CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2545 |
1.2372 |
-0.0173 |
-1.4% |
1.2375 |
| High |
1.2545 |
1.2372 |
-0.0173 |
-1.4% |
1.2760 |
| Low |
1.2395 |
1.2231 |
-0.0164 |
-1.3% |
1.2166 |
| Close |
1.2429 |
1.2351 |
-0.0078 |
-0.6% |
1.2611 |
| Range |
0.0150 |
0.0141 |
-0.0009 |
-6.0% |
0.0594 |
| ATR |
0.0162 |
0.0165 |
0.0003 |
1.6% |
0.0000 |
| Volume |
158 |
21 |
-137 |
-86.7% |
476 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2741 |
1.2687 |
1.2429 |
|
| R3 |
1.2600 |
1.2546 |
1.2390 |
|
| R2 |
1.2459 |
1.2459 |
1.2377 |
|
| R1 |
1.2405 |
1.2405 |
1.2364 |
1.2362 |
| PP |
1.2318 |
1.2318 |
1.2318 |
1.2296 |
| S1 |
1.2264 |
1.2264 |
1.2338 |
1.2221 |
| S2 |
1.2177 |
1.2177 |
1.2325 |
|
| S3 |
1.2036 |
1.2123 |
1.2312 |
|
| S4 |
1.1895 |
1.1982 |
1.2273 |
|
|
| 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 |
1.2175 |
0.0585 |
4.7% |
0.0213 |
1.7% |
30% |
False |
False |
84 |
| 10 |
1.2760 |
1.2166 |
0.0594 |
4.8% |
0.0162 |
1.3% |
31% |
False |
False |
82 |
| 20 |
1.3303 |
1.2166 |
0.1137 |
9.2% |
0.0138 |
1.1% |
16% |
False |
False |
48 |
| 40 |
1.3625 |
1.2166 |
0.1459 |
11.8% |
0.0079 |
0.6% |
13% |
False |
False |
27 |
| 60 |
1.3765 |
1.2166 |
0.1599 |
12.9% |
0.0057 |
0.5% |
12% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2971 |
|
2.618 |
1.2741 |
|
1.618 |
1.2600 |
|
1.000 |
1.2513 |
|
0.618 |
1.2459 |
|
HIGH |
1.2372 |
|
0.618 |
1.2318 |
|
0.500 |
1.2302 |
|
0.382 |
1.2285 |
|
LOW |
1.2231 |
|
0.618 |
1.2144 |
|
1.000 |
1.2090 |
|
1.618 |
1.2003 |
|
2.618 |
1.1862 |
|
4.250 |
1.1632 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2335 |
1.2496 |
| PP |
1.2318 |
1.2447 |
| S1 |
1.2302 |
1.2399 |
|