CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2643 |
1.2922 |
0.0279 |
2.2% |
1.3333 |
| High |
1.2803 |
1.3097 |
0.0294 |
2.3% |
1.3335 |
| Low |
1.2591 |
1.2758 |
0.0167 |
1.3% |
1.2525 |
| Close |
1.2740 |
1.2802 |
0.0062 |
0.5% |
1.2740 |
| Range |
0.0212 |
0.0339 |
0.0127 |
59.9% |
0.0810 |
| ATR |
0.0164 |
0.0178 |
0.0014 |
8.4% |
0.0000 |
| Volume |
828,859 |
672,554 |
-156,305 |
-18.9% |
2,479,165 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3903 |
1.3691 |
1.2988 |
|
| R3 |
1.3564 |
1.3352 |
1.2895 |
|
| R2 |
1.3225 |
1.3225 |
1.2864 |
|
| R1 |
1.3013 |
1.3013 |
1.2833 |
1.2950 |
| PP |
1.2886 |
1.2886 |
1.2886 |
1.2854 |
| S1 |
1.2674 |
1.2674 |
1.2771 |
1.2611 |
| S2 |
1.2547 |
1.2547 |
1.2740 |
|
| S3 |
1.2208 |
1.2335 |
1.2709 |
|
| S4 |
1.1869 |
1.1996 |
1.2616 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5297 |
1.4828 |
1.3186 |
|
| R3 |
1.4487 |
1.4018 |
1.2963 |
|
| R2 |
1.3677 |
1.3677 |
1.2889 |
|
| R1 |
1.3208 |
1.3208 |
1.2814 |
1.3038 |
| PP |
1.2867 |
1.2867 |
1.2867 |
1.2781 |
| S1 |
1.2398 |
1.2398 |
1.2666 |
1.2228 |
| S2 |
1.2057 |
1.2057 |
1.2592 |
|
| S3 |
1.1247 |
1.1588 |
1.2517 |
|
| S4 |
1.0437 |
1.0778 |
1.2295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3216 |
1.2525 |
0.0691 |
5.4% |
0.0262 |
2.0% |
40% |
False |
False |
558,030 |
| 10 |
1.3415 |
1.2525 |
0.0890 |
7.0% |
0.0210 |
1.6% |
31% |
False |
False |
495,147 |
| 20 |
1.3682 |
1.2525 |
0.1157 |
9.0% |
0.0163 |
1.3% |
24% |
False |
False |
406,593 |
| 40 |
1.3819 |
1.2525 |
0.1294 |
10.1% |
0.0144 |
1.1% |
21% |
False |
False |
348,646 |
| 60 |
1.3819 |
1.2525 |
0.1294 |
10.1% |
0.0144 |
1.1% |
21% |
False |
False |
240,193 |
| 80 |
1.4545 |
1.2525 |
0.2020 |
15.8% |
0.0140 |
1.1% |
14% |
False |
False |
180,287 |
| 100 |
1.4615 |
1.2525 |
0.2090 |
16.3% |
0.0136 |
1.1% |
13% |
False |
False |
144,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4538 |
|
2.618 |
1.3985 |
|
1.618 |
1.3646 |
|
1.000 |
1.3436 |
|
0.618 |
1.3307 |
|
HIGH |
1.3097 |
|
0.618 |
1.2968 |
|
0.500 |
1.2928 |
|
0.382 |
1.2887 |
|
LOW |
1.2758 |
|
0.618 |
1.2548 |
|
1.000 |
1.2419 |
|
1.618 |
1.2209 |
|
2.618 |
1.1870 |
|
4.250 |
1.1317 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2928 |
1.2811 |
| PP |
1.2886 |
1.2808 |
| S1 |
1.2844 |
1.2805 |
|