CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2372 |
1.2300 |
-0.0072 |
-0.6% |
1.2375 |
| High |
1.2372 |
1.2300 |
-0.0072 |
-0.6% |
1.2760 |
| Low |
1.2231 |
1.2234 |
0.0003 |
0.0% |
1.2166 |
| Close |
1.2351 |
1.2231 |
-0.0120 |
-1.0% |
1.2611 |
| Range |
0.0141 |
0.0066 |
-0.0075 |
-53.2% |
0.0594 |
| ATR |
0.0165 |
0.0161 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
21 |
14 |
-7 |
-33.3% |
476 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2453 |
1.2408 |
1.2267 |
|
| R3 |
1.2387 |
1.2342 |
1.2249 |
|
| R2 |
1.2321 |
1.2321 |
1.2243 |
|
| R1 |
1.2276 |
1.2276 |
1.2237 |
1.2266 |
| PP |
1.2255 |
1.2255 |
1.2255 |
1.2250 |
| S1 |
1.2210 |
1.2210 |
1.2225 |
1.2200 |
| S2 |
1.2189 |
1.2189 |
1.2219 |
|
| S3 |
1.2123 |
1.2144 |
1.2213 |
|
| S4 |
1.2057 |
1.2078 |
1.2195 |
|
|
| 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 |
1.2231 |
0.0529 |
4.3% |
0.0179 |
1.5% |
0% |
False |
False |
84 |
| 10 |
1.2760 |
1.2166 |
0.0594 |
4.9% |
0.0166 |
1.4% |
11% |
False |
False |
83 |
| 20 |
1.3303 |
1.2166 |
0.1137 |
9.3% |
0.0139 |
1.1% |
6% |
False |
False |
49 |
| 40 |
1.3625 |
1.2166 |
0.1459 |
11.9% |
0.0081 |
0.7% |
4% |
False |
False |
27 |
| 60 |
1.3765 |
1.2166 |
0.1599 |
13.1% |
0.0058 |
0.5% |
4% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2581 |
|
2.618 |
1.2473 |
|
1.618 |
1.2407 |
|
1.000 |
1.2366 |
|
0.618 |
1.2341 |
|
HIGH |
1.2300 |
|
0.618 |
1.2275 |
|
0.500 |
1.2267 |
|
0.382 |
1.2259 |
|
LOW |
1.2234 |
|
0.618 |
1.2193 |
|
1.000 |
1.2168 |
|
1.618 |
1.2127 |
|
2.618 |
1.2061 |
|
4.250 |
1.1954 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2267 |
1.2388 |
| PP |
1.2255 |
1.2336 |
| S1 |
1.2243 |
1.2283 |
|