CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2653 |
1.2927 |
0.0274 |
2.2% |
1.3331 |
| High |
1.2810 |
1.3101 |
0.0291 |
2.3% |
1.3334 |
| Low |
1.2602 |
1.2763 |
0.0161 |
1.3% |
1.2530 |
| Close |
1.2748 |
1.2806 |
0.0058 |
0.5% |
1.2748 |
| Range |
0.0208 |
0.0338 |
0.0130 |
62.5% |
0.0804 |
| ATR |
0.0156 |
0.0170 |
0.0014 |
9.0% |
0.0000 |
| Volume |
4,910 |
2,938 |
-1,972 |
-40.2% |
14,800 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3904 |
1.3693 |
1.2992 |
|
| R3 |
1.3566 |
1.3355 |
1.2899 |
|
| R2 |
1.3228 |
1.3228 |
1.2868 |
|
| R1 |
1.3017 |
1.3017 |
1.2837 |
1.2954 |
| PP |
1.2890 |
1.2890 |
1.2890 |
1.2858 |
| S1 |
1.2679 |
1.2679 |
1.2775 |
1.2616 |
| S2 |
1.2552 |
1.2552 |
1.2744 |
|
| S3 |
1.2214 |
1.2341 |
1.2713 |
|
| S4 |
1.1876 |
1.2003 |
1.2620 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5283 |
1.4819 |
1.3190 |
|
| R3 |
1.4479 |
1.4015 |
1.2969 |
|
| R2 |
1.3675 |
1.3675 |
1.2895 |
|
| R1 |
1.3211 |
1.3211 |
1.2822 |
1.3041 |
| PP |
1.2871 |
1.2871 |
1.2871 |
1.2786 |
| S1 |
1.2407 |
1.2407 |
1.2674 |
1.2237 |
| S2 |
1.2067 |
1.2067 |
1.2601 |
|
| S3 |
1.1263 |
1.1603 |
1.2527 |
|
| S4 |
1.0459 |
1.0799 |
1.2306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3211 |
1.2530 |
0.0681 |
5.3% |
0.0258 |
2.0% |
41% |
False |
False |
3,298 |
| 10 |
1.3415 |
1.2530 |
0.0885 |
6.9% |
0.0205 |
1.6% |
31% |
False |
False |
2,643 |
| 20 |
1.3675 |
1.2530 |
0.1145 |
8.9% |
0.0156 |
1.2% |
24% |
False |
False |
1,826 |
| 40 |
1.3812 |
1.2530 |
0.1282 |
10.0% |
0.0136 |
1.1% |
22% |
False |
False |
1,173 |
| 60 |
1.3812 |
1.2530 |
0.1282 |
10.0% |
0.0108 |
0.8% |
22% |
False |
False |
799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4538 |
|
2.618 |
1.3986 |
|
1.618 |
1.3648 |
|
1.000 |
1.3439 |
|
0.618 |
1.3310 |
|
HIGH |
1.3101 |
|
0.618 |
1.2972 |
|
0.500 |
1.2932 |
|
0.382 |
1.2892 |
|
LOW |
1.2763 |
|
0.618 |
1.2554 |
|
1.000 |
1.2425 |
|
1.618 |
1.2216 |
|
2.618 |
1.1878 |
|
4.250 |
1.1327 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2932 |
1.2816 |
| PP |
1.2890 |
1.2812 |
| S1 |
1.2848 |
1.2809 |
|