CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2790 |
1.2636 |
-0.0154 |
-1.2% |
1.3333 |
| High |
1.2804 |
1.2742 |
-0.0062 |
-0.5% |
1.3335 |
| Low |
1.2652 |
1.2607 |
-0.0045 |
-0.4% |
1.2525 |
| Close |
1.2696 |
1.2634 |
-0.0062 |
-0.5% |
1.2740 |
| Range |
0.0152 |
0.0135 |
-0.0017 |
-11.2% |
0.0810 |
| ATR |
0.0176 |
0.0173 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
606,839 |
425,029 |
-181,810 |
-30.0% |
2,479,165 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3066 |
1.2985 |
1.2708 |
|
| R3 |
1.2931 |
1.2850 |
1.2671 |
|
| R2 |
1.2796 |
1.2796 |
1.2659 |
|
| R1 |
1.2715 |
1.2715 |
1.2646 |
1.2688 |
| PP |
1.2661 |
1.2661 |
1.2661 |
1.2648 |
| S1 |
1.2580 |
1.2580 |
1.2622 |
1.2553 |
| S2 |
1.2526 |
1.2526 |
1.2609 |
|
| S3 |
1.2391 |
1.2445 |
1.2597 |
|
| S4 |
1.2256 |
1.2310 |
1.2560 |
|
|
| 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% |
0.0234 |
1.9% |
19% |
False |
False |
620,628 |
| 10 |
1.3344 |
1.2525 |
0.0819 |
6.5% |
0.0199 |
1.6% |
13% |
False |
False |
514,912 |
| 20 |
1.3669 |
1.2525 |
0.1144 |
9.1% |
0.0169 |
1.3% |
10% |
False |
False |
430,593 |
| 40 |
1.3819 |
1.2525 |
0.1294 |
10.2% |
0.0145 |
1.1% |
8% |
False |
False |
361,531 |
| 60 |
1.3819 |
1.2525 |
0.1294 |
10.2% |
0.0143 |
1.1% |
8% |
False |
False |
257,335 |
| 80 |
1.4402 |
1.2525 |
0.1877 |
14.9% |
0.0140 |
1.1% |
6% |
False |
False |
193,179 |
| 100 |
1.4569 |
1.2525 |
0.2044 |
16.2% |
0.0137 |
1.1% |
5% |
False |
False |
154,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3316 |
|
2.618 |
1.3095 |
|
1.618 |
1.2960 |
|
1.000 |
1.2877 |
|
0.618 |
1.2825 |
|
HIGH |
1.2742 |
|
0.618 |
1.2690 |
|
0.500 |
1.2675 |
|
0.382 |
1.2659 |
|
LOW |
1.2607 |
|
0.618 |
1.2524 |
|
1.000 |
1.2472 |
|
1.618 |
1.2389 |
|
2.618 |
1.2254 |
|
4.250 |
1.2033 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2675 |
1.2852 |
| PP |
1.2661 |
1.2779 |
| S1 |
1.2648 |
1.2707 |
|