CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.3300 |
1.3216 |
-0.0084 |
-0.6% |
1.3330 |
High |
1.3303 |
1.3216 |
-0.0087 |
-0.7% |
1.3330 |
Low |
1.3300 |
1.3216 |
-0.0084 |
-0.6% |
1.3143 |
Close |
1.3309 |
1.3216 |
-0.0093 |
-0.7% |
1.3309 |
Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0187 |
ATR |
0.0075 |
0.0077 |
0.0001 |
1.7% |
0.0000 |
Volume |
3 |
5 |
2 |
66.7% |
31 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3216 |
1.3216 |
1.3216 |
|
R3 |
1.3216 |
1.3216 |
1.3216 |
|
R2 |
1.3216 |
1.3216 |
1.3216 |
|
R1 |
1.3216 |
1.3216 |
1.3216 |
1.3216 |
PP |
1.3216 |
1.3216 |
1.3216 |
1.3216 |
S1 |
1.3216 |
1.3216 |
1.3216 |
1.3216 |
S2 |
1.3216 |
1.3216 |
1.3216 |
|
S3 |
1.3216 |
1.3216 |
1.3216 |
|
S4 |
1.3216 |
1.3216 |
1.3216 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3822 |
1.3752 |
1.3412 |
|
R3 |
1.3635 |
1.3565 |
1.3360 |
|
R2 |
1.3448 |
1.3448 |
1.3343 |
|
R1 |
1.3378 |
1.3378 |
1.3326 |
1.3320 |
PP |
1.3261 |
1.3261 |
1.3261 |
1.3231 |
S1 |
1.3191 |
1.3191 |
1.3292 |
1.3133 |
S2 |
1.3074 |
1.3074 |
1.3275 |
|
S3 |
1.2887 |
1.3004 |
1.3258 |
|
S4 |
1.2700 |
1.2817 |
1.3206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3303 |
1.3143 |
0.0160 |
1.2% |
0.0024 |
0.2% |
46% |
False |
False |
4 |
10 |
1.3470 |
1.3143 |
0.0327 |
2.5% |
0.0028 |
0.2% |
22% |
False |
False |
5 |
20 |
1.3625 |
1.3143 |
0.0482 |
3.6% |
0.0022 |
0.2% |
15% |
False |
False |
5 |
40 |
1.3765 |
1.3143 |
0.0622 |
4.7% |
0.0018 |
0.1% |
12% |
False |
False |
4 |
60 |
1.3810 |
1.3143 |
0.0667 |
5.0% |
0.0014 |
0.1% |
11% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3216 |
2.618 |
1.3216 |
1.618 |
1.3216 |
1.000 |
1.3216 |
0.618 |
1.3216 |
HIGH |
1.3216 |
0.618 |
1.3216 |
0.500 |
1.3216 |
0.382 |
1.3216 |
LOW |
1.3216 |
0.618 |
1.3216 |
1.000 |
1.3216 |
1.618 |
1.3216 |
2.618 |
1.3216 |
4.250 |
1.3216 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3216 |
1.3260 |
PP |
1.3216 |
1.3245 |
S1 |
1.3216 |
1.3231 |
|