CME Euro FX (E) Future June 2010


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Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 1.2166 1.2360 0.0194 1.6% 1.2550
High 1.2397 1.2456 0.0059 0.5% 1.2565
Low 1.2155 1.2267 0.0112 0.9% 1.2155
Close 1.2379 1.2324 -0.0055 -0.4% 1.2324
Range 0.0242 0.0189 -0.0053 -21.9% 0.0410
ATR 0.0208 0.0206 -0.0001 -0.6% 0.0000
Volume 352,971 479,856 126,885 35.9% 1,945,519
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.2916 1.2809 1.2428
R3 1.2727 1.2620 1.2376
R2 1.2538 1.2538 1.2359
R1 1.2431 1.2431 1.2341 1.2390
PP 1.2349 1.2349 1.2349 1.2329
S1 1.2242 1.2242 1.2307 1.2201
S2 1.2160 1.2160 1.2289
S3 1.1971 1.2053 1.2272
S4 1.1782 1.1864 1.2220
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.3578 1.3361 1.2550
R3 1.3168 1.2951 1.2437
R2 1.2758 1.2758 1.2399
R1 1.2541 1.2541 1.2362 1.2445
PP 1.2348 1.2348 1.2348 1.2300
S1 1.2131 1.2131 1.2286 1.2035
S2 1.1938 1.1938 1.2249
S3 1.1528 1.1721 1.2211
S4 1.1118 1.1311 1.2099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2565 1.2155 0.0410 3.3% 0.0207 1.7% 41% False False 389,103
10 1.2674 1.2140 0.0534 4.3% 0.0230 1.9% 34% False False 469,130
20 1.3335 1.2140 0.1195 9.7% 0.0224 1.8% 15% False False 473,939
40 1.3694 1.2140 0.1554 12.6% 0.0173 1.4% 12% False False 398,436
60 1.3819 1.2140 0.1679 13.6% 0.0156 1.3% 11% False False 344,686
80 1.3892 1.2140 0.1752 14.2% 0.0157 1.3% 11% False False 259,305
100 1.4569 1.2140 0.2429 19.7% 0.0150 1.2% 8% False False 207,520
120 1.4860 1.2140 0.2720 22.1% 0.0140 1.1% 7% False False 172,961
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3259
2.618 1.2951
1.618 1.2762
1.000 1.2645
0.618 1.2573
HIGH 1.2456
0.618 1.2384
0.500 1.2362
0.382 1.2339
LOW 1.2267
0.618 1.2150
1.000 1.2078
1.618 1.1961
2.618 1.1772
4.250 1.1464
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 1.2362 1.2318
PP 1.2349 1.2312
S1 1.2337 1.2306

These figures are updated between 7pm and 10pm EST after a trading day.

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