CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3484 |
1.3439 |
-0.0045 |
-0.3% |
1.3613 |
| High |
1.3516 |
1.3441 |
-0.0075 |
-0.6% |
1.3686 |
| Low |
1.3430 |
1.3361 |
-0.0069 |
-0.5% |
1.3474 |
| Close |
1.3440 |
1.3404 |
-0.0036 |
-0.3% |
1.3497 |
| Range |
0.0086 |
0.0080 |
-0.0006 |
-7.0% |
0.0212 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
411 |
471 |
60 |
14.6% |
3,989 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3642 |
1.3603 |
1.3448 |
|
| R3 |
1.3562 |
1.3523 |
1.3426 |
|
| R2 |
1.3482 |
1.3482 |
1.3419 |
|
| R1 |
1.3443 |
1.3443 |
1.3411 |
1.3423 |
| PP |
1.3402 |
1.3402 |
1.3402 |
1.3392 |
| S1 |
1.3363 |
1.3363 |
1.3397 |
1.3343 |
| S2 |
1.3322 |
1.3322 |
1.3389 |
|
| S3 |
1.3242 |
1.3283 |
1.3382 |
|
| S4 |
1.3162 |
1.3203 |
1.3360 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4188 |
1.4055 |
1.3614 |
|
| R3 |
1.3976 |
1.3843 |
1.3555 |
|
| R2 |
1.3764 |
1.3764 |
1.3536 |
|
| R1 |
1.3631 |
1.3631 |
1.3516 |
1.3592 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3533 |
| S1 |
1.3419 |
1.3419 |
1.3478 |
1.3380 |
| S2 |
1.3340 |
1.3340 |
1.3458 |
|
| S3 |
1.3128 |
1.3207 |
1.3439 |
|
| S4 |
1.2916 |
1.2995 |
1.3380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3665 |
1.3361 |
0.0304 |
2.3% |
0.0094 |
0.7% |
14% |
False |
True |
827 |
| 10 |
1.3686 |
1.3285 |
0.0401 |
3.0% |
0.0096 |
0.7% |
30% |
False |
False |
673 |
| 20 |
1.3686 |
1.3268 |
0.0418 |
3.1% |
0.0106 |
0.8% |
33% |
False |
False |
601 |
| 40 |
1.3812 |
1.3268 |
0.0544 |
4.1% |
0.0092 |
0.7% |
25% |
False |
False |
404 |
| 60 |
1.4019 |
1.3268 |
0.0751 |
5.6% |
0.0069 |
0.5% |
18% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3781 |
|
2.618 |
1.3650 |
|
1.618 |
1.3570 |
|
1.000 |
1.3521 |
|
0.618 |
1.3490 |
|
HIGH |
1.3441 |
|
0.618 |
1.3410 |
|
0.500 |
1.3401 |
|
0.382 |
1.3392 |
|
LOW |
1.3361 |
|
0.618 |
1.3312 |
|
1.000 |
1.3281 |
|
1.618 |
1.3232 |
|
2.618 |
1.3152 |
|
4.250 |
1.3021 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3403 |
1.3439 |
| PP |
1.3402 |
1.3427 |
| S1 |
1.3401 |
1.3416 |
|