CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2390 |
1.2286 |
-0.0104 |
-0.8% |
1.2436 |
| High |
1.2405 |
1.2286 |
-0.0119 |
-1.0% |
1.2485 |
| Low |
1.2283 |
1.2170 |
-0.0113 |
-0.9% |
1.2231 |
| Close |
1.2300 |
1.2222 |
-0.0078 |
-0.6% |
1.2401 |
| Range |
0.0122 |
0.0116 |
-0.0006 |
-4.9% |
0.0254 |
| ATR |
0.0133 |
0.0133 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
286 |
134 |
-152 |
-53.1% |
796 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2574 |
1.2514 |
1.2286 |
|
| R3 |
1.2458 |
1.2398 |
1.2254 |
|
| R2 |
1.2342 |
1.2342 |
1.2243 |
|
| R1 |
1.2282 |
1.2282 |
1.2233 |
1.2254 |
| PP |
1.2226 |
1.2226 |
1.2226 |
1.2212 |
| S1 |
1.2166 |
1.2166 |
1.2211 |
1.2138 |
| S2 |
1.2110 |
1.2110 |
1.2201 |
|
| S3 |
1.1994 |
1.2050 |
1.2190 |
|
| S4 |
1.1878 |
1.1934 |
1.2158 |
|
|
| 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 |
1.2170 |
0.0240 |
2.0% |
0.0121 |
1.0% |
22% |
False |
True |
174 |
| 10 |
1.2485 |
1.2170 |
0.0315 |
2.6% |
0.0116 |
0.9% |
17% |
False |
True |
163 |
| 20 |
1.2485 |
1.1922 |
0.0563 |
4.6% |
0.0110 |
0.9% |
53% |
False |
False |
125 |
| 40 |
1.3167 |
1.1922 |
0.1245 |
10.2% |
0.0133 |
1.1% |
24% |
False |
False |
86 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.9% |
0.0096 |
0.8% |
18% |
False |
False |
59 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
15.1% |
0.0075 |
0.6% |
16% |
False |
False |
45 |
| 100 |
1.3810 |
1.1922 |
0.1888 |
15.4% |
0.0061 |
0.5% |
16% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2779 |
|
2.618 |
1.2590 |
|
1.618 |
1.2474 |
|
1.000 |
1.2402 |
|
0.618 |
1.2358 |
|
HIGH |
1.2286 |
|
0.618 |
1.2242 |
|
0.500 |
1.2228 |
|
0.382 |
1.2214 |
|
LOW |
1.2170 |
|
0.618 |
1.2098 |
|
1.000 |
1.2054 |
|
1.618 |
1.1982 |
|
2.618 |
1.1866 |
|
4.250 |
1.1677 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2228 |
1.2290 |
| PP |
1.2226 |
1.2267 |
| S1 |
1.2224 |
1.2245 |
|