CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2475 |
1.2550 |
0.0075 |
0.6% |
1.2353 |
| High |
1.2674 |
1.2565 |
-0.0109 |
-0.9% |
1.2674 |
| Low |
1.2465 |
1.2346 |
-0.0119 |
-1.0% |
1.2140 |
| Close |
1.2587 |
1.2402 |
-0.0185 |
-1.5% |
1.2587 |
| Range |
0.0209 |
0.0219 |
0.0010 |
4.8% |
0.0534 |
| ATR |
0.0200 |
0.0203 |
0.0003 |
1.4% |
0.0000 |
| Volume |
605,424 |
431,396 |
-174,028 |
-28.7% |
2,745,783 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3095 |
1.2967 |
1.2522 |
|
| R3 |
1.2876 |
1.2748 |
1.2462 |
|
| R2 |
1.2657 |
1.2657 |
1.2442 |
|
| R1 |
1.2529 |
1.2529 |
1.2422 |
1.2484 |
| PP |
1.2438 |
1.2438 |
1.2438 |
1.2415 |
| S1 |
1.2310 |
1.2310 |
1.2382 |
1.2265 |
| S2 |
1.2219 |
1.2219 |
1.2362 |
|
| S3 |
1.2000 |
1.2091 |
1.2342 |
|
| S4 |
1.1781 |
1.1872 |
1.2282 |
|
|
| 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 |
4.3% |
0.0260 |
2.1% |
49% |
False |
False |
543,333 |
| 10 |
1.2804 |
1.2140 |
0.0664 |
5.4% |
0.0216 |
1.7% |
39% |
False |
False |
481,294 |
| 20 |
1.3415 |
1.2140 |
0.1275 |
10.3% |
0.0213 |
1.7% |
21% |
False |
False |
488,221 |
| 40 |
1.3694 |
1.2140 |
0.1554 |
12.5% |
0.0166 |
1.3% |
17% |
False |
False |
392,074 |
| 60 |
1.3819 |
1.2140 |
0.1679 |
13.5% |
0.0154 |
1.2% |
16% |
False |
False |
319,934 |
| 80 |
1.4017 |
1.2140 |
0.1877 |
15.1% |
0.0152 |
1.2% |
14% |
False |
False |
240,400 |
| 100 |
1.4569 |
1.2140 |
0.2429 |
19.6% |
0.0147 |
1.2% |
11% |
False |
False |
192,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3496 |
|
2.618 |
1.3138 |
|
1.618 |
1.2919 |
|
1.000 |
1.2784 |
|
0.618 |
1.2700 |
|
HIGH |
1.2565 |
|
0.618 |
1.2481 |
|
0.500 |
1.2456 |
|
0.382 |
1.2430 |
|
LOW |
1.2346 |
|
0.618 |
1.2211 |
|
1.000 |
1.2127 |
|
1.618 |
1.1992 |
|
2.618 |
1.1773 |
|
4.250 |
1.1415 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2456 |
1.2486 |
| PP |
1.2438 |
1.2458 |
| S1 |
1.2420 |
1.2430 |
|