CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2371 |
1.2166 |
-0.0205 |
-1.7% |
1.2353 |
| High |
1.2380 |
1.2397 |
0.0017 |
0.1% |
1.2674 |
| Low |
1.2170 |
1.2155 |
-0.0015 |
-0.1% |
1.2140 |
| Close |
1.2201 |
1.2379 |
0.0178 |
1.5% |
1.2587 |
| Range |
0.0210 |
0.0242 |
0.0032 |
15.2% |
0.0534 |
| ATR |
0.0205 |
0.0208 |
0.0003 |
1.3% |
0.0000 |
| Volume |
400,948 |
352,971 |
-47,977 |
-12.0% |
2,745,783 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3036 |
1.2950 |
1.2512 |
|
| R3 |
1.2794 |
1.2708 |
1.2446 |
|
| R2 |
1.2552 |
1.2552 |
1.2423 |
|
| R1 |
1.2466 |
1.2466 |
1.2401 |
1.2509 |
| PP |
1.2310 |
1.2310 |
1.2310 |
1.2332 |
| S1 |
1.2224 |
1.2224 |
1.2357 |
1.2267 |
| S2 |
1.2068 |
1.2068 |
1.2335 |
|
| S3 |
1.1826 |
1.1982 |
1.2312 |
|
| S4 |
1.1584 |
1.1740 |
1.2246 |
|
|
| 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 |
1.2155 |
0.0519 |
4.2% |
0.0211 |
1.7% |
43% |
False |
True |
414,217 |
| 10 |
1.2674 |
1.2140 |
0.0534 |
4.3% |
0.0233 |
1.9% |
45% |
False |
False |
450,009 |
| 20 |
1.3344 |
1.2140 |
0.1204 |
9.7% |
0.0220 |
1.8% |
20% |
False |
False |
467,963 |
| 40 |
1.3694 |
1.2140 |
0.1554 |
12.6% |
0.0171 |
1.4% |
15% |
False |
False |
395,823 |
| 60 |
1.3819 |
1.2140 |
0.1679 |
13.6% |
0.0156 |
1.3% |
14% |
False |
False |
336,826 |
| 80 |
1.4017 |
1.2140 |
0.1877 |
15.2% |
0.0156 |
1.3% |
13% |
False |
False |
253,311 |
| 100 |
1.4569 |
1.2140 |
0.2429 |
19.6% |
0.0149 |
1.2% |
10% |
False |
False |
202,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3426 |
|
2.618 |
1.3031 |
|
1.618 |
1.2789 |
|
1.000 |
1.2639 |
|
0.618 |
1.2547 |
|
HIGH |
1.2397 |
|
0.618 |
1.2305 |
|
0.500 |
1.2276 |
|
0.382 |
1.2247 |
|
LOW |
1.2155 |
|
0.618 |
1.2005 |
|
1.000 |
1.1913 |
|
1.618 |
1.1763 |
|
2.618 |
1.1521 |
|
4.250 |
1.1127 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2345 |
1.2345 |
| PP |
1.2310 |
1.2310 |
| S1 |
1.2276 |
1.2276 |
|