CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2346 |
1.2327 |
-0.0019 |
-0.2% |
1.2436 |
| High |
1.2402 |
1.2410 |
0.0008 |
0.1% |
1.2485 |
| Low |
1.2287 |
1.2270 |
-0.0017 |
-0.1% |
1.2231 |
| Close |
1.2347 |
1.2401 |
0.0054 |
0.4% |
1.2401 |
| Range |
0.0115 |
0.0140 |
0.0025 |
21.7% |
0.0254 |
| ATR |
0.0133 |
0.0134 |
0.0000 |
0.4% |
0.0000 |
| Volume |
116 |
123 |
7 |
6.0% |
796 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2780 |
1.2731 |
1.2478 |
|
| R3 |
1.2640 |
1.2591 |
1.2440 |
|
| R2 |
1.2500 |
1.2500 |
1.2427 |
|
| R1 |
1.2451 |
1.2451 |
1.2414 |
1.2476 |
| PP |
1.2360 |
1.2360 |
1.2360 |
1.2373 |
| S1 |
1.2311 |
1.2311 |
1.2388 |
1.2336 |
| S2 |
1.2220 |
1.2220 |
1.2375 |
|
| S3 |
1.2080 |
1.2171 |
1.2363 |
|
| S4 |
1.1940 |
1.2031 |
1.2324 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3134 |
1.3022 |
1.2541 |
|
| R3 |
1.2880 |
1.2768 |
1.2471 |
|
| R2 |
1.2626 |
1.2626 |
1.2448 |
|
| R1 |
1.2514 |
1.2514 |
1.2424 |
1.2443 |
| PP |
1.2372 |
1.2372 |
1.2372 |
1.2337 |
| S1 |
1.2260 |
1.2260 |
1.2378 |
1.2189 |
| S2 |
1.2118 |
1.2118 |
1.2354 |
|
| S3 |
1.1864 |
1.2006 |
1.2331 |
|
| S4 |
1.1610 |
1.1752 |
1.2261 |
|
|
| 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 |
2.0% |
0.0125 |
1.0% |
67% |
False |
False |
159 |
| 10 |
1.2485 |
1.2178 |
0.0307 |
2.5% |
0.0121 |
1.0% |
73% |
False |
False |
137 |
| 20 |
1.2485 |
1.1922 |
0.0563 |
4.5% |
0.0110 |
0.9% |
85% |
False |
False |
104 |
| 40 |
1.3303 |
1.1922 |
0.1381 |
11.1% |
0.0127 |
1.0% |
35% |
False |
False |
76 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.7% |
0.0092 |
0.7% |
28% |
False |
False |
53 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.9% |
0.0072 |
0.6% |
26% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3005 |
|
2.618 |
1.2777 |
|
1.618 |
1.2637 |
|
1.000 |
1.2550 |
|
0.618 |
1.2497 |
|
HIGH |
1.2410 |
|
0.618 |
1.2357 |
|
0.500 |
1.2340 |
|
0.382 |
1.2323 |
|
LOW |
1.2270 |
|
0.618 |
1.2183 |
|
1.000 |
1.2130 |
|
1.618 |
1.2043 |
|
2.618 |
1.1903 |
|
4.250 |
1.1675 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2381 |
1.2374 |
| PP |
1.2360 |
1.2347 |
| S1 |
1.2340 |
1.2321 |
|