CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2560 |
1.2358 |
-0.0202 |
-1.6% |
1.2363 |
| High |
1.2560 |
1.2371 |
-0.0189 |
-1.5% |
1.2684 |
| Low |
1.2360 |
1.2202 |
-0.0158 |
-1.3% |
1.2152 |
| Close |
1.2415 |
1.2334 |
-0.0081 |
-0.7% |
1.2598 |
| Range |
0.0200 |
0.0169 |
-0.0031 |
-15.5% |
0.0532 |
| ATR |
0.0197 |
0.0199 |
0.0001 |
0.6% |
0.0000 |
| Volume |
5,179 |
3,050 |
-2,129 |
-41.1% |
28,879 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2809 |
1.2741 |
1.2427 |
|
| R3 |
1.2640 |
1.2572 |
1.2380 |
|
| R2 |
1.2471 |
1.2471 |
1.2365 |
|
| R1 |
1.2403 |
1.2403 |
1.2349 |
1.2353 |
| PP |
1.2302 |
1.2302 |
1.2302 |
1.2277 |
| S1 |
1.2234 |
1.2234 |
1.2319 |
1.2184 |
| S2 |
1.2133 |
1.2133 |
1.2303 |
|
| S3 |
1.1964 |
1.2065 |
1.2288 |
|
| S4 |
1.1795 |
1.1896 |
1.2241 |
|
|
| 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% |
0.0231 |
1.9% |
34% |
False |
False |
5,522 |
| 10 |
1.2746 |
1.2152 |
0.0594 |
4.8% |
0.0213 |
1.7% |
31% |
False |
False |
4,421 |
| 20 |
1.3341 |
1.2152 |
0.1189 |
9.6% |
0.0204 |
1.7% |
15% |
False |
False |
3,660 |
| 40 |
1.3686 |
1.2152 |
0.1534 |
12.4% |
0.0161 |
1.3% |
12% |
False |
False |
2,259 |
| 60 |
1.3812 |
1.2152 |
0.1660 |
13.5% |
0.0135 |
1.1% |
11% |
False |
False |
1,601 |
| 80 |
1.3940 |
1.2152 |
0.1788 |
14.5% |
0.0112 |
0.9% |
10% |
False |
False |
1,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3089 |
|
2.618 |
1.2813 |
|
1.618 |
1.2644 |
|
1.000 |
1.2540 |
|
0.618 |
1.2475 |
|
HIGH |
1.2371 |
|
0.618 |
1.2306 |
|
0.500 |
1.2287 |
|
0.382 |
1.2267 |
|
LOW |
1.2202 |
|
0.618 |
1.2098 |
|
1.000 |
1.2033 |
|
1.618 |
1.1929 |
|
2.618 |
1.1760 |
|
4.250 |
1.1484 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2318 |
1.2443 |
| PP |
1.2302 |
1.2407 |
| S1 |
1.2287 |
1.2370 |
|