CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2363 |
1.2409 |
0.0046 |
0.4% |
1.2927 |
| High |
1.2427 |
1.2453 |
0.0026 |
0.2% |
1.3101 |
| Low |
1.2244 |
1.2171 |
-0.0073 |
-0.6% |
1.2365 |
| Close |
1.2397 |
1.2215 |
-0.0182 |
-1.5% |
1.2395 |
| Range |
0.0183 |
0.0282 |
0.0099 |
54.1% |
0.0736 |
| ATR |
0.0170 |
0.0178 |
0.0008 |
4.7% |
0.0000 |
| Volume |
4,995 |
4,503 |
-492 |
-9.8% |
14,279 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3126 |
1.2952 |
1.2370 |
|
| R3 |
1.2844 |
1.2670 |
1.2293 |
|
| R2 |
1.2562 |
1.2562 |
1.2267 |
|
| R1 |
1.2388 |
1.2388 |
1.2241 |
1.2334 |
| PP |
1.2280 |
1.2280 |
1.2280 |
1.2253 |
| S1 |
1.2106 |
1.2106 |
1.2189 |
1.2052 |
| S2 |
1.1998 |
1.1998 |
1.2163 |
|
| S3 |
1.1716 |
1.1824 |
1.2137 |
|
| S4 |
1.1434 |
1.1542 |
1.2060 |
|
|
| 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 |
1.2746 |
1.2171 |
0.0575 |
4.7% |
0.0195 |
1.6% |
8% |
False |
True |
3,320 |
| 10 |
1.3101 |
1.2171 |
0.0930 |
7.6% |
0.0218 |
1.8% |
5% |
False |
True |
3,657 |
| 20 |
1.3441 |
1.2171 |
0.1270 |
10.4% |
0.0185 |
1.5% |
3% |
False |
True |
2,639 |
| 40 |
1.3686 |
1.2171 |
0.1515 |
12.4% |
0.0148 |
1.2% |
3% |
False |
True |
1,614 |
| 60 |
1.3812 |
1.2171 |
0.1641 |
13.4% |
0.0121 |
1.0% |
3% |
False |
True |
1,141 |
| 80 |
1.4050 |
1.2171 |
0.1879 |
15.4% |
0.0098 |
0.8% |
2% |
False |
True |
860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3652 |
|
2.618 |
1.3191 |
|
1.618 |
1.2909 |
|
1.000 |
1.2735 |
|
0.618 |
1.2627 |
|
HIGH |
1.2453 |
|
0.618 |
1.2345 |
|
0.500 |
1.2312 |
|
0.382 |
1.2279 |
|
LOW |
1.2171 |
|
0.618 |
1.1997 |
|
1.000 |
1.1889 |
|
1.618 |
1.1715 |
|
2.618 |
1.1433 |
|
4.250 |
1.0973 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2312 |
1.2377 |
| PP |
1.2280 |
1.2323 |
| S1 |
1.2247 |
1.2269 |
|