CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2399 |
1.2172 |
-0.0227 |
-1.8% |
1.2922 |
| High |
1.2447 |
1.2425 |
-0.0022 |
-0.2% |
1.3097 |
| Low |
1.2163 |
1.2140 |
-0.0023 |
-0.2% |
1.2355 |
| Close |
1.2207 |
1.2376 |
0.0169 |
1.4% |
1.2387 |
| Range |
0.0284 |
0.0285 |
0.0001 |
0.4% |
0.0742 |
| ATR |
0.0185 |
0.0192 |
0.0007 |
3.9% |
0.0000 |
| Volume |
491,594 |
550,193 |
58,599 |
11.9% |
2,308,320 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3057 |
1.2533 |
|
| R3 |
1.2884 |
1.2772 |
1.2454 |
|
| R2 |
1.2599 |
1.2599 |
1.2428 |
|
| R1 |
1.2487 |
1.2487 |
1.2402 |
1.2543 |
| PP |
1.2314 |
1.2314 |
1.2314 |
1.2342 |
| S1 |
1.2202 |
1.2202 |
1.2350 |
1.2258 |
| S2 |
1.2029 |
1.2029 |
1.2324 |
|
| S3 |
1.1744 |
1.1917 |
1.2298 |
|
| S4 |
1.1459 |
1.1632 |
1.2219 |
|
|
| 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 |
1.2687 |
1.2140 |
0.0547 |
4.4% |
0.0229 |
1.9% |
43% |
False |
True |
421,239 |
| 10 |
1.3097 |
1.2140 |
0.0957 |
7.7% |
0.0232 |
1.9% |
25% |
False |
True |
520,934 |
| 20 |
1.3424 |
1.2140 |
0.1284 |
10.4% |
0.0200 |
1.6% |
18% |
False |
True |
461,693 |
| 40 |
1.3694 |
1.2140 |
0.1554 |
12.6% |
0.0159 |
1.3% |
15% |
False |
True |
378,126 |
| 60 |
1.3819 |
1.2140 |
0.1679 |
13.6% |
0.0148 |
1.2% |
14% |
False |
True |
292,245 |
| 80 |
1.4165 |
1.2140 |
0.2025 |
16.4% |
0.0147 |
1.2% |
12% |
False |
True |
219,478 |
| 100 |
1.4569 |
1.2140 |
0.2429 |
19.6% |
0.0142 |
1.1% |
10% |
False |
True |
175,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3636 |
|
2.618 |
1.3171 |
|
1.618 |
1.2886 |
|
1.000 |
1.2710 |
|
0.618 |
1.2601 |
|
HIGH |
1.2425 |
|
0.618 |
1.2316 |
|
0.500 |
1.2283 |
|
0.382 |
1.2249 |
|
LOW |
1.2140 |
|
0.618 |
1.1964 |
|
1.000 |
1.1855 |
|
1.618 |
1.1679 |
|
2.618 |
1.1394 |
|
4.250 |
1.0929 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2345 |
1.2349 |
| PP |
1.2314 |
1.2321 |
| S1 |
1.2283 |
1.2294 |
|