CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2353 |
1.2399 |
0.0046 |
0.4% |
1.2922 |
| High |
1.2417 |
1.2447 |
0.0030 |
0.2% |
1.3097 |
| Low |
1.2235 |
1.2163 |
-0.0072 |
-0.6% |
1.2355 |
| Close |
1.2389 |
1.2207 |
-0.0182 |
-1.5% |
1.2387 |
| Range |
0.0182 |
0.0284 |
0.0102 |
56.0% |
0.0742 |
| ATR |
0.0177 |
0.0185 |
0.0008 |
4.3% |
0.0000 |
| Volume |
460,512 |
491,594 |
31,082 |
6.7% |
2,308,320 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3124 |
1.2950 |
1.2363 |
|
| R3 |
1.2840 |
1.2666 |
1.2285 |
|
| R2 |
1.2556 |
1.2556 |
1.2259 |
|
| R1 |
1.2382 |
1.2382 |
1.2233 |
1.2327 |
| PP |
1.2272 |
1.2272 |
1.2272 |
1.2245 |
| S1 |
1.2098 |
1.2098 |
1.2181 |
1.2043 |
| S2 |
1.1988 |
1.1988 |
1.2155 |
|
| S3 |
1.1704 |
1.1814 |
1.2129 |
|
| S4 |
1.1420 |
1.1530 |
1.2051 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4839 |
1.4355 |
1.2795 |
|
| R3 |
1.4097 |
1.3613 |
1.2591 |
|
| R2 |
1.3355 |
1.3355 |
1.2523 |
|
| R1 |
1.2871 |
1.2871 |
1.2455 |
1.2742 |
| PP |
1.2613 |
1.2613 |
1.2613 |
1.2549 |
| S1 |
1.2129 |
1.2129 |
1.2319 |
1.2000 |
| S2 |
1.1871 |
1.1871 |
1.2251 |
|
| S3 |
1.1129 |
1.1387 |
1.2183 |
|
| S4 |
1.0387 |
1.0645 |
1.1979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2742 |
1.2163 |
0.0579 |
4.7% |
0.0199 |
1.6% |
8% |
False |
True |
396,206 |
| 10 |
1.3097 |
1.2163 |
0.0934 |
7.7% |
0.0223 |
1.8% |
5% |
False |
True |
512,784 |
| 20 |
1.3449 |
1.2163 |
0.1286 |
10.5% |
0.0190 |
1.6% |
3% |
False |
True |
447,782 |
| 40 |
1.3694 |
1.2163 |
0.1531 |
12.5% |
0.0154 |
1.3% |
3% |
False |
True |
371,950 |
| 60 |
1.3819 |
1.2163 |
0.1656 |
13.6% |
0.0147 |
1.2% |
3% |
False |
True |
283,106 |
| 80 |
1.4180 |
1.2163 |
0.2017 |
16.5% |
0.0144 |
1.2% |
2% |
False |
True |
212,609 |
| 100 |
1.4569 |
1.2163 |
0.2406 |
19.7% |
0.0140 |
1.1% |
2% |
False |
True |
170,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3654 |
|
2.618 |
1.3191 |
|
1.618 |
1.2907 |
|
1.000 |
1.2731 |
|
0.618 |
1.2623 |
|
HIGH |
1.2447 |
|
0.618 |
1.2339 |
|
0.500 |
1.2305 |
|
0.382 |
1.2271 |
|
LOW |
1.2163 |
|
0.618 |
1.1987 |
|
1.000 |
1.1879 |
|
1.618 |
1.1703 |
|
2.618 |
1.1419 |
|
4.250 |
1.0956 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2305 |
1.2371 |
| PP |
1.2272 |
1.2316 |
| S1 |
1.2240 |
1.2262 |
|