CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2409 |
1.2179 |
-0.0230 |
-1.9% |
1.2927 |
| High |
1.2453 |
1.2430 |
-0.0023 |
-0.2% |
1.3101 |
| Low |
1.2171 |
1.2152 |
-0.0019 |
-0.2% |
1.2365 |
| Close |
1.2215 |
1.2384 |
0.0169 |
1.4% |
1.2395 |
| Range |
0.0282 |
0.0278 |
-0.0004 |
-1.4% |
0.0736 |
| ATR |
0.0178 |
0.0185 |
0.0007 |
4.0% |
0.0000 |
| Volume |
4,503 |
7,471 |
2,968 |
65.9% |
14,279 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3156 |
1.3048 |
1.2537 |
|
| R3 |
1.2878 |
1.2770 |
1.2460 |
|
| R2 |
1.2600 |
1.2600 |
1.2435 |
|
| R1 |
1.2492 |
1.2492 |
1.2409 |
1.2546 |
| PP |
1.2322 |
1.2322 |
1.2322 |
1.2349 |
| S1 |
1.2214 |
1.2214 |
1.2359 |
1.2268 |
| S2 |
1.2044 |
1.2044 |
1.2333 |
|
| S3 |
1.1766 |
1.1936 |
1.2308 |
|
| S4 |
1.1488 |
1.1658 |
1.2231 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4828 |
1.4348 |
1.2800 |
|
| R3 |
1.4092 |
1.3612 |
1.2597 |
|
| R2 |
1.3356 |
1.3356 |
1.2530 |
|
| R1 |
1.2876 |
1.2876 |
1.2462 |
1.2748 |
| PP |
1.2620 |
1.2620 |
1.2620 |
1.2557 |
| S1 |
1.2140 |
1.2140 |
1.2328 |
1.2012 |
| S2 |
1.1884 |
1.1884 |
1.2260 |
|
| S3 |
1.1148 |
1.1404 |
1.2193 |
|
| S4 |
1.0412 |
1.0668 |
1.1990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2693 |
1.2152 |
0.0541 |
4.4% |
0.0225 |
1.8% |
43% |
False |
True |
4,311 |
| 10 |
1.3101 |
1.2152 |
0.0949 |
7.7% |
0.0227 |
1.8% |
24% |
False |
True |
4,064 |
| 20 |
1.3419 |
1.2152 |
0.1267 |
10.2% |
0.0195 |
1.6% |
18% |
False |
True |
2,989 |
| 40 |
1.3686 |
1.2152 |
0.1534 |
12.4% |
0.0150 |
1.2% |
15% |
False |
True |
1,795 |
| 60 |
1.3812 |
1.2152 |
0.1660 |
13.4% |
0.0126 |
1.0% |
14% |
False |
True |
1,266 |
| 80 |
1.4019 |
1.2152 |
0.1867 |
15.1% |
0.0101 |
0.8% |
12% |
False |
True |
954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3612 |
|
2.618 |
1.3158 |
|
1.618 |
1.2880 |
|
1.000 |
1.2708 |
|
0.618 |
1.2602 |
|
HIGH |
1.2430 |
|
0.618 |
1.2324 |
|
0.500 |
1.2291 |
|
0.382 |
1.2258 |
|
LOW |
1.2152 |
|
0.618 |
1.1980 |
|
1.000 |
1.1874 |
|
1.618 |
1.1702 |
|
2.618 |
1.1424 |
|
4.250 |
1.0971 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2353 |
1.2357 |
| PP |
1.2322 |
1.2330 |
| S1 |
1.2291 |
1.2303 |
|