CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3192 |
1.2978 |
-0.0214 |
-1.6% |
1.3356 |
| High |
1.3211 |
1.2997 |
-0.0214 |
-1.6% |
1.3415 |
| Low |
1.2986 |
1.2812 |
-0.0174 |
-1.3% |
1.3119 |
| Close |
1.3007 |
1.2830 |
-0.0177 |
-1.4% |
1.3309 |
| Range |
0.0225 |
0.0185 |
-0.0040 |
-17.8% |
0.0296 |
| ATR |
0.0133 |
0.0138 |
0.0004 |
3.3% |
0.0000 |
| Volume |
753 |
3,398 |
2,645 |
351.3% |
10,909 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3435 |
1.3317 |
1.2932 |
|
| R3 |
1.3250 |
1.3132 |
1.2881 |
|
| R2 |
1.3065 |
1.3065 |
1.2864 |
|
| R1 |
1.2947 |
1.2947 |
1.2847 |
1.2914 |
| PP |
1.2880 |
1.2880 |
1.2880 |
1.2863 |
| S1 |
1.2762 |
1.2762 |
1.2813 |
1.2729 |
| S2 |
1.2695 |
1.2695 |
1.2796 |
|
| S3 |
1.2510 |
1.2577 |
1.2779 |
|
| S4 |
1.2325 |
1.2392 |
1.2728 |
|
|
| 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 |
1.2812 |
0.0529 |
4.1% |
0.0156 |
1.2% |
3% |
False |
True |
2,213 |
| 10 |
1.3419 |
1.2812 |
0.0607 |
4.7% |
0.0163 |
1.3% |
3% |
False |
True |
1,914 |
| 20 |
1.3686 |
1.2812 |
0.0874 |
6.8% |
0.0129 |
1.0% |
2% |
False |
True |
1,294 |
| 40 |
1.3812 |
1.2812 |
0.1000 |
7.8% |
0.0121 |
0.9% |
2% |
False |
True |
866 |
| 60 |
1.3812 |
1.2812 |
0.1000 |
7.8% |
0.0094 |
0.7% |
2% |
False |
True |
593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3783 |
|
2.618 |
1.3481 |
|
1.618 |
1.3296 |
|
1.000 |
1.3182 |
|
0.618 |
1.3111 |
|
HIGH |
1.2997 |
|
0.618 |
1.2926 |
|
0.500 |
1.2905 |
|
0.382 |
1.2883 |
|
LOW |
1.2812 |
|
0.618 |
1.2698 |
|
1.000 |
1.2627 |
|
1.618 |
1.2513 |
|
2.618 |
1.2328 |
|
4.250 |
1.2026 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2905 |
1.3073 |
| PP |
1.2880 |
1.2992 |
| S1 |
1.2855 |
1.2911 |
|