CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2550 |
1.2353 |
-0.0197 |
-1.6% |
1.2353 |
| High |
1.2565 |
1.2358 |
-0.0207 |
-1.6% |
1.2674 |
| Low |
1.2346 |
1.2181 |
-0.0165 |
-1.3% |
1.2140 |
| Close |
1.2402 |
1.2318 |
-0.0084 |
-0.7% |
1.2587 |
| Range |
0.0219 |
0.0177 |
-0.0042 |
-19.2% |
0.0534 |
| ATR |
0.0203 |
0.0205 |
0.0001 |
0.6% |
0.0000 |
| Volume |
431,396 |
280,348 |
-151,048 |
-35.0% |
2,745,783 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2817 |
1.2744 |
1.2415 |
|
| R3 |
1.2640 |
1.2567 |
1.2367 |
|
| R2 |
1.2463 |
1.2463 |
1.2350 |
|
| R1 |
1.2390 |
1.2390 |
1.2334 |
1.2338 |
| PP |
1.2286 |
1.2286 |
1.2286 |
1.2260 |
| S1 |
1.2213 |
1.2213 |
1.2302 |
1.2161 |
| S2 |
1.2109 |
1.2109 |
1.2286 |
|
| S3 |
1.1932 |
1.2036 |
1.2269 |
|
| S4 |
1.1755 |
1.1859 |
1.2221 |
|
|
| 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% |
0.0239 |
1.9% |
33% |
False |
False |
501,084 |
| 10 |
1.2742 |
1.2140 |
0.0602 |
4.9% |
0.0219 |
1.8% |
30% |
False |
False |
448,645 |
| 20 |
1.3344 |
1.2140 |
0.1204 |
9.8% |
0.0210 |
1.7% |
15% |
False |
False |
487,517 |
| 40 |
1.3694 |
1.2140 |
0.1554 |
12.6% |
0.0168 |
1.4% |
11% |
False |
False |
390,479 |
| 60 |
1.3819 |
1.2140 |
0.1679 |
13.6% |
0.0154 |
1.2% |
11% |
False |
False |
324,475 |
| 80 |
1.4017 |
1.2140 |
0.1877 |
15.2% |
0.0153 |
1.2% |
9% |
False |
False |
243,896 |
| 100 |
1.4569 |
1.2140 |
0.2429 |
19.7% |
0.0148 |
1.2% |
7% |
False |
False |
195,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3110 |
|
2.618 |
1.2821 |
|
1.618 |
1.2644 |
|
1.000 |
1.2535 |
|
0.618 |
1.2467 |
|
HIGH |
1.2358 |
|
0.618 |
1.2290 |
|
0.500 |
1.2270 |
|
0.382 |
1.2249 |
|
LOW |
1.2181 |
|
0.618 |
1.2072 |
|
1.000 |
1.2004 |
|
1.618 |
1.1895 |
|
2.618 |
1.1718 |
|
4.250 |
1.1429 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2302 |
1.2428 |
| PP |
1.2286 |
1.2391 |
| S1 |
1.2270 |
1.2355 |
|