CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2179 |
1.2422 |
0.0243 |
2.0% |
1.2927 |
| High |
1.2430 |
1.2608 |
0.0178 |
1.4% |
1.3101 |
| Low |
1.2152 |
1.2307 |
0.0155 |
1.3% |
1.2365 |
| Close |
1.2384 |
1.2578 |
0.0194 |
1.6% |
1.2395 |
| Range |
0.0278 |
0.0301 |
0.0023 |
8.3% |
0.0736 |
| ATR |
0.0185 |
0.0193 |
0.0008 |
4.5% |
0.0000 |
| Volume |
7,471 |
6,683 |
-788 |
-10.5% |
14,279 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3401 |
1.3290 |
1.2744 |
|
| R3 |
1.3100 |
1.2989 |
1.2661 |
|
| R2 |
1.2799 |
1.2799 |
1.2633 |
|
| R1 |
1.2688 |
1.2688 |
1.2606 |
1.2744 |
| PP |
1.2498 |
1.2498 |
1.2498 |
1.2525 |
| S1 |
1.2387 |
1.2387 |
1.2550 |
1.2443 |
| S2 |
1.2197 |
1.2197 |
1.2523 |
|
| S3 |
1.1896 |
1.2086 |
1.2495 |
|
| S4 |
1.1595 |
1.1785 |
1.2412 |
|
|
| 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 |
1.2608 |
1.2152 |
0.0456 |
3.6% |
0.0252 |
2.0% |
93% |
True |
False |
5,201 |
| 10 |
1.3101 |
1.2152 |
0.0949 |
7.5% |
0.0224 |
1.8% |
45% |
False |
False |
4,284 |
| 20 |
1.3415 |
1.2152 |
0.1263 |
10.0% |
0.0202 |
1.6% |
34% |
False |
False |
3,287 |
| 40 |
1.3686 |
1.2152 |
0.1534 |
12.2% |
0.0155 |
1.2% |
28% |
False |
False |
1,951 |
| 60 |
1.3812 |
1.2152 |
0.1660 |
13.2% |
0.0131 |
1.0% |
26% |
False |
False |
1,377 |
| 80 |
1.3961 |
1.2152 |
0.1809 |
14.4% |
0.0105 |
0.8% |
24% |
False |
False |
1,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3887 |
|
2.618 |
1.3396 |
|
1.618 |
1.3095 |
|
1.000 |
1.2909 |
|
0.618 |
1.2794 |
|
HIGH |
1.2608 |
|
0.618 |
1.2493 |
|
0.500 |
1.2458 |
|
0.382 |
1.2422 |
|
LOW |
1.2307 |
|
0.618 |
1.2121 |
|
1.000 |
1.2006 |
|
1.618 |
1.1820 |
|
2.618 |
1.1519 |
|
4.250 |
1.1028 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2538 |
1.2512 |
| PP |
1.2498 |
1.2446 |
| S1 |
1.2458 |
1.2380 |
|