CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2526 |
1.2353 |
-0.0173 |
-1.4% |
1.2922 |
| High |
1.2578 |
1.2417 |
-0.0161 |
-1.3% |
1.3097 |
| Low |
1.2355 |
1.2235 |
-0.0120 |
-1.0% |
1.2355 |
| Close |
1.2387 |
1.2389 |
0.0002 |
0.0% |
1.2387 |
| Range |
0.0223 |
0.0182 |
-0.0041 |
-18.4% |
0.0742 |
| ATR |
0.0177 |
0.0177 |
0.0000 |
0.2% |
0.0000 |
| Volume |
288,648 |
460,512 |
171,864 |
59.5% |
2,308,320 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2893 |
1.2823 |
1.2489 |
|
| R3 |
1.2711 |
1.2641 |
1.2439 |
|
| R2 |
1.2529 |
1.2529 |
1.2422 |
|
| R1 |
1.2459 |
1.2459 |
1.2406 |
1.2494 |
| PP |
1.2347 |
1.2347 |
1.2347 |
1.2365 |
| S1 |
1.2277 |
1.2277 |
1.2372 |
1.2312 |
| S2 |
1.2165 |
1.2165 |
1.2356 |
|
| S3 |
1.1983 |
1.2095 |
1.2339 |
|
| S4 |
1.1801 |
1.1913 |
1.2289 |
|
|
| 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 |
1.2804 |
1.2235 |
0.0569 |
4.6% |
0.0173 |
1.4% |
27% |
False |
True |
419,255 |
| 10 |
1.3216 |
1.2235 |
0.0981 |
7.9% |
0.0218 |
1.8% |
16% |
False |
True |
488,642 |
| 20 |
1.3525 |
1.2235 |
0.1290 |
10.4% |
0.0180 |
1.5% |
12% |
False |
True |
436,044 |
| 40 |
1.3694 |
1.2235 |
0.1459 |
11.8% |
0.0150 |
1.2% |
11% |
False |
True |
366,830 |
| 60 |
1.3819 |
1.2235 |
0.1584 |
12.8% |
0.0144 |
1.2% |
10% |
False |
True |
274,950 |
| 80 |
1.4180 |
1.2235 |
0.1945 |
15.7% |
0.0142 |
1.1% |
8% |
False |
True |
206,470 |
| 100 |
1.4569 |
1.2235 |
0.2334 |
18.8% |
0.0138 |
1.1% |
7% |
False |
True |
165,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3191 |
|
2.618 |
1.2893 |
|
1.618 |
1.2711 |
|
1.000 |
1.2599 |
|
0.618 |
1.2529 |
|
HIGH |
1.2417 |
|
0.618 |
1.2347 |
|
0.500 |
1.2326 |
|
0.382 |
1.2305 |
|
LOW |
1.2235 |
|
0.618 |
1.2123 |
|
1.000 |
1.2053 |
|
1.618 |
1.1941 |
|
2.618 |
1.1759 |
|
4.250 |
1.1462 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2368 |
1.2461 |
| PP |
1.2347 |
1.2437 |
| S1 |
1.2326 |
1.2413 |
|