CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2540 |
1.2363 |
-0.0177 |
-1.4% |
1.2927 |
| High |
1.2582 |
1.2427 |
-0.0155 |
-1.2% |
1.3101 |
| Low |
1.2365 |
1.2244 |
-0.0121 |
-1.0% |
1.2365 |
| Close |
1.2395 |
1.2397 |
0.0002 |
0.0% |
1.2395 |
| Range |
0.0217 |
0.0183 |
-0.0034 |
-15.7% |
0.0736 |
| ATR |
0.0169 |
0.0170 |
0.0001 |
0.6% |
0.0000 |
| Volume |
2,357 |
4,995 |
2,638 |
111.9% |
14,279 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2905 |
1.2834 |
1.2498 |
|
| R3 |
1.2722 |
1.2651 |
1.2447 |
|
| R2 |
1.2539 |
1.2539 |
1.2431 |
|
| R1 |
1.2468 |
1.2468 |
1.2414 |
1.2504 |
| PP |
1.2356 |
1.2356 |
1.2356 |
1.2374 |
| S1 |
1.2285 |
1.2285 |
1.2380 |
1.2321 |
| S2 |
1.2173 |
1.2173 |
1.2363 |
|
| S3 |
1.1990 |
1.2102 |
1.2347 |
|
| S4 |
1.1807 |
1.1919 |
1.2296 |
|
|
| 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 |
1.2799 |
1.2244 |
0.0555 |
4.5% |
0.0166 |
1.3% |
28% |
False |
True |
3,267 |
| 10 |
1.3211 |
1.2244 |
0.0967 |
7.8% |
0.0212 |
1.7% |
16% |
False |
True |
3,282 |
| 20 |
1.3516 |
1.2244 |
0.1272 |
10.3% |
0.0175 |
1.4% |
12% |
False |
True |
2,435 |
| 40 |
1.3686 |
1.2244 |
0.1442 |
11.6% |
0.0143 |
1.2% |
11% |
False |
True |
1,508 |
| 60 |
1.3812 |
1.2244 |
0.1568 |
12.6% |
0.0119 |
1.0% |
10% |
False |
True |
1,066 |
| 80 |
1.4136 |
1.2244 |
0.1892 |
15.3% |
0.0094 |
0.8% |
8% |
False |
True |
804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3205 |
|
2.618 |
1.2906 |
|
1.618 |
1.2723 |
|
1.000 |
1.2610 |
|
0.618 |
1.2540 |
|
HIGH |
1.2427 |
|
0.618 |
1.2357 |
|
0.500 |
1.2336 |
|
0.382 |
1.2314 |
|
LOW |
1.2244 |
|
0.618 |
1.2131 |
|
1.000 |
1.2061 |
|
1.618 |
1.1948 |
|
2.618 |
1.1765 |
|
4.250 |
1.1466 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2377 |
1.2469 |
| PP |
1.2356 |
1.2445 |
| S1 |
1.2336 |
1.2421 |
|