CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 04-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.3216 |
1.3167 |
-0.0049 |
-0.4% |
1.3330 |
High |
1.3216 |
1.3167 |
-0.0049 |
-0.4% |
1.3330 |
Low |
1.3216 |
1.3000 |
-0.0216 |
-1.6% |
1.3143 |
Close |
1.3216 |
1.3009 |
-0.0207 |
-1.6% |
1.3309 |
Range |
0.0000 |
0.0167 |
0.0167 |
|
0.0187 |
ATR |
0.0077 |
0.0087 |
0.0010 |
13.0% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
31 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3560 |
1.3451 |
1.3101 |
|
R3 |
1.3393 |
1.3284 |
1.3055 |
|
R2 |
1.3226 |
1.3226 |
1.3040 |
|
R1 |
1.3117 |
1.3117 |
1.3024 |
1.3088 |
PP |
1.3059 |
1.3059 |
1.3059 |
1.3044 |
S1 |
1.2950 |
1.2950 |
1.2994 |
1.2921 |
S2 |
1.2892 |
1.2892 |
1.2978 |
|
S3 |
1.2725 |
1.2783 |
1.2963 |
|
S4 |
1.2558 |
1.2616 |
1.2917 |
|
|
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 |
1.3000 |
0.0303 |
2.3% |
0.0046 |
0.4% |
3% |
False |
True |
5 |
10 |
1.3401 |
1.3000 |
0.0401 |
3.1% |
0.0044 |
0.3% |
2% |
False |
True |
5 |
20 |
1.3625 |
1.3000 |
0.0625 |
4.8% |
0.0030 |
0.2% |
1% |
False |
True |
6 |
40 |
1.3765 |
1.3000 |
0.0765 |
5.9% |
0.0022 |
0.2% |
1% |
False |
True |
4 |
60 |
1.3810 |
1.3000 |
0.0810 |
6.2% |
0.0016 |
0.1% |
1% |
False |
True |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3877 |
2.618 |
1.3604 |
1.618 |
1.3437 |
1.000 |
1.3334 |
0.618 |
1.3270 |
HIGH |
1.3167 |
0.618 |
1.3103 |
0.500 |
1.3084 |
0.382 |
1.3064 |
LOW |
1.3000 |
0.618 |
1.2897 |
1.000 |
1.2833 |
1.618 |
1.2730 |
2.618 |
1.2563 |
4.250 |
1.2290 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3084 |
1.3152 |
PP |
1.3059 |
1.3104 |
S1 |
1.3034 |
1.3057 |
|