CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2300 |
1.2290 |
-0.0010 |
-0.1% |
1.2375 |
| High |
1.2300 |
1.2397 |
0.0097 |
0.8% |
1.2760 |
| Low |
1.2234 |
1.2290 |
0.0056 |
0.5% |
1.2166 |
| Close |
1.2231 |
1.2403 |
0.0172 |
1.4% |
1.2611 |
| Range |
0.0066 |
0.0107 |
0.0041 |
62.1% |
0.0594 |
| ATR |
0.0161 |
0.0161 |
0.0000 |
0.2% |
0.0000 |
| Volume |
14 |
6 |
-8 |
-57.1% |
476 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2684 |
1.2651 |
1.2462 |
|
| R3 |
1.2577 |
1.2544 |
1.2432 |
|
| R2 |
1.2470 |
1.2470 |
1.2423 |
|
| R1 |
1.2437 |
1.2437 |
1.2413 |
1.2454 |
| PP |
1.2363 |
1.2363 |
1.2363 |
1.2372 |
| S1 |
1.2330 |
1.2330 |
1.2393 |
1.2347 |
| S2 |
1.2256 |
1.2256 |
1.2383 |
|
| S3 |
1.2149 |
1.2223 |
1.2374 |
|
| S4 |
1.2042 |
1.2116 |
1.2344 |
|
|
| 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% |
0.0150 |
1.2% |
33% |
False |
False |
61 |
| 10 |
1.2760 |
1.2166 |
0.0594 |
4.8% |
0.0177 |
1.4% |
40% |
False |
False |
83 |
| 20 |
1.3303 |
1.2166 |
0.1137 |
9.2% |
0.0144 |
1.2% |
21% |
False |
False |
48 |
| 40 |
1.3625 |
1.2166 |
0.1459 |
11.8% |
0.0083 |
0.7% |
16% |
False |
False |
27 |
| 60 |
1.3765 |
1.2166 |
0.1599 |
12.9% |
0.0060 |
0.5% |
15% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2852 |
|
2.618 |
1.2677 |
|
1.618 |
1.2570 |
|
1.000 |
1.2504 |
|
0.618 |
1.2463 |
|
HIGH |
1.2397 |
|
0.618 |
1.2356 |
|
0.500 |
1.2344 |
|
0.382 |
1.2331 |
|
LOW |
1.2290 |
|
0.618 |
1.2224 |
|
1.000 |
1.2183 |
|
1.618 |
1.2117 |
|
2.618 |
1.2010 |
|
4.250 |
1.1835 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2383 |
1.2373 |
| PP |
1.2363 |
1.2344 |
| S1 |
1.2344 |
1.2314 |
|