CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2243 |
1.2525 |
0.0282 |
2.3% |
1.2390 |
| High |
1.2548 |
1.2616 |
0.0068 |
0.5% |
1.2616 |
| Low |
1.2209 |
1.2507 |
0.0298 |
2.4% |
1.2170 |
| Close |
1.2485 |
1.2562 |
0.0077 |
0.6% |
1.2562 |
| Range |
0.0339 |
0.0109 |
-0.0230 |
-67.8% |
0.0446 |
| ATR |
0.0147 |
0.0146 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
175 |
396 |
221 |
126.3% |
1,267 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2889 |
1.2834 |
1.2622 |
|
| R3 |
1.2780 |
1.2725 |
1.2592 |
|
| R2 |
1.2671 |
1.2671 |
1.2582 |
|
| R1 |
1.2616 |
1.2616 |
1.2572 |
1.2644 |
| PP |
1.2562 |
1.2562 |
1.2562 |
1.2575 |
| S1 |
1.2507 |
1.2507 |
1.2552 |
1.2535 |
| S2 |
1.2453 |
1.2453 |
1.2542 |
|
| S3 |
1.2344 |
1.2398 |
1.2532 |
|
| S4 |
1.2235 |
1.2289 |
1.2502 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3787 |
1.3621 |
1.2807 |
|
| R3 |
1.3341 |
1.3175 |
1.2685 |
|
| R2 |
1.2895 |
1.2895 |
1.2644 |
|
| R1 |
1.2729 |
1.2729 |
1.2603 |
1.2812 |
| PP |
1.2449 |
1.2449 |
1.2449 |
1.2491 |
| S1 |
1.2283 |
1.2283 |
1.2521 |
1.2366 |
| S2 |
1.2003 |
1.2003 |
1.2480 |
|
| S3 |
1.1557 |
1.1837 |
1.2439 |
|
| S4 |
1.1111 |
1.1391 |
1.2317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2616 |
1.2170 |
0.0446 |
3.6% |
0.0162 |
1.3% |
88% |
True |
False |
253 |
| 10 |
1.2616 |
1.2170 |
0.0446 |
3.6% |
0.0144 |
1.1% |
88% |
True |
False |
206 |
| 20 |
1.2616 |
1.1922 |
0.0694 |
5.5% |
0.0120 |
1.0% |
92% |
True |
False |
158 |
| 40 |
1.3112 |
1.1922 |
0.1190 |
9.5% |
0.0132 |
1.1% |
54% |
False |
False |
106 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.6% |
0.0104 |
0.8% |
38% |
False |
False |
73 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.7% |
0.0082 |
0.7% |
35% |
False |
False |
56 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.7% |
0.0067 |
0.5% |
35% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3079 |
|
2.618 |
1.2901 |
|
1.618 |
1.2792 |
|
1.000 |
1.2725 |
|
0.618 |
1.2683 |
|
HIGH |
1.2616 |
|
0.618 |
1.2574 |
|
0.500 |
1.2562 |
|
0.382 |
1.2549 |
|
LOW |
1.2507 |
|
0.618 |
1.2440 |
|
1.000 |
1.2398 |
|
1.618 |
1.2331 |
|
2.618 |
1.2222 |
|
4.250 |
1.2044 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2562 |
1.2509 |
| PP |
1.2562 |
1.2456 |
| S1 |
1.2562 |
1.2403 |
|