CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.2290 |
1.2350 |
0.0060 |
0.5% |
1.2545 |
High |
1.2397 |
1.2350 |
-0.0047 |
-0.4% |
1.2545 |
Low |
1.2290 |
1.2350 |
0.0060 |
0.5% |
1.2231 |
Close |
1.2403 |
1.2348 |
-0.0055 |
-0.4% |
1.2348 |
Range |
0.0107 |
0.0000 |
-0.0107 |
-100.0% |
0.0314 |
ATR |
0.0161 |
0.0154 |
-0.0008 |
-4.8% |
0.0000 |
Volume |
6 |
6 |
0 |
0.0% |
205 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2349 |
1.2349 |
1.2348 |
|
R3 |
1.2349 |
1.2349 |
1.2348 |
|
R2 |
1.2349 |
1.2349 |
1.2348 |
|
R1 |
1.2349 |
1.2349 |
1.2348 |
1.2349 |
PP |
1.2349 |
1.2349 |
1.2349 |
1.2350 |
S1 |
1.2349 |
1.2349 |
1.2348 |
1.2349 |
S2 |
1.2349 |
1.2349 |
1.2348 |
|
S3 |
1.2349 |
1.2349 |
1.2348 |
|
S4 |
1.2349 |
1.2349 |
1.2348 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3317 |
1.3146 |
1.2521 |
|
R3 |
1.3003 |
1.2832 |
1.2434 |
|
R2 |
1.2689 |
1.2689 |
1.2406 |
|
R1 |
1.2518 |
1.2518 |
1.2377 |
1.2447 |
PP |
1.2375 |
1.2375 |
1.2375 |
1.2339 |
S1 |
1.2204 |
1.2204 |
1.2319 |
1.2133 |
S2 |
1.2061 |
1.2061 |
1.2290 |
|
S3 |
1.1747 |
1.1890 |
1.2262 |
|
S4 |
1.1433 |
1.1576 |
1.2175 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2545 |
1.2231 |
0.0314 |
2.5% |
0.0093 |
0.8% |
37% |
False |
False |
41 |
10 |
1.2760 |
1.2166 |
0.0594 |
4.8% |
0.0161 |
1.3% |
31% |
False |
False |
68 |
20 |
1.3216 |
1.2166 |
0.1050 |
8.5% |
0.0144 |
1.2% |
17% |
False |
False |
49 |
40 |
1.3625 |
1.2166 |
0.1459 |
11.8% |
0.0083 |
0.7% |
12% |
False |
False |
27 |
60 |
1.3765 |
1.2166 |
0.1599 |
12.9% |
0.0060 |
0.5% |
11% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2350 |
2.618 |
1.2350 |
1.618 |
1.2350 |
1.000 |
1.2350 |
0.618 |
1.2350 |
HIGH |
1.2350 |
0.618 |
1.2350 |
0.500 |
1.2350 |
0.382 |
1.2350 |
LOW |
1.2350 |
0.618 |
1.2350 |
1.000 |
1.2350 |
1.618 |
1.2350 |
2.618 |
1.2350 |
4.250 |
1.2350 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.2350 |
1.2337 |
PP |
1.2349 |
1.2326 |
S1 |
1.2349 |
1.2316 |
|