CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2978 |
1.2830 |
-0.0148 |
-1.1% |
1.3356 |
| High |
1.2997 |
1.2862 |
-0.0135 |
-1.0% |
1.3415 |
| Low |
1.2812 |
1.2530 |
-0.0282 |
-2.2% |
1.3119 |
| Close |
1.2830 |
1.2611 |
-0.0219 |
-1.7% |
1.3309 |
| Range |
0.0185 |
0.0332 |
0.0147 |
79.5% |
0.0296 |
| ATR |
0.0138 |
0.0152 |
0.0014 |
10.1% |
0.0000 |
| Volume |
3,398 |
4,491 |
1,093 |
32.2% |
10,909 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3664 |
1.3469 |
1.2794 |
|
| R3 |
1.3332 |
1.3137 |
1.2702 |
|
| R2 |
1.3000 |
1.3000 |
1.2672 |
|
| R1 |
1.2805 |
1.2805 |
1.2641 |
1.2737 |
| PP |
1.2668 |
1.2668 |
1.2668 |
1.2633 |
| S1 |
1.2473 |
1.2473 |
1.2581 |
1.2405 |
| S2 |
1.2336 |
1.2336 |
1.2550 |
|
| S3 |
1.2004 |
1.2141 |
1.2520 |
|
| S4 |
1.1672 |
1.1809 |
1.2428 |
|
|
| 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 |
1.3341 |
1.2530 |
0.0811 |
6.4% |
0.0206 |
1.6% |
10% |
False |
True |
2,296 |
| 10 |
1.3415 |
1.2530 |
0.0885 |
7.0% |
0.0180 |
1.4% |
9% |
False |
True |
2,290 |
| 20 |
1.3686 |
1.2530 |
0.1156 |
9.2% |
0.0142 |
1.1% |
7% |
False |
True |
1,496 |
| 40 |
1.3812 |
1.2530 |
0.1282 |
10.2% |
0.0128 |
1.0% |
6% |
False |
True |
978 |
| 60 |
1.3812 |
1.2530 |
0.1282 |
10.2% |
0.0099 |
0.8% |
6% |
False |
True |
668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4273 |
|
2.618 |
1.3731 |
|
1.618 |
1.3399 |
|
1.000 |
1.3194 |
|
0.618 |
1.3067 |
|
HIGH |
1.2862 |
|
0.618 |
1.2735 |
|
0.500 |
1.2696 |
|
0.382 |
1.2657 |
|
LOW |
1.2530 |
|
0.618 |
1.2325 |
|
1.000 |
1.2198 |
|
1.618 |
1.1993 |
|
2.618 |
1.1661 |
|
4.250 |
1.1119 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2696 |
1.2871 |
| PP |
1.2668 |
1.2784 |
| S1 |
1.2639 |
1.2698 |
|