CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2633 |
1.2526 |
-0.0107 |
-0.8% |
1.2922 |
| High |
1.2687 |
1.2578 |
-0.0109 |
-0.9% |
1.3097 |
| Low |
1.2516 |
1.2355 |
-0.0161 |
-1.3% |
1.2355 |
| Close |
1.2565 |
1.2387 |
-0.0178 |
-1.4% |
1.2387 |
| Range |
0.0171 |
0.0223 |
0.0052 |
30.4% |
0.0742 |
| ATR |
0.0173 |
0.0177 |
0.0004 |
2.1% |
0.0000 |
| Volume |
315,250 |
288,648 |
-26,602 |
-8.4% |
2,308,320 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3109 |
1.2971 |
1.2510 |
|
| R3 |
1.2886 |
1.2748 |
1.2448 |
|
| R2 |
1.2663 |
1.2663 |
1.2428 |
|
| R1 |
1.2525 |
1.2525 |
1.2407 |
1.2483 |
| PP |
1.2440 |
1.2440 |
1.2440 |
1.2419 |
| S1 |
1.2302 |
1.2302 |
1.2367 |
1.2260 |
| S2 |
1.2217 |
1.2217 |
1.2346 |
|
| S3 |
1.1994 |
1.2079 |
1.2326 |
|
| S4 |
1.1771 |
1.1856 |
1.2264 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4839 |
1.4355 |
1.2795 |
|
| R3 |
1.4097 |
1.3613 |
1.2591 |
|
| R2 |
1.3355 |
1.3355 |
1.2523 |
|
| R1 |
1.2871 |
1.2871 |
1.2455 |
1.2742 |
| PP |
1.2613 |
1.2613 |
1.2613 |
1.2549 |
| S1 |
1.2129 |
1.2129 |
1.2319 |
1.2000 |
| S2 |
1.1871 |
1.1871 |
1.2251 |
|
| S3 |
1.1129 |
1.1387 |
1.2183 |
|
| S4 |
1.0387 |
1.0645 |
1.1979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3097 |
1.2355 |
0.0742 |
6.0% |
0.0204 |
1.6% |
4% |
False |
True |
461,664 |
| 10 |
1.3335 |
1.2355 |
0.0980 |
7.9% |
0.0217 |
1.8% |
3% |
False |
True |
478,748 |
| 20 |
1.3525 |
1.2355 |
0.1170 |
9.4% |
0.0175 |
1.4% |
3% |
False |
True |
430,039 |
| 40 |
1.3694 |
1.2355 |
0.1339 |
10.8% |
0.0148 |
1.2% |
2% |
False |
True |
363,052 |
| 60 |
1.3819 |
1.2355 |
0.1464 |
11.8% |
0.0143 |
1.2% |
2% |
False |
True |
267,325 |
| 80 |
1.4180 |
1.2355 |
0.1825 |
14.7% |
0.0141 |
1.1% |
2% |
False |
True |
200,720 |
| 100 |
1.4569 |
1.2355 |
0.2214 |
17.9% |
0.0138 |
1.1% |
1% |
False |
True |
160,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3526 |
|
2.618 |
1.3162 |
|
1.618 |
1.2939 |
|
1.000 |
1.2801 |
|
0.618 |
1.2716 |
|
HIGH |
1.2578 |
|
0.618 |
1.2493 |
|
0.500 |
1.2467 |
|
0.382 |
1.2440 |
|
LOW |
1.2355 |
|
0.618 |
1.2217 |
|
1.000 |
1.2132 |
|
1.618 |
1.1994 |
|
2.618 |
1.1771 |
|
4.250 |
1.1407 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2467 |
1.2549 |
| PP |
1.2440 |
1.2495 |
| S1 |
1.2414 |
1.2441 |
|