CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3333 |
1.3190 |
-0.0143 |
-1.1% |
1.3350 |
| High |
1.3335 |
1.3216 |
-0.0119 |
-0.9% |
1.3415 |
| Low |
1.3156 |
1.2982 |
-0.0174 |
-1.3% |
1.3117 |
| Close |
1.3214 |
1.3005 |
-0.0209 |
-1.6% |
1.3308 |
| Range |
0.0179 |
0.0234 |
0.0055 |
30.7% |
0.0298 |
| ATR |
0.0136 |
0.0143 |
0.0007 |
5.1% |
0.0000 |
| Volume |
361,569 |
250,178 |
-111,391 |
-30.8% |
2,221,941 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3770 |
1.3621 |
1.3134 |
|
| R3 |
1.3536 |
1.3387 |
1.3069 |
|
| R2 |
1.3302 |
1.3302 |
1.3048 |
|
| R1 |
1.3153 |
1.3153 |
1.3026 |
1.3111 |
| PP |
1.3068 |
1.3068 |
1.3068 |
1.3046 |
| S1 |
1.2919 |
1.2919 |
1.2984 |
1.2877 |
| S2 |
1.2834 |
1.2834 |
1.2962 |
|
| S3 |
1.2600 |
1.2685 |
1.2941 |
|
| S4 |
1.2366 |
1.2451 |
1.2876 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4174 |
1.4039 |
1.3472 |
|
| R3 |
1.3876 |
1.3741 |
1.3390 |
|
| R2 |
1.3578 |
1.3578 |
1.3363 |
|
| R1 |
1.3443 |
1.3443 |
1.3335 |
1.3362 |
| PP |
1.3280 |
1.3280 |
1.3280 |
1.3239 |
| S1 |
1.3145 |
1.3145 |
1.3281 |
1.3064 |
| S2 |
1.2982 |
1.2982 |
1.3253 |
|
| S3 |
1.2684 |
1.2847 |
1.3226 |
|
| S4 |
1.2386 |
1.2549 |
1.3144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3344 |
1.2982 |
0.0362 |
2.8% |
0.0155 |
1.2% |
6% |
False |
True |
423,415 |
| 10 |
1.3449 |
1.2982 |
0.0467 |
3.6% |
0.0157 |
1.2% |
5% |
False |
True |
382,780 |
| 20 |
1.3694 |
1.2982 |
0.0712 |
5.5% |
0.0132 |
1.0% |
3% |
False |
True |
344,376 |
| 40 |
1.3819 |
1.2982 |
0.0837 |
6.4% |
0.0128 |
1.0% |
3% |
False |
True |
294,304 |
| 60 |
1.3834 |
1.2982 |
0.0852 |
6.6% |
0.0136 |
1.0% |
3% |
False |
True |
197,929 |
| 80 |
1.4569 |
1.2982 |
0.1587 |
12.2% |
0.0133 |
1.0% |
1% |
False |
True |
148,552 |
| 100 |
1.4720 |
1.2982 |
0.1738 |
13.4% |
0.0127 |
1.0% |
1% |
False |
True |
118,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4211 |
|
2.618 |
1.3829 |
|
1.618 |
1.3595 |
|
1.000 |
1.3450 |
|
0.618 |
1.3361 |
|
HIGH |
1.3216 |
|
0.618 |
1.3127 |
|
0.500 |
1.3099 |
|
0.382 |
1.3071 |
|
LOW |
1.2982 |
|
0.618 |
1.2837 |
|
1.000 |
1.2748 |
|
1.618 |
1.2603 |
|
2.618 |
1.2369 |
|
4.250 |
1.1988 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3099 |
1.3163 |
| PP |
1.3068 |
1.3110 |
| S1 |
1.3036 |
1.3058 |
|