CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2481 |
1.2560 |
0.0079 |
0.6% |
1.2363 |
| High |
1.2684 |
1.2560 |
-0.0124 |
-1.0% |
1.2684 |
| Low |
1.2476 |
1.2360 |
-0.0116 |
-0.9% |
1.2152 |
| Close |
1.2598 |
1.2415 |
-0.0183 |
-1.5% |
1.2598 |
| Range |
0.0208 |
0.0200 |
-0.0008 |
-3.8% |
0.0532 |
| ATR |
0.0194 |
0.0197 |
0.0003 |
1.6% |
0.0000 |
| Volume |
5,227 |
5,179 |
-48 |
-0.9% |
28,879 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3045 |
1.2930 |
1.2525 |
|
| R3 |
1.2845 |
1.2730 |
1.2470 |
|
| R2 |
1.2645 |
1.2645 |
1.2452 |
|
| R1 |
1.2530 |
1.2530 |
1.2433 |
1.2488 |
| PP |
1.2445 |
1.2445 |
1.2445 |
1.2424 |
| S1 |
1.2330 |
1.2330 |
1.2397 |
1.2288 |
| S2 |
1.2245 |
1.2245 |
1.2378 |
|
| S3 |
1.2045 |
1.2130 |
1.2360 |
|
| S4 |
1.1845 |
1.1930 |
1.2305 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4074 |
1.3868 |
1.2891 |
|
| R3 |
1.3542 |
1.3336 |
1.2744 |
|
| R2 |
1.3010 |
1.3010 |
1.2696 |
|
| R1 |
1.2804 |
1.2804 |
1.2647 |
1.2907 |
| PP |
1.2478 |
1.2478 |
1.2478 |
1.2530 |
| S1 |
1.2272 |
1.2272 |
1.2549 |
1.2375 |
| S2 |
1.1946 |
1.1946 |
1.2500 |
|
| S3 |
1.1414 |
1.1740 |
1.2452 |
|
| S4 |
1.0882 |
1.1208 |
1.2305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2684 |
1.2152 |
0.0532 |
4.3% |
0.0254 |
2.0% |
49% |
False |
False |
5,812 |
| 10 |
1.2799 |
1.2152 |
0.0647 |
5.2% |
0.0210 |
1.7% |
41% |
False |
False |
4,539 |
| 20 |
1.3415 |
1.2152 |
0.1263 |
10.2% |
0.0208 |
1.7% |
21% |
False |
False |
3,591 |
| 40 |
1.3686 |
1.2152 |
0.1534 |
12.4% |
0.0160 |
1.3% |
17% |
False |
False |
2,187 |
| 60 |
1.3812 |
1.2152 |
0.1660 |
13.4% |
0.0135 |
1.1% |
16% |
False |
False |
1,550 |
| 80 |
1.3940 |
1.2152 |
0.1788 |
14.4% |
0.0110 |
0.9% |
15% |
False |
False |
1,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3410 |
|
2.618 |
1.3084 |
|
1.618 |
1.2884 |
|
1.000 |
1.2760 |
|
0.618 |
1.2684 |
|
HIGH |
1.2560 |
|
0.618 |
1.2484 |
|
0.500 |
1.2460 |
|
0.382 |
1.2436 |
|
LOW |
1.2360 |
|
0.618 |
1.2236 |
|
1.000 |
1.2160 |
|
1.618 |
1.2036 |
|
2.618 |
1.1836 |
|
4.250 |
1.1510 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2460 |
1.2496 |
| PP |
1.2445 |
1.2469 |
| S1 |
1.2430 |
1.2442 |
|