CME Euro FX (E) Future June 2010
| 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 |
|
|
|
| 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 |
|