CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2199 |
1.2243 |
0.0044 |
0.4% |
1.2436 |
| High |
1.2313 |
1.2548 |
0.0235 |
1.9% |
1.2485 |
| Low |
1.2189 |
1.2209 |
0.0020 |
0.2% |
1.2231 |
| Close |
1.2254 |
1.2485 |
0.0231 |
1.9% |
1.2401 |
| Range |
0.0124 |
0.0339 |
0.0215 |
173.4% |
0.0254 |
| ATR |
0.0132 |
0.0147 |
0.0015 |
11.2% |
0.0000 |
| Volume |
276 |
175 |
-101 |
-36.6% |
796 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3431 |
1.3297 |
1.2671 |
|
| R3 |
1.3092 |
1.2958 |
1.2578 |
|
| R2 |
1.2753 |
1.2753 |
1.2547 |
|
| R1 |
1.2619 |
1.2619 |
1.2516 |
1.2686 |
| PP |
1.2414 |
1.2414 |
1.2414 |
1.2448 |
| S1 |
1.2280 |
1.2280 |
1.2454 |
1.2347 |
| S2 |
1.2075 |
1.2075 |
1.2423 |
|
| S3 |
1.1736 |
1.1941 |
1.2392 |
|
| S4 |
1.1397 |
1.1602 |
1.2299 |
|
|
| 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 |
1.2548 |
1.2170 |
0.0378 |
3.0% |
0.0168 |
1.3% |
83% |
True |
False |
198 |
| 10 |
1.2548 |
1.2170 |
0.0378 |
3.0% |
0.0138 |
1.1% |
83% |
True |
False |
191 |
| 20 |
1.2548 |
1.1922 |
0.0626 |
5.0% |
0.0126 |
1.0% |
90% |
True |
False |
138 |
| 40 |
1.3112 |
1.1922 |
0.1190 |
9.5% |
0.0138 |
1.1% |
47% |
False |
False |
97 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.6% |
0.0103 |
0.8% |
33% |
False |
False |
67 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.8% |
0.0081 |
0.6% |
31% |
False |
False |
51 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.8% |
0.0066 |
0.5% |
31% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3989 |
|
2.618 |
1.3436 |
|
1.618 |
1.3097 |
|
1.000 |
1.2887 |
|
0.618 |
1.2758 |
|
HIGH |
1.2548 |
|
0.618 |
1.2419 |
|
0.500 |
1.2379 |
|
0.382 |
1.2338 |
|
LOW |
1.2209 |
|
0.618 |
1.1999 |
|
1.000 |
1.1870 |
|
1.618 |
1.1660 |
|
2.618 |
1.1321 |
|
4.250 |
1.0768 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2450 |
1.2443 |
| PP |
1.2414 |
1.2401 |
| S1 |
1.2379 |
1.2359 |
|