CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3243 |
1.3331 |
0.0088 |
0.7% |
1.3356 |
| High |
1.3341 |
1.3334 |
-0.0007 |
-0.1% |
1.3415 |
| Low |
1.3229 |
1.3158 |
-0.0071 |
-0.5% |
1.3119 |
| Close |
1.3309 |
1.3215 |
-0.0094 |
-0.7% |
1.3309 |
| Range |
0.0112 |
0.0176 |
0.0064 |
57.1% |
0.0296 |
| ATR |
0.0122 |
0.0126 |
0.0004 |
3.1% |
0.0000 |
| Volume |
1,594 |
1,248 |
-346 |
-21.7% |
10,909 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3764 |
1.3665 |
1.3312 |
|
| R3 |
1.3588 |
1.3489 |
1.3263 |
|
| R2 |
1.3412 |
1.3412 |
1.3247 |
|
| R1 |
1.3313 |
1.3313 |
1.3231 |
1.3275 |
| PP |
1.3236 |
1.3236 |
1.3236 |
1.3216 |
| S1 |
1.3137 |
1.3137 |
1.3199 |
1.3099 |
| S2 |
1.3060 |
1.3060 |
1.3183 |
|
| S3 |
1.2884 |
1.2961 |
1.3167 |
|
| S4 |
1.2708 |
1.2785 |
1.3118 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4169 |
1.4035 |
1.3472 |
|
| R3 |
1.3873 |
1.3739 |
1.3390 |
|
| R2 |
1.3577 |
1.3577 |
1.3363 |
|
| R1 |
1.3443 |
1.3443 |
1.3336 |
1.3362 |
| PP |
1.3281 |
1.3281 |
1.3281 |
1.3241 |
| S1 |
1.3147 |
1.3147 |
1.3282 |
1.3066 |
| S2 |
1.2985 |
1.2985 |
1.3255 |
|
| S3 |
1.2689 |
1.2851 |
1.3228 |
|
| S4 |
1.2393 |
1.2555 |
1.3146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3415 |
1.3119 |
0.0296 |
2.2% |
0.0153 |
1.2% |
32% |
False |
False |
1,988 |
| 10 |
1.3516 |
1.3119 |
0.0397 |
3.0% |
0.0138 |
1.0% |
24% |
False |
False |
1,587 |
| 20 |
1.3686 |
1.3119 |
0.0567 |
4.3% |
0.0120 |
0.9% |
17% |
False |
False |
1,135 |
| 40 |
1.3812 |
1.3119 |
0.0693 |
5.2% |
0.0113 |
0.9% |
14% |
False |
False |
763 |
| 60 |
1.3812 |
1.3119 |
0.0693 |
5.2% |
0.0087 |
0.7% |
14% |
False |
False |
524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4082 |
|
2.618 |
1.3795 |
|
1.618 |
1.3619 |
|
1.000 |
1.3510 |
|
0.618 |
1.3443 |
|
HIGH |
1.3334 |
|
0.618 |
1.3267 |
|
0.500 |
1.3246 |
|
0.382 |
1.3225 |
|
LOW |
1.3158 |
|
0.618 |
1.3049 |
|
1.000 |
1.2982 |
|
1.618 |
1.2873 |
|
2.618 |
1.2697 |
|
4.250 |
1.2410 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3246 |
1.3250 |
| PP |
1.3236 |
1.3238 |
| S1 |
1.3225 |
1.3227 |
|