CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2830 |
1.2653 |
-0.0177 |
-1.4% |
1.3331 |
| High |
1.2862 |
1.2810 |
-0.0052 |
-0.4% |
1.3334 |
| Low |
1.2530 |
1.2602 |
0.0072 |
0.6% |
1.2530 |
| Close |
1.2611 |
1.2748 |
0.0137 |
1.1% |
1.2748 |
| Range |
0.0332 |
0.0208 |
-0.0124 |
-37.3% |
0.0804 |
| ATR |
0.0152 |
0.0156 |
0.0004 |
2.6% |
0.0000 |
| Volume |
4,491 |
4,910 |
419 |
9.3% |
14,800 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3344 |
1.3254 |
1.2862 |
|
| R3 |
1.3136 |
1.3046 |
1.2805 |
|
| R2 |
1.2928 |
1.2928 |
1.2786 |
|
| R1 |
1.2838 |
1.2838 |
1.2767 |
1.2883 |
| PP |
1.2720 |
1.2720 |
1.2720 |
1.2743 |
| S1 |
1.2630 |
1.2630 |
1.2729 |
1.2675 |
| S2 |
1.2512 |
1.2512 |
1.2710 |
|
| S3 |
1.2304 |
1.2422 |
1.2691 |
|
| S4 |
1.2096 |
1.2214 |
1.2634 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5283 |
1.4819 |
1.3190 |
|
| R3 |
1.4479 |
1.4015 |
1.2969 |
|
| R2 |
1.3675 |
1.3675 |
1.2895 |
|
| R1 |
1.3211 |
1.3211 |
1.2822 |
1.3041 |
| PP |
1.2871 |
1.2871 |
1.2871 |
1.2786 |
| S1 |
1.2407 |
1.2407 |
1.2674 |
1.2237 |
| S2 |
1.2067 |
1.2067 |
1.2601 |
|
| S3 |
1.1263 |
1.1603 |
1.2527 |
|
| S4 |
1.0459 |
1.0799 |
1.2306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3334 |
1.2530 |
0.0804 |
6.3% |
0.0225 |
1.8% |
27% |
False |
False |
2,960 |
| 10 |
1.3415 |
1.2530 |
0.0885 |
6.9% |
0.0181 |
1.4% |
25% |
False |
False |
2,570 |
| 20 |
1.3686 |
1.2530 |
0.1156 |
9.1% |
0.0145 |
1.1% |
19% |
False |
False |
1,723 |
| 40 |
1.3812 |
1.2530 |
0.1282 |
10.1% |
0.0131 |
1.0% |
17% |
False |
False |
1,100 |
| 60 |
1.3812 |
1.2530 |
0.1282 |
10.1% |
0.0103 |
0.8% |
17% |
False |
False |
750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3694 |
|
2.618 |
1.3355 |
|
1.618 |
1.3147 |
|
1.000 |
1.3018 |
|
0.618 |
1.2939 |
|
HIGH |
1.2810 |
|
0.618 |
1.2731 |
|
0.500 |
1.2706 |
|
0.382 |
1.2681 |
|
LOW |
1.2602 |
|
0.618 |
1.2473 |
|
1.000 |
1.2394 |
|
1.618 |
1.2265 |
|
2.618 |
1.2057 |
|
4.250 |
1.1718 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2734 |
1.2764 |
| PP |
1.2720 |
1.2758 |
| S1 |
1.2706 |
1.2753 |
|