CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2476 |
1.2545 |
0.0069 |
0.6% |
1.2375 |
| High |
1.2760 |
1.2545 |
-0.0215 |
-1.7% |
1.2760 |
| Low |
1.2476 |
1.2395 |
-0.0081 |
-0.6% |
1.2166 |
| Close |
1.2611 |
1.2429 |
-0.0182 |
-1.4% |
1.2611 |
| Range |
0.0284 |
0.0150 |
-0.0134 |
-47.2% |
0.0594 |
| ATR |
0.0158 |
0.0162 |
0.0004 |
2.6% |
0.0000 |
| Volume |
106 |
158 |
52 |
49.1% |
476 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2906 |
1.2818 |
1.2512 |
|
| R3 |
1.2756 |
1.2668 |
1.2470 |
|
| R2 |
1.2606 |
1.2606 |
1.2457 |
|
| R1 |
1.2518 |
1.2518 |
1.2443 |
1.2487 |
| PP |
1.2456 |
1.2456 |
1.2456 |
1.2441 |
| S1 |
1.2368 |
1.2368 |
1.2415 |
1.2337 |
| S2 |
1.2306 |
1.2306 |
1.2402 |
|
| S3 |
1.2156 |
1.2218 |
1.2388 |
|
| S4 |
1.2006 |
1.2068 |
1.2347 |
|
|
| 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 |
4.8% |
0.0242 |
1.9% |
44% |
False |
False |
122 |
| 10 |
1.2760 |
1.2166 |
0.0594 |
4.8% |
0.0151 |
1.2% |
44% |
False |
False |
83 |
| 20 |
1.3303 |
1.2166 |
0.1137 |
9.1% |
0.0134 |
1.1% |
23% |
False |
False |
47 |
| 40 |
1.3625 |
1.2166 |
0.1459 |
11.7% |
0.0078 |
0.6% |
18% |
False |
False |
26 |
| 60 |
1.3765 |
1.2166 |
0.1599 |
12.9% |
0.0055 |
0.4% |
16% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3183 |
|
2.618 |
1.2938 |
|
1.618 |
1.2788 |
|
1.000 |
1.2695 |
|
0.618 |
1.2638 |
|
HIGH |
1.2545 |
|
0.618 |
1.2488 |
|
0.500 |
1.2470 |
|
0.382 |
1.2452 |
|
LOW |
1.2395 |
|
0.618 |
1.2302 |
|
1.000 |
1.2245 |
|
1.618 |
1.2152 |
|
2.618 |
1.2002 |
|
4.250 |
1.1758 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2470 |
1.2553 |
| PP |
1.2456 |
1.2511 |
| S1 |
1.2443 |
1.2470 |
|