CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2286 |
1.2199 |
-0.0087 |
-0.7% |
1.2436 |
| High |
1.2286 |
1.2313 |
0.0027 |
0.2% |
1.2485 |
| Low |
1.2170 |
1.2189 |
0.0019 |
0.2% |
1.2231 |
| Close |
1.2222 |
1.2254 |
0.0032 |
0.3% |
1.2401 |
| Range |
0.0116 |
0.0124 |
0.0008 |
6.9% |
0.0254 |
| ATR |
0.0133 |
0.0132 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
134 |
276 |
142 |
106.0% |
796 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2624 |
1.2563 |
1.2322 |
|
| R3 |
1.2500 |
1.2439 |
1.2288 |
|
| R2 |
1.2376 |
1.2376 |
1.2277 |
|
| R1 |
1.2315 |
1.2315 |
1.2265 |
1.2346 |
| PP |
1.2252 |
1.2252 |
1.2252 |
1.2267 |
| S1 |
1.2191 |
1.2191 |
1.2243 |
1.2222 |
| S2 |
1.2128 |
1.2128 |
1.2231 |
|
| S3 |
1.2004 |
1.2067 |
1.2220 |
|
| S4 |
1.1880 |
1.1943 |
1.2186 |
|
|
| 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% |
0.0123 |
1.0% |
35% |
False |
False |
187 |
| 10 |
1.2485 |
1.2170 |
0.0315 |
2.6% |
0.0120 |
1.0% |
27% |
False |
False |
183 |
| 20 |
1.2485 |
1.1922 |
0.0563 |
4.6% |
0.0113 |
0.9% |
59% |
False |
False |
135 |
| 40 |
1.3112 |
1.1922 |
0.1190 |
9.7% |
0.0131 |
1.1% |
28% |
False |
False |
93 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.9% |
0.0098 |
0.8% |
19% |
False |
False |
64 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
15.0% |
0.0077 |
0.6% |
18% |
False |
False |
49 |
| 100 |
1.3810 |
1.1922 |
0.1888 |
15.4% |
0.0062 |
0.5% |
18% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2840 |
|
2.618 |
1.2638 |
|
1.618 |
1.2514 |
|
1.000 |
1.2437 |
|
0.618 |
1.2390 |
|
HIGH |
1.2313 |
|
0.618 |
1.2266 |
|
0.500 |
1.2251 |
|
0.382 |
1.2236 |
|
LOW |
1.2189 |
|
0.618 |
1.2112 |
|
1.000 |
1.2065 |
|
1.618 |
1.1988 |
|
2.618 |
1.1864 |
|
4.250 |
1.1662 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2253 |
1.2288 |
| PP |
1.2252 |
1.2276 |
| S1 |
1.2251 |
1.2265 |
|