CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2350 |
1.2476 |
0.0126 |
1.0% |
1.2375 |
| High |
1.2600 |
1.2760 |
0.0160 |
1.3% |
1.2760 |
| Low |
1.2345 |
1.2476 |
0.0131 |
1.1% |
1.2166 |
| Close |
1.2589 |
1.2611 |
0.0022 |
0.2% |
1.2611 |
| Range |
0.0255 |
0.0284 |
0.0029 |
11.4% |
0.0594 |
| ATR |
0.0148 |
0.0158 |
0.0010 |
6.6% |
0.0000 |
| Volume |
124 |
106 |
-18 |
-14.5% |
476 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3468 |
1.3323 |
1.2767 |
|
| R3 |
1.3184 |
1.3039 |
1.2689 |
|
| R2 |
1.2900 |
1.2900 |
1.2663 |
|
| R1 |
1.2755 |
1.2755 |
1.2637 |
1.2828 |
| PP |
1.2616 |
1.2616 |
1.2616 |
1.2652 |
| S1 |
1.2471 |
1.2471 |
1.2585 |
1.2544 |
| S2 |
1.2332 |
1.2332 |
1.2559 |
|
| S3 |
1.2048 |
1.2187 |
1.2533 |
|
| S4 |
1.1764 |
1.1903 |
1.2455 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4294 |
1.4047 |
1.2938 |
|
| R3 |
1.3700 |
1.3453 |
1.2774 |
|
| R2 |
1.3106 |
1.3106 |
1.2720 |
|
| R1 |
1.2859 |
1.2859 |
1.2665 |
1.2983 |
| PP |
1.2512 |
1.2512 |
1.2512 |
1.2574 |
| S1 |
1.2265 |
1.2265 |
1.2557 |
1.2389 |
| S2 |
1.1918 |
1.1918 |
1.2502 |
|
| S3 |
1.1324 |
1.1671 |
1.2448 |
|
| S4 |
1.0730 |
1.1077 |
1.2284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2760 |
1.2166 |
0.0594 |
4.7% |
0.0229 |
1.8% |
75% |
True |
False |
95 |
| 10 |
1.3112 |
1.2166 |
0.0946 |
7.5% |
0.0166 |
1.3% |
47% |
False |
False |
69 |
| 20 |
1.3330 |
1.2166 |
0.1164 |
9.2% |
0.0126 |
1.0% |
38% |
False |
False |
40 |
| 40 |
1.3625 |
1.2166 |
0.1459 |
11.6% |
0.0074 |
0.6% |
31% |
False |
False |
23 |
| 60 |
1.3765 |
1.2166 |
0.1599 |
12.7% |
0.0052 |
0.4% |
28% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3967 |
|
2.618 |
1.3504 |
|
1.618 |
1.3220 |
|
1.000 |
1.3044 |
|
0.618 |
1.2936 |
|
HIGH |
1.2760 |
|
0.618 |
1.2652 |
|
0.500 |
1.2618 |
|
0.382 |
1.2584 |
|
LOW |
1.2476 |
|
0.618 |
1.2300 |
|
1.000 |
1.2192 |
|
1.618 |
1.2016 |
|
2.618 |
1.1732 |
|
4.250 |
1.1269 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2618 |
1.2563 |
| PP |
1.2616 |
1.2515 |
| S1 |
1.2613 |
1.2468 |
|