CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2636 |
1.2633 |
-0.0003 |
0.0% |
1.3333 |
| High |
1.2742 |
1.2687 |
-0.0055 |
-0.4% |
1.3335 |
| Low |
1.2607 |
1.2516 |
-0.0091 |
-0.7% |
1.2525 |
| Close |
1.2634 |
1.2565 |
-0.0069 |
-0.5% |
1.2740 |
| Range |
0.0135 |
0.0171 |
0.0036 |
26.7% |
0.0810 |
| ATR |
0.0173 |
0.0173 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
425,029 |
315,250 |
-109,779 |
-25.8% |
2,479,165 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3102 |
1.3005 |
1.2659 |
|
| R3 |
1.2931 |
1.2834 |
1.2612 |
|
| R2 |
1.2760 |
1.2760 |
1.2596 |
|
| R1 |
1.2663 |
1.2663 |
1.2581 |
1.2626 |
| PP |
1.2589 |
1.2589 |
1.2589 |
1.2571 |
| S1 |
1.2492 |
1.2492 |
1.2549 |
1.2455 |
| S2 |
1.2418 |
1.2418 |
1.2534 |
|
| S3 |
1.2247 |
1.2321 |
1.2518 |
|
| S4 |
1.2076 |
1.2150 |
1.2471 |
|
|
| 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 |
1.3097 |
1.2516 |
0.0581 |
4.6% |
0.0202 |
1.6% |
8% |
False |
True |
569,706 |
| 10 |
1.3344 |
1.2516 |
0.0828 |
6.6% |
0.0207 |
1.6% |
6% |
False |
True |
485,916 |
| 20 |
1.3583 |
1.2516 |
0.1067 |
8.5% |
0.0170 |
1.4% |
5% |
False |
True |
430,755 |
| 40 |
1.3742 |
1.2516 |
0.1226 |
9.8% |
0.0147 |
1.2% |
4% |
False |
True |
362,198 |
| 60 |
1.3819 |
1.2516 |
0.1303 |
10.4% |
0.0142 |
1.1% |
4% |
False |
True |
262,546 |
| 80 |
1.4277 |
1.2516 |
0.1761 |
14.0% |
0.0140 |
1.1% |
3% |
False |
True |
197,116 |
| 100 |
1.4569 |
1.2516 |
0.2053 |
16.3% |
0.0137 |
1.1% |
2% |
False |
True |
157,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3414 |
|
2.618 |
1.3135 |
|
1.618 |
1.2964 |
|
1.000 |
1.2858 |
|
0.618 |
1.2793 |
|
HIGH |
1.2687 |
|
0.618 |
1.2622 |
|
0.500 |
1.2602 |
|
0.382 |
1.2581 |
|
LOW |
1.2516 |
|
0.618 |
1.2410 |
|
1.000 |
1.2345 |
|
1.618 |
1.2239 |
|
2.618 |
1.2068 |
|
4.250 |
1.1789 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2602 |
1.2660 |
| PP |
1.2589 |
1.2628 |
| S1 |
1.2577 |
1.2597 |
|