CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2184 |
1.2373 |
0.0189 |
1.6% |
1.2560 |
| High |
1.2408 |
1.2467 |
0.0059 |
0.5% |
1.2560 |
| Low |
1.2169 |
1.2280 |
0.0111 |
0.9% |
1.2169 |
| Close |
1.2391 |
1.2336 |
-0.0055 |
-0.4% |
1.2336 |
| Range |
0.0239 |
0.0187 |
-0.0052 |
-21.8% |
0.0391 |
| ATR |
0.0202 |
0.0201 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
5,058 |
9,475 |
4,417 |
87.3% |
27,464 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2922 |
1.2816 |
1.2439 |
|
| R3 |
1.2735 |
1.2629 |
1.2387 |
|
| R2 |
1.2548 |
1.2548 |
1.2370 |
|
| R1 |
1.2442 |
1.2442 |
1.2353 |
1.2402 |
| PP |
1.2361 |
1.2361 |
1.2361 |
1.2341 |
| S1 |
1.2255 |
1.2255 |
1.2319 |
1.2215 |
| S2 |
1.2174 |
1.2174 |
1.2302 |
|
| S3 |
1.1987 |
1.2068 |
1.2285 |
|
| S4 |
1.1800 |
1.1881 |
1.2233 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3528 |
1.3323 |
1.2551 |
|
| R3 |
1.3137 |
1.2932 |
1.2444 |
|
| R2 |
1.2746 |
1.2746 |
1.2408 |
|
| R1 |
1.2541 |
1.2541 |
1.2372 |
1.2448 |
| PP |
1.2355 |
1.2355 |
1.2355 |
1.2309 |
| S1 |
1.2150 |
1.2150 |
1.2300 |
1.2057 |
| S2 |
1.1964 |
1.1964 |
1.2264 |
|
| S3 |
1.1573 |
1.1759 |
1.2228 |
|
| S4 |
1.1182 |
1.1368 |
1.2121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2560 |
1.2169 |
0.0391 |
3.2% |
0.0199 |
1.6% |
43% |
False |
False |
5,492 |
| 10 |
1.2684 |
1.2152 |
0.0532 |
4.3% |
0.0225 |
1.8% |
35% |
False |
False |
5,634 |
| 20 |
1.3334 |
1.2152 |
0.1182 |
9.6% |
0.0218 |
1.8% |
16% |
False |
False |
4,271 |
| 40 |
1.3686 |
1.2152 |
0.1534 |
12.4% |
0.0166 |
1.3% |
12% |
False |
False |
2,680 |
| 60 |
1.3812 |
1.2152 |
0.1660 |
13.5% |
0.0145 |
1.2% |
11% |
False |
False |
1,913 |
| 80 |
1.3812 |
1.2152 |
0.1660 |
13.5% |
0.0118 |
1.0% |
11% |
False |
False |
1,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3262 |
|
2.618 |
1.2957 |
|
1.618 |
1.2770 |
|
1.000 |
1.2654 |
|
0.618 |
1.2583 |
|
HIGH |
1.2467 |
|
0.618 |
1.2396 |
|
0.500 |
1.2374 |
|
0.382 |
1.2351 |
|
LOW |
1.2280 |
|
0.618 |
1.2164 |
|
1.000 |
1.2093 |
|
1.618 |
1.1977 |
|
2.618 |
1.1790 |
|
4.250 |
1.1485 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2374 |
1.2330 |
| PP |
1.2361 |
1.2324 |
| S1 |
1.2349 |
1.2318 |
|