CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2327 |
1.2390 |
0.0063 |
0.5% |
1.2436 |
| High |
1.2410 |
1.2405 |
-0.0005 |
0.0% |
1.2485 |
| Low |
1.2270 |
1.2283 |
0.0013 |
0.1% |
1.2231 |
| Close |
1.2401 |
1.2300 |
-0.0101 |
-0.8% |
1.2401 |
| Range |
0.0140 |
0.0122 |
-0.0018 |
-12.9% |
0.0254 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
123 |
286 |
163 |
132.5% |
796 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2695 |
1.2620 |
1.2367 |
|
| R3 |
1.2573 |
1.2498 |
1.2334 |
|
| R2 |
1.2451 |
1.2451 |
1.2322 |
|
| R1 |
1.2376 |
1.2376 |
1.2311 |
1.2353 |
| PP |
1.2329 |
1.2329 |
1.2329 |
1.2318 |
| S1 |
1.2254 |
1.2254 |
1.2289 |
1.2231 |
| S2 |
1.2207 |
1.2207 |
1.2278 |
|
| S3 |
1.2085 |
1.2132 |
1.2266 |
|
| S4 |
1.1963 |
1.2010 |
1.2233 |
|
|
| 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 |
1.2410 |
1.2231 |
0.0179 |
1.5% |
0.0117 |
0.9% |
39% |
False |
False |
204 |
| 10 |
1.2485 |
1.2220 |
0.0265 |
2.2% |
0.0119 |
1.0% |
30% |
False |
False |
163 |
| 20 |
1.2485 |
1.1922 |
0.0563 |
4.6% |
0.0116 |
0.9% |
67% |
False |
False |
118 |
| 40 |
1.3216 |
1.1922 |
0.1294 |
10.5% |
0.0130 |
1.1% |
29% |
False |
False |
83 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.8% |
0.0094 |
0.8% |
22% |
False |
False |
57 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
15.0% |
0.0074 |
0.6% |
21% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2924 |
|
2.618 |
1.2724 |
|
1.618 |
1.2602 |
|
1.000 |
1.2527 |
|
0.618 |
1.2480 |
|
HIGH |
1.2405 |
|
0.618 |
1.2358 |
|
0.500 |
1.2344 |
|
0.382 |
1.2330 |
|
LOW |
1.2283 |
|
0.618 |
1.2208 |
|
1.000 |
1.2161 |
|
1.618 |
1.2086 |
|
2.618 |
1.1964 |
|
4.250 |
1.1765 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2344 |
1.2340 |
| PP |
1.2329 |
1.2327 |
| S1 |
1.2315 |
1.2313 |
|