CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2856 |
1.2684 |
-0.0172 |
-1.3% |
1.3216 |
| High |
1.2856 |
1.2789 |
-0.0067 |
-0.5% |
1.3216 |
| Low |
1.2522 |
1.2640 |
0.0118 |
0.9% |
1.2522 |
| Close |
1.2615 |
1.2756 |
0.0141 |
1.1% |
1.2756 |
| Range |
0.0334 |
0.0149 |
-0.0185 |
-55.4% |
0.0694 |
| ATR |
0.0109 |
0.0114 |
0.0005 |
4.2% |
0.0000 |
| Volume |
18 |
33 |
15 |
83.3% |
86 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3175 |
1.3115 |
1.2838 |
|
| R3 |
1.3026 |
1.2966 |
1.2797 |
|
| R2 |
1.2877 |
1.2877 |
1.2783 |
|
| R1 |
1.2817 |
1.2817 |
1.2770 |
1.2847 |
| PP |
1.2728 |
1.2728 |
1.2728 |
1.2744 |
| S1 |
1.2668 |
1.2668 |
1.2742 |
1.2698 |
| S2 |
1.2579 |
1.2579 |
1.2729 |
|
| S3 |
1.2430 |
1.2519 |
1.2715 |
|
| S4 |
1.2281 |
1.2370 |
1.2674 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4913 |
1.4529 |
1.3138 |
|
| R3 |
1.4219 |
1.3835 |
1.2947 |
|
| R2 |
1.3525 |
1.3525 |
1.2883 |
|
| R1 |
1.3141 |
1.3141 |
1.2820 |
1.2986 |
| PP |
1.2831 |
1.2831 |
1.2831 |
1.2754 |
| S1 |
1.2447 |
1.2447 |
1.2692 |
1.2292 |
| S2 |
1.2137 |
1.2137 |
1.2629 |
|
| S3 |
1.1443 |
1.1753 |
1.2565 |
|
| S4 |
1.0749 |
1.1059 |
1.2374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3216 |
1.2522 |
0.0694 |
5.4% |
0.0149 |
1.2% |
34% |
False |
False |
17 |
| 10 |
1.3330 |
1.2522 |
0.0808 |
6.3% |
0.0086 |
0.7% |
29% |
False |
False |
11 |
| 20 |
1.3625 |
1.2522 |
0.1103 |
8.6% |
0.0056 |
0.4% |
21% |
False |
False |
9 |
| 40 |
1.3765 |
1.2522 |
0.1243 |
9.7% |
0.0037 |
0.3% |
19% |
False |
False |
6 |
| 60 |
1.3765 |
1.2522 |
0.1243 |
9.7% |
0.0026 |
0.2% |
19% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3422 |
|
2.618 |
1.3179 |
|
1.618 |
1.3030 |
|
1.000 |
1.2938 |
|
0.618 |
1.2881 |
|
HIGH |
1.2789 |
|
0.618 |
1.2732 |
|
0.500 |
1.2715 |
|
0.382 |
1.2697 |
|
LOW |
1.2640 |
|
0.618 |
1.2548 |
|
1.000 |
1.2491 |
|
1.618 |
1.2399 |
|
2.618 |
1.2250 |
|
4.250 |
1.2007 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2742 |
1.2748 |
| PP |
1.2728 |
1.2739 |
| S1 |
1.2715 |
1.2731 |
|