CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3241 |
1.3333 |
0.0092 |
0.7% |
1.3350 |
| High |
1.3344 |
1.3335 |
-0.0009 |
-0.1% |
1.3415 |
| Low |
1.3227 |
1.3156 |
-0.0071 |
-0.5% |
1.3117 |
| Close |
1.3308 |
1.3214 |
-0.0094 |
-0.7% |
1.3308 |
| Range |
0.0117 |
0.0179 |
0.0062 |
53.0% |
0.0298 |
| ATR |
0.0133 |
0.0136 |
0.0003 |
2.5% |
0.0000 |
| Volume |
360,330 |
361,569 |
1,239 |
0.3% |
2,221,941 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3772 |
1.3672 |
1.3312 |
|
| R3 |
1.3593 |
1.3493 |
1.3263 |
|
| R2 |
1.3414 |
1.3414 |
1.3247 |
|
| R1 |
1.3314 |
1.3314 |
1.3230 |
1.3275 |
| PP |
1.3235 |
1.3235 |
1.3235 |
1.3215 |
| S1 |
1.3135 |
1.3135 |
1.3198 |
1.3096 |
| S2 |
1.3056 |
1.3056 |
1.3181 |
|
| S3 |
1.2877 |
1.2956 |
1.3165 |
|
| S4 |
1.2698 |
1.2777 |
1.3116 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4174 |
1.4039 |
1.3472 |
|
| R3 |
1.3876 |
1.3741 |
1.3390 |
|
| R2 |
1.3578 |
1.3578 |
1.3363 |
|
| R1 |
1.3443 |
1.3443 |
1.3335 |
1.3362 |
| PP |
1.3280 |
1.3280 |
1.3280 |
1.3239 |
| S1 |
1.3145 |
1.3145 |
1.3281 |
1.3064 |
| S2 |
1.2982 |
1.2982 |
1.3253 |
|
| S3 |
1.2684 |
1.2847 |
1.3226 |
|
| S4 |
1.2386 |
1.2549 |
1.3144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3415 |
1.3117 |
0.0298 |
2.3% |
0.0158 |
1.2% |
33% |
False |
False |
432,265 |
| 10 |
1.3525 |
1.3117 |
0.0408 |
3.1% |
0.0143 |
1.1% |
24% |
False |
False |
383,446 |
| 20 |
1.3694 |
1.3117 |
0.0577 |
4.4% |
0.0127 |
1.0% |
17% |
False |
False |
338,270 |
| 40 |
1.3819 |
1.3117 |
0.0702 |
5.3% |
0.0125 |
0.9% |
14% |
False |
False |
288,765 |
| 60 |
1.3834 |
1.3117 |
0.0717 |
5.4% |
0.0135 |
1.0% |
14% |
False |
False |
193,776 |
| 80 |
1.4569 |
1.3117 |
0.1452 |
11.0% |
0.0132 |
1.0% |
7% |
False |
False |
145,432 |
| 100 |
1.4720 |
1.3117 |
0.1603 |
12.1% |
0.0125 |
0.9% |
6% |
False |
False |
116,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4096 |
|
2.618 |
1.3804 |
|
1.618 |
1.3625 |
|
1.000 |
1.3514 |
|
0.618 |
1.3446 |
|
HIGH |
1.3335 |
|
0.618 |
1.3267 |
|
0.500 |
1.3246 |
|
0.382 |
1.3224 |
|
LOW |
1.3156 |
|
0.618 |
1.3045 |
|
1.000 |
1.2977 |
|
1.618 |
1.2866 |
|
2.618 |
1.2687 |
|
4.250 |
1.2395 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3246 |
1.3250 |
| PP |
1.3235 |
1.3238 |
| S1 |
1.3225 |
1.3226 |
|