CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2648 |
1.2642 |
-0.0006 |
0.0% |
1.3331 |
| High |
1.2746 |
1.2693 |
-0.0053 |
-0.4% |
1.3334 |
| Low |
1.2618 |
1.2527 |
-0.0091 |
-0.7% |
1.2530 |
| Close |
1.2640 |
1.2571 |
-0.0069 |
-0.5% |
1.2748 |
| Range |
0.0128 |
0.0166 |
0.0038 |
29.7% |
0.0804 |
| ATR |
0.0165 |
0.0165 |
0.0000 |
0.0% |
0.0000 |
| Volume |
2,516 |
2,232 |
-284 |
-11.3% |
14,800 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3095 |
1.2999 |
1.2662 |
|
| R3 |
1.2929 |
1.2833 |
1.2617 |
|
| R2 |
1.2763 |
1.2763 |
1.2601 |
|
| R1 |
1.2667 |
1.2667 |
1.2586 |
1.2632 |
| PP |
1.2597 |
1.2597 |
1.2597 |
1.2580 |
| S1 |
1.2501 |
1.2501 |
1.2556 |
1.2466 |
| S2 |
1.2431 |
1.2431 |
1.2541 |
|
| S3 |
1.2265 |
1.2335 |
1.2525 |
|
| S4 |
1.2099 |
1.2169 |
1.2480 |
|
|
| 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 |
1.2527 |
0.0574 |
4.6% |
0.0195 |
1.6% |
8% |
False |
True |
3,366 |
| 10 |
1.3341 |
1.2527 |
0.0814 |
6.5% |
0.0201 |
1.6% |
5% |
False |
True |
2,831 |
| 20 |
1.3570 |
1.2527 |
0.1043 |
8.3% |
0.0163 |
1.3% |
4% |
False |
True |
2,176 |
| 40 |
1.3686 |
1.2527 |
0.1159 |
9.2% |
0.0138 |
1.1% |
4% |
False |
True |
1,356 |
| 60 |
1.3812 |
1.2527 |
0.1285 |
10.2% |
0.0114 |
0.9% |
3% |
False |
True |
948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3399 |
|
2.618 |
1.3128 |
|
1.618 |
1.2962 |
|
1.000 |
1.2859 |
|
0.618 |
1.2796 |
|
HIGH |
1.2693 |
|
0.618 |
1.2630 |
|
0.500 |
1.2610 |
|
0.382 |
1.2590 |
|
LOW |
1.2527 |
|
0.618 |
1.2424 |
|
1.000 |
1.2361 |
|
1.618 |
1.2258 |
|
2.618 |
1.2092 |
|
4.250 |
1.1822 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2610 |
1.2663 |
| PP |
1.2597 |
1.2632 |
| S1 |
1.2584 |
1.2602 |
|