CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2422 |
1.2481 |
0.0059 |
0.5% |
1.2363 |
| High |
1.2608 |
1.2684 |
0.0076 |
0.6% |
1.2684 |
| Low |
1.2307 |
1.2476 |
0.0169 |
1.4% |
1.2152 |
| Close |
1.2578 |
1.2598 |
0.0020 |
0.2% |
1.2598 |
| Range |
0.0301 |
0.0208 |
-0.0093 |
-30.9% |
0.0532 |
| ATR |
0.0193 |
0.0194 |
0.0001 |
0.5% |
0.0000 |
| Volume |
6,683 |
5,227 |
-1,456 |
-21.8% |
28,879 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3210 |
1.3112 |
1.2712 |
|
| R3 |
1.3002 |
1.2904 |
1.2655 |
|
| R2 |
1.2794 |
1.2794 |
1.2636 |
|
| R1 |
1.2696 |
1.2696 |
1.2617 |
1.2745 |
| PP |
1.2586 |
1.2586 |
1.2586 |
1.2611 |
| S1 |
1.2488 |
1.2488 |
1.2579 |
1.2537 |
| S2 |
1.2378 |
1.2378 |
1.2560 |
|
| S3 |
1.2170 |
1.2280 |
1.2541 |
|
| S4 |
1.1962 |
1.2072 |
1.2484 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4074 |
1.3868 |
1.2891 |
|
| R3 |
1.3542 |
1.3336 |
1.2744 |
|
| R2 |
1.3010 |
1.3010 |
1.2696 |
|
| R1 |
1.2804 |
1.2804 |
1.2647 |
1.2907 |
| PP |
1.2478 |
1.2478 |
1.2478 |
1.2530 |
| S1 |
1.2272 |
1.2272 |
1.2549 |
1.2375 |
| S2 |
1.1946 |
1.1946 |
1.2500 |
|
| S3 |
1.1414 |
1.1740 |
1.2452 |
|
| S4 |
1.0882 |
1.1208 |
1.2305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2684 |
1.2152 |
0.0532 |
4.2% |
0.0250 |
2.0% |
84% |
True |
False |
5,775 |
| 10 |
1.3101 |
1.2152 |
0.0949 |
7.5% |
0.0224 |
1.8% |
47% |
False |
False |
4,315 |
| 20 |
1.3415 |
1.2152 |
0.1263 |
10.0% |
0.0202 |
1.6% |
35% |
False |
False |
3,443 |
| 40 |
1.3686 |
1.2152 |
0.1534 |
12.2% |
0.0157 |
1.2% |
29% |
False |
False |
2,070 |
| 60 |
1.3812 |
1.2152 |
0.1660 |
13.2% |
0.0133 |
1.1% |
27% |
False |
False |
1,464 |
| 80 |
1.3940 |
1.2152 |
0.1788 |
14.2% |
0.0107 |
0.9% |
25% |
False |
False |
1,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3568 |
|
2.618 |
1.3229 |
|
1.618 |
1.3021 |
|
1.000 |
1.2892 |
|
0.618 |
1.2813 |
|
HIGH |
1.2684 |
|
0.618 |
1.2605 |
|
0.500 |
1.2580 |
|
0.382 |
1.2555 |
|
LOW |
1.2476 |
|
0.618 |
1.2347 |
|
1.000 |
1.2268 |
|
1.618 |
1.2139 |
|
2.618 |
1.1931 |
|
4.250 |
1.1592 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2592 |
1.2538 |
| PP |
1.2586 |
1.2478 |
| S1 |
1.2580 |
1.2418 |
|