CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2358 |
1.2388 |
0.0030 |
0.2% |
1.2363 |
| High |
1.2371 |
1.2388 |
0.0017 |
0.1% |
1.2684 |
| Low |
1.2202 |
1.2186 |
-0.0016 |
-0.1% |
1.2152 |
| Close |
1.2334 |
1.2216 |
-0.0118 |
-1.0% |
1.2598 |
| Range |
0.0169 |
0.0202 |
0.0033 |
19.5% |
0.0532 |
| ATR |
0.0199 |
0.0199 |
0.0000 |
0.1% |
0.0000 |
| Volume |
3,050 |
4,702 |
1,652 |
54.2% |
28,879 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2869 |
1.2745 |
1.2327 |
|
| R3 |
1.2667 |
1.2543 |
1.2272 |
|
| R2 |
1.2465 |
1.2465 |
1.2253 |
|
| R1 |
1.2341 |
1.2341 |
1.2235 |
1.2302 |
| PP |
1.2263 |
1.2263 |
1.2263 |
1.2244 |
| S1 |
1.2139 |
1.2139 |
1.2197 |
1.2100 |
| S2 |
1.2061 |
1.2061 |
1.2179 |
|
| S3 |
1.1859 |
1.1937 |
1.2160 |
|
| S4 |
1.1657 |
1.1735 |
1.2105 |
|
|
| 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 |
1.2186 |
0.0498 |
4.1% |
0.0216 |
1.8% |
6% |
False |
True |
4,968 |
| 10 |
1.2693 |
1.2152 |
0.0541 |
4.4% |
0.0221 |
1.8% |
12% |
False |
False |
4,639 |
| 20 |
1.3341 |
1.2152 |
0.1189 |
9.7% |
0.0207 |
1.7% |
5% |
False |
False |
3,827 |
| 40 |
1.3686 |
1.2152 |
0.1534 |
12.6% |
0.0162 |
1.3% |
4% |
False |
False |
2,368 |
| 60 |
1.3812 |
1.2152 |
0.1660 |
13.6% |
0.0138 |
1.1% |
4% |
False |
False |
1,679 |
| 80 |
1.3888 |
1.2152 |
0.1736 |
14.2% |
0.0114 |
0.9% |
4% |
False |
False |
1,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3247 |
|
2.618 |
1.2917 |
|
1.618 |
1.2715 |
|
1.000 |
1.2590 |
|
0.618 |
1.2513 |
|
HIGH |
1.2388 |
|
0.618 |
1.2311 |
|
0.500 |
1.2287 |
|
0.382 |
1.2263 |
|
LOW |
1.2186 |
|
0.618 |
1.2061 |
|
1.000 |
1.1984 |
|
1.618 |
1.1859 |
|
2.618 |
1.1657 |
|
4.250 |
1.1328 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2287 |
1.2373 |
| PP |
1.2263 |
1.2321 |
| S1 |
1.2240 |
1.2268 |
|