CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2375 |
1.2452 |
0.0077 |
0.6% |
1.3000 |
| High |
1.2410 |
1.2452 |
0.0042 |
0.3% |
1.3112 |
| Low |
1.2325 |
1.2166 |
-0.0159 |
-1.3% |
1.2391 |
| Close |
1.2407 |
1.2224 |
-0.0183 |
-1.5% |
1.2405 |
| Range |
0.0085 |
0.0286 |
0.0201 |
236.5% |
0.0721 |
| ATR |
0.0121 |
0.0133 |
0.0012 |
9.8% |
0.0000 |
| Volume |
21 |
210 |
189 |
900.0% |
215 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3139 |
1.2967 |
1.2381 |
|
| R3 |
1.2853 |
1.2681 |
1.2303 |
|
| R2 |
1.2567 |
1.2567 |
1.2276 |
|
| R1 |
1.2395 |
1.2395 |
1.2250 |
1.2338 |
| PP |
1.2281 |
1.2281 |
1.2281 |
1.2252 |
| S1 |
1.2109 |
1.2109 |
1.2198 |
1.2052 |
| S2 |
1.1995 |
1.1995 |
1.2172 |
|
| S3 |
1.1709 |
1.1823 |
1.2145 |
|
| S4 |
1.1423 |
1.1537 |
1.2067 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4799 |
1.4323 |
1.2802 |
|
| R3 |
1.4078 |
1.3602 |
1.2603 |
|
| R2 |
1.3357 |
1.3357 |
1.2537 |
|
| R1 |
1.2881 |
1.2881 |
1.2471 |
1.2759 |
| PP |
1.2636 |
1.2636 |
1.2636 |
1.2575 |
| S1 |
1.2160 |
1.2160 |
1.2339 |
1.2038 |
| S2 |
1.1915 |
1.1915 |
1.2273 |
|
| S3 |
1.1194 |
1.1439 |
1.2207 |
|
| S4 |
1.0473 |
1.0718 |
1.2008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2715 |
1.2166 |
0.0549 |
4.5% |
0.0112 |
0.9% |
11% |
False |
True |
80 |
| 10 |
1.3112 |
1.2166 |
0.0946 |
7.7% |
0.0147 |
1.2% |
6% |
False |
True |
52 |
| 20 |
1.3401 |
1.2166 |
0.1235 |
10.1% |
0.0095 |
0.8% |
5% |
False |
True |
28 |
| 40 |
1.3625 |
1.2166 |
0.1459 |
11.9% |
0.0059 |
0.5% |
4% |
False |
True |
17 |
| 60 |
1.3765 |
1.2166 |
0.1599 |
13.1% |
0.0040 |
0.3% |
4% |
False |
True |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3668 |
|
2.618 |
1.3201 |
|
1.618 |
1.2915 |
|
1.000 |
1.2738 |
|
0.618 |
1.2629 |
|
HIGH |
1.2452 |
|
0.618 |
1.2343 |
|
0.500 |
1.2309 |
|
0.382 |
1.2275 |
|
LOW |
1.2166 |
|
0.618 |
1.1989 |
|
1.000 |
1.1880 |
|
1.618 |
1.1703 |
|
2.618 |
1.1417 |
|
4.250 |
1.0951 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2309 |
1.2359 |
| PP |
1.2281 |
1.2314 |
| S1 |
1.2252 |
1.2269 |
|