CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2424 |
1.2475 |
0.0051 |
0.4% |
1.2353 |
| High |
1.2600 |
1.2674 |
0.0074 |
0.6% |
1.2674 |
| Low |
1.2297 |
1.2465 |
0.0168 |
1.4% |
1.2140 |
| Close |
1.2568 |
1.2587 |
0.0019 |
0.2% |
1.2587 |
| Range |
0.0303 |
0.0209 |
-0.0094 |
-31.0% |
0.0534 |
| ATR |
0.0200 |
0.0200 |
0.0001 |
0.3% |
0.0000 |
| Volume |
638,060 |
605,424 |
-32,636 |
-5.1% |
2,745,783 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3202 |
1.3104 |
1.2702 |
|
| R3 |
1.2993 |
1.2895 |
1.2644 |
|
| R2 |
1.2784 |
1.2784 |
1.2625 |
|
| R1 |
1.2686 |
1.2686 |
1.2606 |
1.2735 |
| PP |
1.2575 |
1.2575 |
1.2575 |
1.2600 |
| S1 |
1.2477 |
1.2477 |
1.2568 |
1.2526 |
| S2 |
1.2366 |
1.2366 |
1.2549 |
|
| S3 |
1.2157 |
1.2268 |
1.2530 |
|
| S4 |
1.1948 |
1.2059 |
1.2472 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4069 |
1.3862 |
1.2881 |
|
| R3 |
1.3535 |
1.3328 |
1.2734 |
|
| R2 |
1.3001 |
1.3001 |
1.2685 |
|
| R1 |
1.2794 |
1.2794 |
1.2636 |
1.2898 |
| PP |
1.2467 |
1.2467 |
1.2467 |
1.2519 |
| S1 |
1.2260 |
1.2260 |
1.2538 |
1.2364 |
| S2 |
1.1933 |
1.1933 |
1.2489 |
|
| S3 |
1.1399 |
1.1726 |
1.2440 |
|
| S4 |
1.0865 |
1.1192 |
1.2293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2674 |
1.2140 |
0.0534 |
4.2% |
0.0253 |
2.0% |
84% |
True |
False |
549,156 |
| 10 |
1.3097 |
1.2140 |
0.0957 |
7.6% |
0.0228 |
1.8% |
47% |
False |
False |
505,410 |
| 20 |
1.3415 |
1.2140 |
0.1275 |
10.1% |
0.0208 |
1.7% |
35% |
False |
False |
487,760 |
| 40 |
1.3694 |
1.2140 |
0.1554 |
12.3% |
0.0164 |
1.3% |
29% |
False |
False |
390,786 |
| 60 |
1.3819 |
1.2140 |
0.1679 |
13.3% |
0.0153 |
1.2% |
27% |
False |
False |
312,849 |
| 80 |
1.4030 |
1.2140 |
0.1890 |
15.0% |
0.0150 |
1.2% |
24% |
False |
False |
235,014 |
| 100 |
1.4569 |
1.2140 |
0.2429 |
19.3% |
0.0146 |
1.2% |
18% |
False |
False |
188,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3562 |
|
2.618 |
1.3221 |
|
1.618 |
1.3012 |
|
1.000 |
1.2883 |
|
0.618 |
1.2803 |
|
HIGH |
1.2674 |
|
0.618 |
1.2594 |
|
0.500 |
1.2570 |
|
0.382 |
1.2545 |
|
LOW |
1.2465 |
|
0.618 |
1.2336 |
|
1.000 |
1.2256 |
|
1.618 |
1.2127 |
|
2.618 |
1.1918 |
|
4.250 |
1.1577 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2581 |
1.2527 |
| PP |
1.2575 |
1.2467 |
| S1 |
1.2570 |
1.2407 |
|