CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2785 |
1.2648 |
-0.0137 |
-1.1% |
1.3331 |
| High |
1.2799 |
1.2746 |
-0.0053 |
-0.4% |
1.3334 |
| Low |
1.2663 |
1.2618 |
-0.0045 |
-0.4% |
1.2530 |
| Close |
1.2702 |
1.2640 |
-0.0062 |
-0.5% |
1.2748 |
| Range |
0.0136 |
0.0128 |
-0.0008 |
-5.9% |
0.0804 |
| ATR |
0.0168 |
0.0165 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
4,236 |
2,516 |
-1,720 |
-40.6% |
14,800 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3052 |
1.2974 |
1.2710 |
|
| R3 |
1.2924 |
1.2846 |
1.2675 |
|
| R2 |
1.2796 |
1.2796 |
1.2663 |
|
| R1 |
1.2718 |
1.2718 |
1.2652 |
1.2693 |
| PP |
1.2668 |
1.2668 |
1.2668 |
1.2656 |
| S1 |
1.2590 |
1.2590 |
1.2628 |
1.2565 |
| S2 |
1.2540 |
1.2540 |
1.2617 |
|
| S3 |
1.2412 |
1.2462 |
1.2605 |
|
| S4 |
1.2284 |
1.2334 |
1.2570 |
|
|
| 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 |
1.3101 |
1.2530 |
0.0571 |
4.5% |
0.0228 |
1.8% |
19% |
False |
False |
3,818 |
| 10 |
1.3341 |
1.2530 |
0.0811 |
6.4% |
0.0192 |
1.5% |
14% |
False |
False |
3,016 |
| 20 |
1.3665 |
1.2530 |
0.1135 |
9.0% |
0.0162 |
1.3% |
10% |
False |
False |
2,118 |
| 40 |
1.3738 |
1.2530 |
0.1208 |
9.6% |
0.0138 |
1.1% |
9% |
False |
False |
1,319 |
| 60 |
1.3812 |
1.2530 |
0.1282 |
10.1% |
0.0111 |
0.9% |
9% |
False |
False |
911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3290 |
|
2.618 |
1.3081 |
|
1.618 |
1.2953 |
|
1.000 |
1.2874 |
|
0.618 |
1.2825 |
|
HIGH |
1.2746 |
|
0.618 |
1.2697 |
|
0.500 |
1.2682 |
|
0.382 |
1.2667 |
|
LOW |
1.2618 |
|
0.618 |
1.2539 |
|
1.000 |
1.2490 |
|
1.618 |
1.2411 |
|
2.618 |
1.2283 |
|
4.250 |
1.2074 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2682 |
1.2860 |
| PP |
1.2668 |
1.2786 |
| S1 |
1.2654 |
1.2713 |
|