CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2353 |
1.2371 |
0.0018 |
0.1% |
1.2353 |
| High |
1.2358 |
1.2380 |
0.0022 |
0.2% |
1.2674 |
| Low |
1.2181 |
1.2170 |
-0.0011 |
-0.1% |
1.2140 |
| Close |
1.2318 |
1.2201 |
-0.0117 |
-0.9% |
1.2587 |
| Range |
0.0177 |
0.0210 |
0.0033 |
18.6% |
0.0534 |
| ATR |
0.0205 |
0.0205 |
0.0000 |
0.2% |
0.0000 |
| Volume |
280,348 |
400,948 |
120,600 |
43.0% |
2,745,783 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2880 |
1.2751 |
1.2317 |
|
| R3 |
1.2670 |
1.2541 |
1.2259 |
|
| R2 |
1.2460 |
1.2460 |
1.2240 |
|
| R1 |
1.2331 |
1.2331 |
1.2220 |
1.2291 |
| PP |
1.2250 |
1.2250 |
1.2250 |
1.2230 |
| S1 |
1.2121 |
1.2121 |
1.2182 |
1.2081 |
| S2 |
1.2040 |
1.2040 |
1.2163 |
|
| S3 |
1.1830 |
1.1911 |
1.2143 |
|
| S4 |
1.1620 |
1.1701 |
1.2086 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4069 |
1.3862 |
1.2881 |
|
| R3 |
1.3535 |
1.3328 |
1.2734 |
|
| R2 |
1.3001 |
1.3001 |
1.2685 |
|
| R1 |
1.2794 |
1.2794 |
1.2636 |
1.2898 |
| PP |
1.2467 |
1.2467 |
1.2467 |
1.2519 |
| S1 |
1.2260 |
1.2260 |
1.2538 |
1.2364 |
| S2 |
1.1933 |
1.1933 |
1.2489 |
|
| S3 |
1.1399 |
1.1726 |
1.2440 |
|
| S4 |
1.0865 |
1.1192 |
1.2293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2674 |
1.2170 |
0.0504 |
4.1% |
0.0224 |
1.8% |
6% |
False |
True |
471,235 |
| 10 |
1.2687 |
1.2140 |
0.0547 |
4.5% |
0.0226 |
1.9% |
11% |
False |
False |
446,237 |
| 20 |
1.3344 |
1.2140 |
0.1204 |
9.9% |
0.0213 |
1.7% |
5% |
False |
False |
480,574 |
| 40 |
1.3694 |
1.2140 |
0.1554 |
12.7% |
0.0170 |
1.4% |
4% |
False |
False |
394,625 |
| 60 |
1.3819 |
1.2140 |
0.1679 |
13.8% |
0.0154 |
1.3% |
4% |
False |
False |
331,056 |
| 80 |
1.4017 |
1.2140 |
0.1877 |
15.4% |
0.0154 |
1.3% |
3% |
False |
False |
248,902 |
| 100 |
1.4569 |
1.2140 |
0.2429 |
19.9% |
0.0149 |
1.2% |
3% |
False |
False |
199,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3273 |
|
2.618 |
1.2930 |
|
1.618 |
1.2720 |
|
1.000 |
1.2590 |
|
0.618 |
1.2510 |
|
HIGH |
1.2380 |
|
0.618 |
1.2300 |
|
0.500 |
1.2275 |
|
0.382 |
1.2250 |
|
LOW |
1.2170 |
|
0.618 |
1.2040 |
|
1.000 |
1.1960 |
|
1.618 |
1.1830 |
|
2.618 |
1.1620 |
|
4.250 |
1.1278 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2275 |
1.2368 |
| PP |
1.2250 |
1.2312 |
| S1 |
1.2226 |
1.2257 |
|