CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2172 |
1.2424 |
0.0252 |
2.1% |
1.2922 |
| High |
1.2425 |
1.2600 |
0.0175 |
1.4% |
1.3097 |
| Low |
1.2140 |
1.2297 |
0.0157 |
1.3% |
1.2355 |
| Close |
1.2376 |
1.2568 |
0.0192 |
1.6% |
1.2387 |
| Range |
0.0285 |
0.0303 |
0.0018 |
6.3% |
0.0742 |
| ATR |
0.0192 |
0.0200 |
0.0008 |
4.1% |
0.0000 |
| Volume |
550,193 |
638,060 |
87,867 |
16.0% |
2,308,320 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3397 |
1.3286 |
1.2735 |
|
| R3 |
1.3094 |
1.2983 |
1.2651 |
|
| R2 |
1.2791 |
1.2791 |
1.2624 |
|
| R1 |
1.2680 |
1.2680 |
1.2596 |
1.2736 |
| PP |
1.2488 |
1.2488 |
1.2488 |
1.2516 |
| S1 |
1.2377 |
1.2377 |
1.2540 |
1.2433 |
| S2 |
1.2185 |
1.2185 |
1.2512 |
|
| S3 |
1.1882 |
1.2074 |
1.2485 |
|
| S4 |
1.1579 |
1.1771 |
1.2401 |
|
|
| 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 |
1.2600 |
1.2140 |
0.0460 |
3.7% |
0.0255 |
2.0% |
93% |
True |
False |
485,801 |
| 10 |
1.3097 |
1.2140 |
0.0957 |
7.6% |
0.0229 |
1.8% |
45% |
False |
False |
527,753 |
| 20 |
1.3415 |
1.2140 |
0.1275 |
10.1% |
0.0207 |
1.6% |
34% |
False |
False |
479,902 |
| 40 |
1.3694 |
1.2140 |
0.1554 |
12.4% |
0.0162 |
1.3% |
28% |
False |
False |
385,976 |
| 60 |
1.3819 |
1.2140 |
0.1679 |
13.4% |
0.0151 |
1.2% |
25% |
False |
False |
302,807 |
| 80 |
1.4077 |
1.2140 |
0.1937 |
15.4% |
0.0149 |
1.2% |
22% |
False |
False |
227,451 |
| 100 |
1.4569 |
1.2140 |
0.2429 |
19.3% |
0.0144 |
1.1% |
18% |
False |
False |
182,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3888 |
|
2.618 |
1.3393 |
|
1.618 |
1.3090 |
|
1.000 |
1.2903 |
|
0.618 |
1.2787 |
|
HIGH |
1.2600 |
|
0.618 |
1.2484 |
|
0.500 |
1.2449 |
|
0.382 |
1.2413 |
|
LOW |
1.2297 |
|
0.618 |
1.2110 |
|
1.000 |
1.1994 |
|
1.618 |
1.1807 |
|
2.618 |
1.1504 |
|
4.250 |
1.1009 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2528 |
1.2502 |
| PP |
1.2488 |
1.2436 |
| S1 |
1.2449 |
1.2370 |
|