CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2684 |
1.3000 |
0.0316 |
2.5% |
1.3216 |
| High |
1.2789 |
1.3112 |
0.0323 |
2.5% |
1.3216 |
| Low |
1.2640 |
1.2810 |
0.0170 |
1.3% |
1.2522 |
| Close |
1.2756 |
1.2811 |
0.0055 |
0.4% |
1.2756 |
| Range |
0.0149 |
0.0302 |
0.0153 |
102.7% |
0.0694 |
| ATR |
0.0114 |
0.0131 |
0.0017 |
15.2% |
0.0000 |
| Volume |
33 |
17 |
-16 |
-48.5% |
86 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3817 |
1.3616 |
1.2977 |
|
| R3 |
1.3515 |
1.3314 |
1.2894 |
|
| R2 |
1.3213 |
1.3213 |
1.2866 |
|
| R1 |
1.3012 |
1.3012 |
1.2839 |
1.2962 |
| PP |
1.2911 |
1.2911 |
1.2911 |
1.2886 |
| S1 |
1.2710 |
1.2710 |
1.2783 |
1.2660 |
| S2 |
1.2609 |
1.2609 |
1.2756 |
|
| S3 |
1.2307 |
1.2408 |
1.2728 |
|
| S4 |
1.2005 |
1.2106 |
1.2645 |
|
|
| 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 |
1.3167 |
1.2522 |
0.0645 |
5.0% |
0.0209 |
1.6% |
45% |
False |
False |
19 |
| 10 |
1.3303 |
1.2522 |
0.0781 |
6.1% |
0.0117 |
0.9% |
37% |
False |
False |
12 |
| 20 |
1.3625 |
1.2522 |
0.1103 |
8.6% |
0.0068 |
0.5% |
26% |
False |
False |
9 |
| 40 |
1.3765 |
1.2522 |
0.1243 |
9.7% |
0.0044 |
0.3% |
23% |
False |
False |
6 |
| 60 |
1.3765 |
1.2522 |
0.1243 |
9.7% |
0.0031 |
0.2% |
23% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4396 |
|
2.618 |
1.3903 |
|
1.618 |
1.3601 |
|
1.000 |
1.3414 |
|
0.618 |
1.3299 |
|
HIGH |
1.3112 |
|
0.618 |
1.2997 |
|
0.500 |
1.2961 |
|
0.382 |
1.2925 |
|
LOW |
1.2810 |
|
0.618 |
1.2623 |
|
1.000 |
1.2508 |
|
1.618 |
1.2321 |
|
2.618 |
1.2019 |
|
4.250 |
1.1527 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2961 |
1.2817 |
| PP |
1.2911 |
1.2815 |
| S1 |
1.2861 |
1.2813 |
|