CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2525 |
1.2575 |
0.0050 |
0.4% |
1.2390 |
| High |
1.2616 |
1.2663 |
0.0047 |
0.4% |
1.2616 |
| Low |
1.2507 |
1.2490 |
-0.0017 |
-0.1% |
1.2170 |
| Close |
1.2562 |
1.2626 |
0.0064 |
0.5% |
1.2562 |
| Range |
0.0109 |
0.0173 |
0.0064 |
58.7% |
0.0446 |
| ATR |
0.0146 |
0.0148 |
0.0002 |
1.3% |
0.0000 |
| Volume |
396 |
283 |
-113 |
-28.5% |
1,267 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3112 |
1.3042 |
1.2721 |
|
| R3 |
1.2939 |
1.2869 |
1.2674 |
|
| R2 |
1.2766 |
1.2766 |
1.2658 |
|
| R1 |
1.2696 |
1.2696 |
1.2642 |
1.2731 |
| PP |
1.2593 |
1.2593 |
1.2593 |
1.2611 |
| S1 |
1.2523 |
1.2523 |
1.2610 |
1.2558 |
| S2 |
1.2420 |
1.2420 |
1.2594 |
|
| S3 |
1.2247 |
1.2350 |
1.2578 |
|
| S4 |
1.2074 |
1.2177 |
1.2531 |
|
|
| 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 |
1.2663 |
1.2170 |
0.0493 |
3.9% |
0.0172 |
1.4% |
92% |
True |
False |
252 |
| 10 |
1.2663 |
1.2170 |
0.0493 |
3.9% |
0.0145 |
1.1% |
92% |
True |
False |
228 |
| 20 |
1.2663 |
1.1922 |
0.0741 |
5.9% |
0.0127 |
1.0% |
95% |
True |
False |
170 |
| 40 |
1.3112 |
1.1922 |
0.1190 |
9.4% |
0.0133 |
1.0% |
59% |
False |
False |
113 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.5% |
0.0107 |
0.8% |
41% |
False |
False |
78 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.6% |
0.0085 |
0.7% |
38% |
False |
False |
59 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.6% |
0.0069 |
0.5% |
38% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.3116 |
|
1.618 |
1.2943 |
|
1.000 |
1.2836 |
|
0.618 |
1.2770 |
|
HIGH |
1.2663 |
|
0.618 |
1.2597 |
|
0.500 |
1.2577 |
|
0.382 |
1.2556 |
|
LOW |
1.2490 |
|
0.618 |
1.2383 |
|
1.000 |
1.2317 |
|
1.618 |
1.2210 |
|
2.618 |
1.2037 |
|
4.250 |
1.1755 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2610 |
1.2563 |
| PP |
1.2593 |
1.2499 |
| S1 |
1.2577 |
1.2436 |
|