1.2345 |
1.2345 |
1.2345 |
1.2360 |
| S1 |
1.2289 |
1.2289 |
1.2336 |
1.2317 |
| S2 |
1.2230 |
1.2230 |
1.2326 |
|
| S3 |
1.2115 |
1.2174 |
1.2315 |
|
| S4 |
1.2000 |
1.2059 |
1.2284 |
|
|
| 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% |
0.0107 |
0.9% |
46% |
False |
False |
184 |
| 10 |
1.2485 |
1.2070 |
0.0415 |
3.4% |
0.0118 |
1.0% |
67% |
False |
False |
136 |
| 20 |
1.2485 |
1.1922 |
0.0563 |
4.6% |
0.0108 |
0.9% |
75% |
False |
False |
98 |
| 40 |
1.3303 |
1.1922 |
0.1381 |
11.2% |
0.0123 |
1.0% |
31% |
False |
False |
73 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.8% |
0.0090 |
0.7% |
25% |
False |
False |
51 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.9% |
0.0071 |
0.6% |
23% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2891 |
|
2.618 |
1.2703 |
|
1.618 |
1.2588 |
|
1.000 |
1.2517 |
|
0.618 |
1.2473 |
|
HIGH |
1.2402 |
|
0.618 |
1.2358 |
|
0.500 |
1.2345 |
|
0.382 |
1.2331 |
|
LOW |
1.2287 |
|
0.618 |
1.2216 |
|
1.000 |
1.2172 |
|
1.618 |
1.2101 |
|
2.618 |
1.1986 |
|
4.250 |
1.1798 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2346 |
1.2337 |
| PP |
1.2345 |
1.2327 |
| S1 |
1.2345 |
1.2317 |
|