CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2575 |
1.2622 |
0.0047 |
0.4% |
1.2390 |
| High |
1.2663 |
1.2668 |
0.0005 |
0.0% |
1.2616 |
| Low |
1.2490 |
1.2566 |
0.0076 |
0.6% |
1.2170 |
| Close |
1.2626 |
1.2657 |
0.0031 |
0.2% |
1.2562 |
| Range |
0.0173 |
0.0102 |
-0.0071 |
-41.0% |
0.0446 |
| ATR |
0.0148 |
0.0144 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
283 |
398 |
115 |
40.6% |
1,267 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2936 |
1.2899 |
1.2713 |
|
| R3 |
1.2834 |
1.2797 |
1.2685 |
|
| R2 |
1.2732 |
1.2732 |
1.2676 |
|
| R1 |
1.2695 |
1.2695 |
1.2666 |
1.2714 |
| PP |
1.2630 |
1.2630 |
1.2630 |
1.2640 |
| S1 |
1.2593 |
1.2593 |
1.2648 |
1.2612 |
| S2 |
1.2528 |
1.2528 |
1.2638 |
|
| S3 |
1.2426 |
1.2491 |
1.2629 |
|
| S4 |
1.2324 |
1.2389 |
1.2601 |
|
|
| 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 |
1.2668 |
1.2189 |
0.0479 |
3.8% |
0.0169 |
1.3% |
98% |
True |
False |
305 |
| 10 |
1.2668 |
1.2170 |
0.0498 |
3.9% |
0.0145 |
1.1% |
98% |
True |
False |
240 |
| 20 |
1.2668 |
1.2035 |
0.0633 |
5.0% |
0.0127 |
1.0% |
98% |
True |
False |
179 |
| 40 |
1.2760 |
1.1922 |
0.0838 |
6.6% |
0.0128 |
1.0% |
88% |
False |
False |
122 |
| 60 |
1.3625 |
1.1922 |
0.1703 |
13.5% |
0.0108 |
0.9% |
43% |
False |
False |
85 |
| 80 |
1.3765 |
1.1922 |
0.1843 |
14.6% |
0.0086 |
0.7% |
40% |
False |
False |
64 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.6% |
0.0070 |
0.5% |
40% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3102 |
|
2.618 |
1.2935 |
|
1.618 |
1.2833 |
|
1.000 |
1.2770 |
|
0.618 |
1.2731 |
|
HIGH |
1.2668 |
|
0.618 |
1.2629 |
|
0.500 |
1.2617 |
|
0.382 |
1.2605 |
|
LOW |
1.2566 |
|
0.618 |
1.2503 |
|
1.000 |
1.2464 |
|
1.618 |
1.2401 |
|
2.618 |
1.2299 |
|
4.250 |
1.2133 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2644 |
1.2631 |
| PP |
1.2630 |
1.2605 |
| S1 |
1.2617 |
1.2579 |
|