CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2175 |
1.2350 |
0.0175 |
1.4% |
1.3000 |
| High |
1.2410 |
1.2600 |
0.0190 |
1.5% |
1.3112 |
| Low |
1.2175 |
1.2345 |
0.0170 |
1.4% |
1.2391 |
| Close |
1.2394 |
1.2589 |
0.0195 |
1.6% |
1.2405 |
| Range |
0.0235 |
0.0255 |
0.0020 |
8.5% |
0.0721 |
| ATR |
0.0140 |
0.0148 |
0.0008 |
5.9% |
0.0000 |
| Volume |
15 |
124 |
109 |
726.7% |
215 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3276 |
1.3188 |
1.2729 |
|
| R3 |
1.3021 |
1.2933 |
1.2659 |
|
| R2 |
1.2766 |
1.2766 |
1.2636 |
|
| R1 |
1.2678 |
1.2678 |
1.2612 |
1.2722 |
| PP |
1.2511 |
1.2511 |
1.2511 |
1.2534 |
| S1 |
1.2423 |
1.2423 |
1.2566 |
1.2467 |
| S2 |
1.2256 |
1.2256 |
1.2542 |
|
| S3 |
1.2001 |
1.2168 |
1.2519 |
|
| S4 |
1.1746 |
1.1913 |
1.2449 |
|
|
| 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 |
1.2600 |
1.2166 |
0.0434 |
3.4% |
0.0204 |
1.6% |
97% |
True |
False |
106 |
| 10 |
1.3112 |
1.2166 |
0.0946 |
7.5% |
0.0153 |
1.2% |
45% |
False |
False |
61 |
| 20 |
1.3386 |
1.2166 |
0.1220 |
9.7% |
0.0120 |
1.0% |
35% |
False |
False |
35 |
| 40 |
1.3625 |
1.2166 |
0.1459 |
11.6% |
0.0067 |
0.5% |
29% |
False |
False |
20 |
| 60 |
1.3765 |
1.2166 |
0.1599 |
12.7% |
0.0047 |
0.4% |
26% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3684 |
|
2.618 |
1.3268 |
|
1.618 |
1.3013 |
|
1.000 |
1.2855 |
|
0.618 |
1.2758 |
|
HIGH |
1.2600 |
|
0.618 |
1.2503 |
|
0.500 |
1.2473 |
|
0.382 |
1.2442 |
|
LOW |
1.2345 |
|
0.618 |
1.2187 |
|
1.000 |
1.2090 |
|
1.618 |
1.1932 |
|
2.618 |
1.1677 |
|
4.250 |
1.1261 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2550 |
1.2520 |
| PP |
1.2511 |
1.2452 |
| S1 |
1.2473 |
1.2383 |
|