CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3190 |
1.2977 |
-0.0213 |
-1.6% |
1.3350 |
| High |
1.3216 |
1.2999 |
-0.0217 |
-1.6% |
1.3415 |
| Low |
1.2982 |
1.2806 |
-0.0176 |
-1.4% |
1.3117 |
| Close |
1.3005 |
1.2827 |
-0.0178 |
-1.4% |
1.3308 |
| Range |
0.0234 |
0.0193 |
-0.0041 |
-17.5% |
0.0298 |
| ATR |
0.0143 |
0.0147 |
0.0004 |
2.8% |
0.0000 |
| Volume |
250,178 |
468,697 |
218,519 |
87.3% |
2,221,941 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3335 |
1.2933 |
|
| R3 |
1.3263 |
1.3142 |
1.2880 |
|
| R2 |
1.3070 |
1.3070 |
1.2862 |
|
| R1 |
1.2949 |
1.2949 |
1.2845 |
1.2913 |
| PP |
1.2877 |
1.2877 |
1.2877 |
1.2860 |
| S1 |
1.2756 |
1.2756 |
1.2809 |
1.2720 |
| S2 |
1.2684 |
1.2684 |
1.2792 |
|
| S3 |
1.2491 |
1.2563 |
1.2774 |
|
| S4 |
1.2298 |
1.2370 |
1.2721 |
|
|
| 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 |
1.3344 |
1.2806 |
0.0538 |
4.2% |
0.0164 |
1.3% |
4% |
False |
True |
409,196 |
| 10 |
1.3424 |
1.2806 |
0.0618 |
4.8% |
0.0167 |
1.3% |
3% |
False |
True |
402,452 |
| 20 |
1.3694 |
1.2806 |
0.0888 |
6.9% |
0.0137 |
1.1% |
2% |
False |
True |
352,283 |
| 40 |
1.3819 |
1.2806 |
0.1013 |
7.9% |
0.0130 |
1.0% |
2% |
False |
True |
305,065 |
| 60 |
1.3834 |
1.2806 |
0.1028 |
8.0% |
0.0138 |
1.1% |
2% |
False |
True |
205,718 |
| 80 |
1.4569 |
1.2806 |
0.1763 |
13.7% |
0.0133 |
1.0% |
1% |
False |
True |
154,409 |
| 100 |
1.4715 |
1.2806 |
0.1909 |
14.9% |
0.0129 |
1.0% |
1% |
False |
True |
123,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3819 |
|
2.618 |
1.3504 |
|
1.618 |
1.3311 |
|
1.000 |
1.3192 |
|
0.618 |
1.3118 |
|
HIGH |
1.2999 |
|
0.618 |
1.2925 |
|
0.500 |
1.2903 |
|
0.382 |
1.2880 |
|
LOW |
1.2806 |
|
0.618 |
1.2687 |
|
1.000 |
1.2613 |
|
1.618 |
1.2494 |
|
2.618 |
1.2301 |
|
4.250 |
1.1986 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2903 |
1.3071 |
| PP |
1.2877 |
1.2989 |
| S1 |
1.2852 |
1.2908 |
|