CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3300 |
1.3216 |
-0.0084 |
-0.6% |
1.3330 |
| High |
1.3303 |
1.3216 |
-0.0087 |
-0.7% |
1.3330 |
| Low |
1.3300 |
1.3216 |
-0.0084 |
-0.6% |
1.3143 |
| Close |
1.3309 |
1.3216 |
-0.0093 |
-0.7% |
1.3309 |
| Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0187 |
| ATR |
0.0075 |
0.0077 |
0.0001 |
1.7% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
31 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3216 |
1.3216 |
1.3216 |
|
| R3 |
1.3216 |
1.3216 |
1.3216 |
|
| R2 |
1.3216 |
1.3216 |
1.3216 |
|
| R1 |
1.3216 |
1.3216 |
1.3216 |
1.3216 |
| PP |
1.3216 |
1.3216 |
1.3216 |
1.3216 |
| S1 |
1.3216 |
1.3216 |
1.3216 |
1.3216 |
| S2 |
1.3216 |
1.3216 |
1.3216 |
|
| S3 |
1.3216 |
1.3216 |
1.3216 |
|
| S4 |
1.3216 |
1.3216 |
1.3216 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3822 |
1.3752 |
1.3412 |
|
| R3 |
1.3635 |
1.3565 |
1.3360 |
|
| R2 |
1.3448 |
1.3448 |
1.3343 |
|
| R1 |
1.3378 |
1.3378 |
1.3326 |
1.3320 |
| PP |
1.3261 |
1.3261 |
1.3261 |
1.3231 |
| S1 |
1.3191 |
1.3191 |
1.3292 |
1.3133 |
| S2 |
1.3074 |
1.3074 |
1.3275 |
|
| S3 |
1.2887 |
1.3004 |
1.3258 |
|
| S4 |
1.2700 |
1.2817 |
1.3206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3303 |
1.3143 |
0.0160 |
1.2% |
0.0024 |
0.2% |
46% |
False |
False |
4 |
| 10 |
1.3470 |
1.3143 |
0.0327 |
2.5% |
0.0028 |
0.2% |
22% |
False |
False |
5 |
| 20 |
1.3625 |
1.3143 |
0.0482 |
3.6% |
0.0022 |
0.2% |
15% |
False |
False |
5 |
| 40 |
1.3765 |
1.3143 |
0.0622 |
4.7% |
0.0018 |
0.1% |
12% |
False |
False |
4 |
| 60 |
1.3810 |
1.3143 |
0.0667 |
5.0% |
0.0014 |
0.1% |
11% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3216 |
|
2.618 |
1.3216 |
|
1.618 |
1.3216 |
|
1.000 |
1.3216 |
|
0.618 |
1.3216 |
|
HIGH |
1.3216 |
|
0.618 |
1.3216 |
|
0.500 |
1.3216 |
|
0.382 |
1.3216 |
|
LOW |
1.3216 |
|
0.618 |
1.3216 |
|
1.000 |
1.3216 |
|
1.618 |
1.3216 |
|
2.618 |
1.3216 |
|
4.250 |
1.3216 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3216 |
1.3260 |
| PP |
1.3216 |
1.3245 |
| S1 |
1.3216 |
1.3231 |
|