CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.2688 |
1.2579 |
-0.0109 |
-0.9% |
1.3216 |
High |
1.2715 |
1.2579 |
-0.0136 |
-1.1% |
1.3216 |
Low |
1.2688 |
1.2579 |
-0.0109 |
-0.9% |
1.2522 |
Close |
1.2647 |
1.2579 |
-0.0068 |
-0.5% |
1.2756 |
Range |
0.0027 |
0.0000 |
-0.0027 |
-100.0% |
0.0694 |
ATR |
0.0122 |
0.0119 |
-0.0004 |
-3.2% |
0.0000 |
Volume |
10 |
2 |
-8 |
-80.0% |
86 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2579 |
1.2579 |
1.2579 |
|
R3 |
1.2579 |
1.2579 |
1.2579 |
|
R2 |
1.2579 |
1.2579 |
1.2579 |
|
R1 |
1.2579 |
1.2579 |
1.2579 |
1.2579 |
PP |
1.2579 |
1.2579 |
1.2579 |
1.2579 |
S1 |
1.2579 |
1.2579 |
1.2579 |
1.2579 |
S2 |
1.2579 |
1.2579 |
1.2579 |
|
S3 |
1.2579 |
1.2579 |
1.2579 |
|
S4 |
1.2579 |
1.2579 |
1.2579 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4913 |
1.4529 |
1.3138 |
|
R3 |
1.4219 |
1.3835 |
1.2947 |
|
R2 |
1.3525 |
1.3525 |
1.2883 |
|
R1 |
1.3141 |
1.3141 |
1.2820 |
1.2986 |
PP |
1.2831 |
1.2831 |
1.2831 |
1.2754 |
S1 |
1.2447 |
1.2447 |
1.2692 |
1.2292 |
S2 |
1.2137 |
1.2137 |
1.2629 |
|
S3 |
1.1443 |
1.1753 |
1.2565 |
|
S4 |
1.0749 |
1.1059 |
1.2374 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3112 |
1.2579 |
0.0533 |
4.2% |
0.0102 |
0.8% |
0% |
False |
True |
17 |
10 |
1.3303 |
1.2522 |
0.0781 |
6.2% |
0.0111 |
0.9% |
7% |
False |
False |
14 |
20 |
1.3500 |
1.2522 |
0.0978 |
7.8% |
0.0069 |
0.5% |
6% |
False |
False |
11 |
40 |
1.3625 |
1.2522 |
0.1103 |
8.8% |
0.0046 |
0.4% |
5% |
False |
False |
7 |
60 |
1.3765 |
1.2522 |
0.1243 |
9.9% |
0.0031 |
0.2% |
5% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2579 |
2.618 |
1.2579 |
1.618 |
1.2579 |
1.000 |
1.2579 |
0.618 |
1.2579 |
HIGH |
1.2579 |
0.618 |
1.2579 |
0.500 |
1.2579 |
0.382 |
1.2579 |
LOW |
1.2579 |
0.618 |
1.2579 |
1.000 |
1.2579 |
1.618 |
1.2579 |
2.618 |
1.2579 |
4.250 |
1.2579 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.2579 |
1.2655 |
PP |
1.2579 |
1.2629 |
S1 |
1.2579 |
1.2604 |
|