CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3421 |
1.3507 |
0.0086 |
0.6% |
1.3531 |
| High |
1.3549 |
1.3593 |
0.0044 |
0.3% |
1.3570 |
| Low |
1.3385 |
1.3460 |
0.0075 |
0.6% |
1.3266 |
| Close |
1.3510 |
1.3570 |
0.0060 |
0.4% |
1.3400 |
| Range |
0.0164 |
0.0133 |
-0.0031 |
-18.9% |
0.0304 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
305,069 |
375,318 |
70,249 |
23.0% |
1,706,886 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3940 |
1.3888 |
1.3643 |
|
| R3 |
1.3807 |
1.3755 |
1.3607 |
|
| R2 |
1.3674 |
1.3674 |
1.3594 |
|
| R1 |
1.3622 |
1.3622 |
1.3582 |
1.3648 |
| PP |
1.3541 |
1.3541 |
1.3541 |
1.3554 |
| S1 |
1.3489 |
1.3489 |
1.3558 |
1.3515 |
| S2 |
1.3408 |
1.3408 |
1.3546 |
|
| S3 |
1.3275 |
1.3356 |
1.3533 |
|
| S4 |
1.3142 |
1.3223 |
1.3497 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4324 |
1.4166 |
1.3567 |
|
| R3 |
1.4020 |
1.3862 |
1.3484 |
|
| R2 |
1.3716 |
1.3716 |
1.3456 |
|
| R1 |
1.3558 |
1.3558 |
1.3428 |
1.3485 |
| PP |
1.3412 |
1.3412 |
1.3412 |
1.3376 |
| S1 |
1.3254 |
1.3254 |
1.3372 |
1.3181 |
| S2 |
1.3108 |
1.3108 |
1.3344 |
|
| S3 |
1.2804 |
1.2950 |
1.3316 |
|
| S4 |
1.2500 |
1.2646 |
1.3233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3593 |
1.3268 |
0.0325 |
2.4% |
0.0137 |
1.0% |
93% |
True |
False |
327,906 |
| 10 |
1.3628 |
1.3266 |
0.0362 |
2.7% |
0.0132 |
1.0% |
84% |
False |
False |
327,592 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0123 |
0.9% |
55% |
False |
False |
237,187 |
| 40 |
1.3892 |
1.3266 |
0.0626 |
4.6% |
0.0141 |
1.0% |
49% |
False |
False |
120,174 |
| 60 |
1.4569 |
1.3266 |
0.1303 |
9.6% |
0.0134 |
1.0% |
23% |
False |
False |
80,242 |
| 80 |
1.4860 |
1.3266 |
0.1594 |
11.7% |
0.0124 |
0.9% |
19% |
False |
False |
60,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4158 |
|
2.618 |
1.3941 |
|
1.618 |
1.3808 |
|
1.000 |
1.3726 |
|
0.618 |
1.3675 |
|
HIGH |
1.3593 |
|
0.618 |
1.3542 |
|
0.500 |
1.3527 |
|
0.382 |
1.3511 |
|
LOW |
1.3460 |
|
0.618 |
1.3378 |
|
1.000 |
1.3327 |
|
1.618 |
1.3245 |
|
2.618 |
1.3112 |
|
4.250 |
1.2895 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3556 |
1.3543 |
| PP |
1.3541 |
1.3516 |
| S1 |
1.3527 |
1.3489 |
|