CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2927 |
1.2785 |
-0.0142 |
-1.1% |
1.3331 |
| High |
1.3101 |
1.2799 |
-0.0302 |
-2.3% |
1.3334 |
| Low |
1.2763 |
1.2663 |
-0.0100 |
-0.8% |
1.2530 |
| Close |
1.2806 |
1.2702 |
-0.0104 |
-0.8% |
1.2748 |
| Range |
0.0338 |
0.0136 |
-0.0202 |
-59.8% |
0.0804 |
| ATR |
0.0170 |
0.0168 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
2,938 |
4,236 |
1,298 |
44.2% |
14,800 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3129 |
1.3052 |
1.2777 |
|
| R3 |
1.2993 |
1.2916 |
1.2739 |
|
| R2 |
1.2857 |
1.2857 |
1.2727 |
|
| R1 |
1.2780 |
1.2780 |
1.2714 |
1.2751 |
| PP |
1.2721 |
1.2721 |
1.2721 |
1.2707 |
| S1 |
1.2644 |
1.2644 |
1.2690 |
1.2615 |
| S2 |
1.2585 |
1.2585 |
1.2677 |
|
| S3 |
1.2449 |
1.2508 |
1.2665 |
|
| S4 |
1.2313 |
1.2372 |
1.2627 |
|
|
| 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 |
1.3101 |
1.2530 |
0.0571 |
4.5% |
0.0240 |
1.9% |
30% |
False |
False |
3,994 |
| 10 |
1.3341 |
1.2530 |
0.0811 |
6.4% |
0.0195 |
1.5% |
21% |
False |
False |
2,899 |
| 20 |
1.3675 |
1.2530 |
0.1145 |
9.0% |
0.0159 |
1.3% |
15% |
False |
False |
2,021 |
| 40 |
1.3812 |
1.2530 |
0.1282 |
10.1% |
0.0137 |
1.1% |
13% |
False |
False |
1,275 |
| 60 |
1.3812 |
1.2530 |
0.1282 |
10.1% |
0.0109 |
0.9% |
13% |
False |
False |
869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3377 |
|
2.618 |
1.3155 |
|
1.618 |
1.3019 |
|
1.000 |
1.2935 |
|
0.618 |
1.2883 |
|
HIGH |
1.2799 |
|
0.618 |
1.2747 |
|
0.500 |
1.2731 |
|
0.382 |
1.2715 |
|
LOW |
1.2663 |
|
0.618 |
1.2579 |
|
1.000 |
1.2527 |
|
1.618 |
1.2443 |
|
2.618 |
1.2307 |
|
4.250 |
1.2085 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2731 |
1.2852 |
| PP |
1.2721 |
1.2802 |
| S1 |
1.2712 |
1.2752 |
|