CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2922 |
1.2790 |
-0.0132 |
-1.0% |
1.3333 |
| High |
1.3097 |
1.2804 |
-0.0293 |
-2.2% |
1.3335 |
| Low |
1.2758 |
1.2652 |
-0.0106 |
-0.8% |
1.2525 |
| Close |
1.2802 |
1.2696 |
-0.0106 |
-0.8% |
1.2740 |
| Range |
0.0339 |
0.0152 |
-0.0187 |
-55.2% |
0.0810 |
| ATR |
0.0178 |
0.0176 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
672,554 |
606,839 |
-65,715 |
-9.8% |
2,479,165 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3173 |
1.3087 |
1.2780 |
|
| R3 |
1.3021 |
1.2935 |
1.2738 |
|
| R2 |
1.2869 |
1.2869 |
1.2724 |
|
| R1 |
1.2783 |
1.2783 |
1.2710 |
1.2750 |
| PP |
1.2717 |
1.2717 |
1.2717 |
1.2701 |
| S1 |
1.2631 |
1.2631 |
1.2682 |
1.2598 |
| S2 |
1.2565 |
1.2565 |
1.2668 |
|
| S3 |
1.2413 |
1.2479 |
1.2654 |
|
| S4 |
1.2261 |
1.2327 |
1.2612 |
|
|
| 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 |
1.3097 |
1.2525 |
0.0572 |
4.5% |
0.0246 |
1.9% |
30% |
False |
False |
629,362 |
| 10 |
1.3344 |
1.2525 |
0.0819 |
6.5% |
0.0201 |
1.6% |
21% |
False |
False |
526,388 |
| 20 |
1.3682 |
1.2525 |
0.1157 |
9.1% |
0.0166 |
1.3% |
15% |
False |
False |
421,662 |
| 40 |
1.3819 |
1.2525 |
0.1294 |
10.2% |
0.0145 |
1.1% |
13% |
False |
False |
356,547 |
| 60 |
1.3819 |
1.2525 |
0.1294 |
10.2% |
0.0144 |
1.1% |
13% |
False |
False |
250,285 |
| 80 |
1.4499 |
1.2525 |
0.1974 |
15.5% |
0.0141 |
1.1% |
9% |
False |
False |
187,868 |
| 100 |
1.4578 |
1.2525 |
0.2053 |
16.2% |
0.0137 |
1.1% |
8% |
False |
False |
150,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3450 |
|
2.618 |
1.3202 |
|
1.618 |
1.3050 |
|
1.000 |
1.2956 |
|
0.618 |
1.2898 |
|
HIGH |
1.2804 |
|
0.618 |
1.2746 |
|
0.500 |
1.2728 |
|
0.382 |
1.2710 |
|
LOW |
1.2652 |
|
0.618 |
1.2558 |
|
1.000 |
1.2500 |
|
1.618 |
1.2406 |
|
2.618 |
1.2254 |
|
4.250 |
1.2006 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2728 |
1.2844 |
| PP |
1.2717 |
1.2795 |
| S1 |
1.2707 |
1.2745 |
|