CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2642 |
1.2540 |
-0.0102 |
-0.8% |
1.2927 |
| High |
1.2693 |
1.2582 |
-0.0111 |
-0.9% |
1.3101 |
| Low |
1.2527 |
1.2365 |
-0.0162 |
-1.3% |
1.2365 |
| Close |
1.2571 |
1.2395 |
-0.0176 |
-1.4% |
1.2395 |
| Range |
0.0166 |
0.0217 |
0.0051 |
30.7% |
0.0736 |
| ATR |
0.0165 |
0.0169 |
0.0004 |
2.2% |
0.0000 |
| Volume |
2,232 |
2,357 |
125 |
5.6% |
14,279 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3098 |
1.2964 |
1.2514 |
|
| R3 |
1.2881 |
1.2747 |
1.2455 |
|
| R2 |
1.2664 |
1.2664 |
1.2435 |
|
| R1 |
1.2530 |
1.2530 |
1.2415 |
1.2489 |
| PP |
1.2447 |
1.2447 |
1.2447 |
1.2427 |
| S1 |
1.2313 |
1.2313 |
1.2375 |
1.2272 |
| S2 |
1.2230 |
1.2230 |
1.2355 |
|
| S3 |
1.2013 |
1.2096 |
1.2335 |
|
| S4 |
1.1796 |
1.1879 |
1.2276 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4828 |
1.4348 |
1.2800 |
|
| R3 |
1.4092 |
1.3612 |
1.2597 |
|
| R2 |
1.3356 |
1.3356 |
1.2530 |
|
| R1 |
1.2876 |
1.2876 |
1.2462 |
1.2748 |
| PP |
1.2620 |
1.2620 |
1.2620 |
1.2557 |
| S1 |
1.2140 |
1.2140 |
1.2328 |
1.2012 |
| S2 |
1.1884 |
1.1884 |
1.2260 |
|
| S3 |
1.1148 |
1.1404 |
1.2193 |
|
| S4 |
1.0412 |
1.0668 |
1.1990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3101 |
1.2365 |
0.0736 |
5.9% |
0.0197 |
1.6% |
4% |
False |
True |
2,855 |
| 10 |
1.3334 |
1.2365 |
0.0969 |
7.8% |
0.0211 |
1.7% |
3% |
False |
True |
2,907 |
| 20 |
1.3516 |
1.2365 |
0.1151 |
9.3% |
0.0169 |
1.4% |
3% |
False |
True |
2,237 |
| 40 |
1.3686 |
1.2365 |
0.1321 |
10.7% |
0.0141 |
1.1% |
2% |
False |
True |
1,391 |
| 60 |
1.3812 |
1.2365 |
0.1447 |
11.7% |
0.0117 |
0.9% |
2% |
False |
True |
987 |
| 80 |
1.4136 |
1.2365 |
0.1771 |
14.3% |
0.0092 |
0.7% |
2% |
False |
True |
742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3504 |
|
2.618 |
1.3150 |
|
1.618 |
1.2933 |
|
1.000 |
1.2799 |
|
0.618 |
1.2716 |
|
HIGH |
1.2582 |
|
0.618 |
1.2499 |
|
0.500 |
1.2474 |
|
0.382 |
1.2448 |
|
LOW |
1.2365 |
|
0.618 |
1.2231 |
|
1.000 |
1.2148 |
|
1.618 |
1.2014 |
|
2.618 |
1.1797 |
|
4.250 |
1.1443 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2474 |
1.2556 |
| PP |
1.2447 |
1.2502 |
| S1 |
1.2421 |
1.2449 |
|