CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3331 |
1.3192 |
-0.0139 |
-1.0% |
1.3356 |
| High |
1.3334 |
1.3211 |
-0.0123 |
-0.9% |
1.3415 |
| Low |
1.3158 |
1.2986 |
-0.0172 |
-1.3% |
1.3119 |
| Close |
1.3215 |
1.3007 |
-0.0208 |
-1.6% |
1.3309 |
| Range |
0.0176 |
0.0225 |
0.0049 |
27.8% |
0.0296 |
| ATR |
0.0126 |
0.0133 |
0.0007 |
5.8% |
0.0000 |
| Volume |
1,248 |
753 |
-495 |
-39.7% |
10,909 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3743 |
1.3600 |
1.3131 |
|
| R3 |
1.3518 |
1.3375 |
1.3069 |
|
| R2 |
1.3293 |
1.3293 |
1.3048 |
|
| R1 |
1.3150 |
1.3150 |
1.3028 |
1.3109 |
| PP |
1.3068 |
1.3068 |
1.3068 |
1.3048 |
| S1 |
1.2925 |
1.2925 |
1.2986 |
1.2884 |
| S2 |
1.2843 |
1.2843 |
1.2966 |
|
| S3 |
1.2618 |
1.2700 |
1.2945 |
|
| S4 |
1.2393 |
1.2475 |
1.2883 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4169 |
1.4035 |
1.3472 |
|
| R3 |
1.3873 |
1.3739 |
1.3390 |
|
| R2 |
1.3577 |
1.3577 |
1.3363 |
|
| R1 |
1.3443 |
1.3443 |
1.3336 |
1.3362 |
| PP |
1.3281 |
1.3281 |
1.3281 |
1.3241 |
| S1 |
1.3147 |
1.3147 |
1.3282 |
1.3066 |
| S2 |
1.2985 |
1.2985 |
1.3255 |
|
| S3 |
1.2689 |
1.2851 |
1.3228 |
|
| S4 |
1.2393 |
1.2555 |
1.3146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3341 |
1.2986 |
0.0355 |
2.7% |
0.0149 |
1.1% |
6% |
False |
True |
1,803 |
| 10 |
1.3441 |
1.2986 |
0.0455 |
3.5% |
0.0152 |
1.2% |
5% |
False |
True |
1,621 |
| 20 |
1.3686 |
1.2986 |
0.0700 |
5.4% |
0.0124 |
1.0% |
3% |
False |
True |
1,147 |
| 40 |
1.3812 |
1.2986 |
0.0826 |
6.4% |
0.0119 |
0.9% |
3% |
False |
True |
781 |
| 60 |
1.3812 |
1.2986 |
0.0826 |
6.4% |
0.0091 |
0.7% |
3% |
False |
True |
537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4167 |
|
2.618 |
1.3800 |
|
1.618 |
1.3575 |
|
1.000 |
1.3436 |
|
0.618 |
1.3350 |
|
HIGH |
1.3211 |
|
0.618 |
1.3125 |
|
0.500 |
1.3099 |
|
0.382 |
1.3072 |
|
LOW |
1.2986 |
|
0.618 |
1.2847 |
|
1.000 |
1.2761 |
|
1.618 |
1.2622 |
|
2.618 |
1.2397 |
|
4.250 |
1.2030 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3099 |
1.3164 |
| PP |
1.3068 |
1.3111 |
| S1 |
1.3038 |
1.3059 |
|