CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2977 |
1.2819 |
-0.0158 |
-1.2% |
1.3350 |
| High |
1.2999 |
1.2859 |
-0.0140 |
-1.1% |
1.3415 |
| Low |
1.2806 |
1.2525 |
-0.0281 |
-2.2% |
1.3117 |
| Close |
1.2827 |
1.2603 |
-0.0224 |
-1.7% |
1.3308 |
| Range |
0.0193 |
0.0334 |
0.0141 |
73.1% |
0.0298 |
| ATR |
0.0147 |
0.0161 |
0.0013 |
9.1% |
0.0000 |
| Volume |
468,697 |
569,862 |
101,165 |
21.6% |
2,221,941 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3664 |
1.3468 |
1.2787 |
|
| R3 |
1.3330 |
1.3134 |
1.2695 |
|
| R2 |
1.2996 |
1.2996 |
1.2664 |
|
| R1 |
1.2800 |
1.2800 |
1.2634 |
1.2731 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2628 |
| S1 |
1.2466 |
1.2466 |
1.2572 |
1.2397 |
| S2 |
1.2328 |
1.2328 |
1.2542 |
|
| S3 |
1.1994 |
1.2132 |
1.2511 |
|
| S4 |
1.1660 |
1.1798 |
1.2419 |
|
|
| 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 |
1.2525 |
0.0819 |
6.5% |
0.0211 |
1.7% |
10% |
False |
True |
402,127 |
| 10 |
1.3415 |
1.2525 |
0.0890 |
7.1% |
0.0186 |
1.5% |
9% |
False |
True |
432,050 |
| 20 |
1.3694 |
1.2525 |
0.1169 |
9.3% |
0.0150 |
1.2% |
7% |
False |
True |
366,310 |
| 40 |
1.3819 |
1.2525 |
0.1294 |
10.3% |
0.0135 |
1.1% |
6% |
False |
True |
317,906 |
| 60 |
1.3819 |
1.2525 |
0.1294 |
10.3% |
0.0140 |
1.1% |
6% |
False |
True |
215,204 |
| 80 |
1.4569 |
1.2525 |
0.2044 |
16.2% |
0.0135 |
1.1% |
4% |
False |
True |
161,524 |
| 100 |
1.4661 |
1.2525 |
0.2136 |
16.9% |
0.0132 |
1.0% |
4% |
False |
True |
129,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4279 |
|
2.618 |
1.3733 |
|
1.618 |
1.3399 |
|
1.000 |
1.3193 |
|
0.618 |
1.3065 |
|
HIGH |
1.2859 |
|
0.618 |
1.2731 |
|
0.500 |
1.2692 |
|
0.382 |
1.2653 |
|
LOW |
1.2525 |
|
0.618 |
1.2319 |
|
1.000 |
1.2191 |
|
1.618 |
1.1985 |
|
2.618 |
1.1651 |
|
4.250 |
1.1106 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2692 |
1.2871 |
| PP |
1.2662 |
1.2781 |
| S1 |
1.2633 |
1.2692 |
|