CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2819 |
1.2643 |
-0.0176 |
-1.4% |
1.3333 |
| High |
1.2859 |
1.2803 |
-0.0056 |
-0.4% |
1.3335 |
| Low |
1.2525 |
1.2591 |
0.0066 |
0.5% |
1.2525 |
| Close |
1.2603 |
1.2740 |
0.0137 |
1.1% |
1.2740 |
| Range |
0.0334 |
0.0212 |
-0.0122 |
-36.5% |
0.0810 |
| ATR |
0.0161 |
0.0164 |
0.0004 |
2.3% |
0.0000 |
| Volume |
569,862 |
828,859 |
258,997 |
45.4% |
2,479,165 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3347 |
1.3256 |
1.2857 |
|
| R3 |
1.3135 |
1.3044 |
1.2798 |
|
| R2 |
1.2923 |
1.2923 |
1.2779 |
|
| R1 |
1.2832 |
1.2832 |
1.2759 |
1.2878 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2734 |
| S1 |
1.2620 |
1.2620 |
1.2721 |
1.2666 |
| S2 |
1.2499 |
1.2499 |
1.2701 |
|
| S3 |
1.2287 |
1.2408 |
1.2682 |
|
| S4 |
1.2075 |
1.2196 |
1.2623 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5297 |
1.4828 |
1.3186 |
|
| R3 |
1.4487 |
1.4018 |
1.2963 |
|
| R2 |
1.3677 |
1.3677 |
1.2889 |
|
| R1 |
1.3208 |
1.3208 |
1.2814 |
1.3038 |
| PP |
1.2867 |
1.2867 |
1.2867 |
1.2781 |
| S1 |
1.2398 |
1.2398 |
1.2666 |
1.2228 |
| S2 |
1.2057 |
1.2057 |
1.2592 |
|
| S3 |
1.1247 |
1.1588 |
1.2517 |
|
| S4 |
1.0437 |
1.0778 |
1.2295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3335 |
1.2525 |
0.0810 |
6.4% |
0.0230 |
1.8% |
27% |
False |
False |
495,833 |
| 10 |
1.3415 |
1.2525 |
0.0890 |
7.0% |
0.0187 |
1.5% |
24% |
False |
False |
470,110 |
| 20 |
1.3694 |
1.2525 |
0.1169 |
9.2% |
0.0152 |
1.2% |
18% |
False |
False |
392,073 |
| 40 |
1.3819 |
1.2525 |
0.1294 |
10.2% |
0.0139 |
1.1% |
17% |
False |
False |
336,157 |
| 60 |
1.3819 |
1.2525 |
0.1294 |
10.2% |
0.0142 |
1.1% |
17% |
False |
False |
229,000 |
| 80 |
1.4569 |
1.2525 |
0.2044 |
16.0% |
0.0137 |
1.1% |
11% |
False |
False |
171,881 |
| 100 |
1.4649 |
1.2525 |
0.2124 |
16.7% |
0.0133 |
1.0% |
10% |
False |
False |
137,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3704 |
|
2.618 |
1.3358 |
|
1.618 |
1.3146 |
|
1.000 |
1.3015 |
|
0.618 |
1.2934 |
|
HIGH |
1.2803 |
|
0.618 |
1.2722 |
|
0.500 |
1.2697 |
|
0.382 |
1.2672 |
|
LOW |
1.2591 |
|
0.618 |
1.2460 |
|
1.000 |
1.2379 |
|
1.618 |
1.2248 |
|
2.618 |
1.2036 |
|
4.250 |
1.1690 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2726 |
1.2762 |
| PP |
1.2711 |
1.2755 |
| S1 |
1.2697 |
1.2747 |
|