CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2388 |
1.2184 |
-0.0204 |
-1.6% |
1.2363 |
| High |
1.2388 |
1.2408 |
0.0020 |
0.2% |
1.2684 |
| Low |
1.2186 |
1.2169 |
-0.0017 |
-0.1% |
1.2152 |
| Close |
1.2216 |
1.2391 |
0.0175 |
1.4% |
1.2598 |
| Range |
0.0202 |
0.0239 |
0.0037 |
18.3% |
0.0532 |
| ATR |
0.0199 |
0.0202 |
0.0003 |
1.4% |
0.0000 |
| Volume |
4,702 |
5,058 |
356 |
7.6% |
28,879 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3040 |
1.2954 |
1.2522 |
|
| R3 |
1.2801 |
1.2715 |
1.2457 |
|
| R2 |
1.2562 |
1.2562 |
1.2435 |
|
| R1 |
1.2476 |
1.2476 |
1.2413 |
1.2519 |
| PP |
1.2323 |
1.2323 |
1.2323 |
1.2344 |
| S1 |
1.2237 |
1.2237 |
1.2369 |
1.2280 |
| S2 |
1.2084 |
1.2084 |
1.2347 |
|
| S3 |
1.1845 |
1.1998 |
1.2325 |
|
| S4 |
1.1606 |
1.1759 |
1.2260 |
|
|
| 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 |
1.2169 |
0.0515 |
4.2% |
0.0204 |
1.6% |
43% |
False |
True |
4,643 |
| 10 |
1.2684 |
1.2152 |
0.0532 |
4.3% |
0.0228 |
1.8% |
45% |
False |
False |
4,922 |
| 20 |
1.3341 |
1.2152 |
0.1189 |
9.6% |
0.0214 |
1.7% |
20% |
False |
False |
3,877 |
| 40 |
1.3686 |
1.2152 |
0.1534 |
12.4% |
0.0164 |
1.3% |
16% |
False |
False |
2,467 |
| 60 |
1.3812 |
1.2152 |
0.1660 |
13.4% |
0.0142 |
1.1% |
14% |
False |
False |
1,757 |
| 80 |
1.3812 |
1.2152 |
0.1660 |
13.4% |
0.0117 |
0.9% |
14% |
False |
False |
1,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3424 |
|
2.618 |
1.3034 |
|
1.618 |
1.2795 |
|
1.000 |
1.2647 |
|
0.618 |
1.2556 |
|
HIGH |
1.2408 |
|
0.618 |
1.2317 |
|
0.500 |
1.2289 |
|
0.382 |
1.2260 |
|
LOW |
1.2169 |
|
0.618 |
1.2021 |
|
1.000 |
1.1930 |
|
1.618 |
1.1782 |
|
2.618 |
1.1543 |
|
4.250 |
1.1153 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2357 |
1.2357 |
| PP |
1.2323 |
1.2323 |
| S1 |
1.2289 |
1.2289 |
|