CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2452 |
1.2175 |
-0.0277 |
-2.2% |
1.3000 |
| High |
1.2452 |
1.2410 |
-0.0042 |
-0.3% |
1.3112 |
| Low |
1.2166 |
1.2175 |
0.0009 |
0.1% |
1.2391 |
| Close |
1.2224 |
1.2394 |
0.0170 |
1.4% |
1.2405 |
| Range |
0.0286 |
0.0235 |
-0.0051 |
-17.8% |
0.0721 |
| ATR |
0.0133 |
0.0140 |
0.0007 |
5.5% |
0.0000 |
| Volume |
210 |
15 |
-195 |
-92.9% |
215 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3031 |
1.2948 |
1.2523 |
|
| R3 |
1.2796 |
1.2713 |
1.2459 |
|
| R2 |
1.2561 |
1.2561 |
1.2437 |
|
| R1 |
1.2478 |
1.2478 |
1.2416 |
1.2520 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2347 |
| S1 |
1.2243 |
1.2243 |
1.2372 |
1.2285 |
| S2 |
1.2091 |
1.2091 |
1.2351 |
|
| S3 |
1.1856 |
1.2008 |
1.2329 |
|
| S4 |
1.1621 |
1.1773 |
1.2265 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4799 |
1.4323 |
1.2802 |
|
| R3 |
1.4078 |
1.3602 |
1.2603 |
|
| R2 |
1.3357 |
1.3357 |
1.2537 |
|
| R1 |
1.2881 |
1.2881 |
1.2471 |
1.2759 |
| PP |
1.2636 |
1.2636 |
1.2636 |
1.2575 |
| S1 |
1.2160 |
1.2160 |
1.2339 |
1.2038 |
| S2 |
1.1915 |
1.1915 |
1.2273 |
|
| S3 |
1.1194 |
1.1439 |
1.2207 |
|
| S4 |
1.0473 |
1.0718 |
1.2008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2579 |
1.2166 |
0.0413 |
3.3% |
0.0153 |
1.2% |
55% |
False |
False |
81 |
| 10 |
1.3112 |
1.2166 |
0.0946 |
7.6% |
0.0161 |
1.3% |
24% |
False |
False |
51 |
| 20 |
1.3386 |
1.2166 |
0.1220 |
9.8% |
0.0107 |
0.9% |
19% |
False |
False |
29 |
| 40 |
1.3625 |
1.2166 |
0.1459 |
11.8% |
0.0063 |
0.5% |
16% |
False |
False |
17 |
| 60 |
1.3765 |
1.2166 |
0.1599 |
12.9% |
0.0044 |
0.4% |
14% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3409 |
|
2.618 |
1.3025 |
|
1.618 |
1.2790 |
|
1.000 |
1.2645 |
|
0.618 |
1.2555 |
|
HIGH |
1.2410 |
|
0.618 |
1.2320 |
|
0.500 |
1.2293 |
|
0.382 |
1.2265 |
|
LOW |
1.2175 |
|
0.618 |
1.2030 |
|
1.000 |
1.1940 |
|
1.618 |
1.1795 |
|
2.618 |
1.1560 |
|
4.250 |
1.1176 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2360 |
1.2366 |
| PP |
1.2326 |
1.2337 |
| S1 |
1.2293 |
1.2309 |
|