CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3356 |
1.3397 |
0.0041 |
0.3% |
1.3492 |
| High |
1.3395 |
1.3415 |
0.0020 |
0.1% |
1.3516 |
| Low |
1.3299 |
1.3170 |
-0.0129 |
-1.0% |
1.3202 |
| Close |
1.3345 |
1.3209 |
-0.0136 |
-1.0% |
1.3388 |
| Range |
0.0096 |
0.0245 |
0.0149 |
155.2% |
0.0314 |
| ATR |
0.0114 |
0.0124 |
0.0009 |
8.2% |
0.0000 |
| Volume |
2,214 |
1,677 |
-537 |
-24.3% |
4,767 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4000 |
1.3849 |
1.3344 |
|
| R3 |
1.3755 |
1.3604 |
1.3276 |
|
| R2 |
1.3510 |
1.3510 |
1.3254 |
|
| R1 |
1.3359 |
1.3359 |
1.3231 |
1.3312 |
| PP |
1.3265 |
1.3265 |
1.3265 |
1.3241 |
| S1 |
1.3114 |
1.3114 |
1.3187 |
1.3067 |
| S2 |
1.3020 |
1.3020 |
1.3164 |
|
| S3 |
1.2775 |
1.2869 |
1.3142 |
|
| S4 |
1.2530 |
1.2624 |
1.3074 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4311 |
1.4163 |
1.3561 |
|
| R3 |
1.3997 |
1.3849 |
1.3474 |
|
| R2 |
1.3683 |
1.3683 |
1.3446 |
|
| R1 |
1.3535 |
1.3535 |
1.3417 |
1.3452 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3327 |
| S1 |
1.3221 |
1.3221 |
1.3359 |
1.3138 |
| S2 |
1.3055 |
1.3055 |
1.3330 |
|
| S3 |
1.2741 |
1.2907 |
1.3302 |
|
| S4 |
1.2427 |
1.2593 |
1.3215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3441 |
1.3170 |
0.0271 |
2.1% |
0.0155 |
1.2% |
14% |
False |
True |
1,439 |
| 10 |
1.3675 |
1.3170 |
0.0505 |
3.8% |
0.0124 |
0.9% |
8% |
False |
True |
1,144 |
| 20 |
1.3686 |
1.3170 |
0.0516 |
3.9% |
0.0117 |
0.9% |
8% |
False |
True |
858 |
| 40 |
1.3812 |
1.3170 |
0.0642 |
4.9% |
0.0100 |
0.8% |
6% |
False |
True |
572 |
| 60 |
1.3940 |
1.3170 |
0.0770 |
5.8% |
0.0081 |
0.6% |
5% |
False |
True |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4456 |
|
2.618 |
1.4056 |
|
1.618 |
1.3811 |
|
1.000 |
1.3660 |
|
0.618 |
1.3566 |
|
HIGH |
1.3415 |
|
0.618 |
1.3321 |
|
0.500 |
1.3293 |
|
0.382 |
1.3264 |
|
LOW |
1.3170 |
|
0.618 |
1.3019 |
|
1.000 |
1.2925 |
|
1.618 |
1.2774 |
|
2.618 |
1.2529 |
|
4.250 |
1.2129 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3293 |
1.3293 |
| PP |
1.3265 |
1.3265 |
| S1 |
1.3237 |
1.3237 |
|