CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3483 |
1.3396 |
-0.0087 |
-0.6% |
1.3467 |
| High |
1.3498 |
1.3409 |
-0.0089 |
-0.7% |
1.3593 |
| Low |
1.3355 |
1.3326 |
-0.0029 |
-0.2% |
1.3385 |
| Close |
1.3394 |
1.3372 |
-0.0022 |
-0.2% |
1.3570 |
| Range |
0.0143 |
0.0083 |
-0.0060 |
-42.0% |
0.0208 |
| ATR |
0.0133 |
0.0130 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
128,059 |
310,565 |
182,506 |
142.5% |
1,259,644 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3618 |
1.3578 |
1.3418 |
|
| R3 |
1.3535 |
1.3495 |
1.3395 |
|
| R2 |
1.3452 |
1.3452 |
1.3387 |
|
| R1 |
1.3412 |
1.3412 |
1.3380 |
1.3391 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3358 |
| S1 |
1.3329 |
1.3329 |
1.3364 |
1.3308 |
| S2 |
1.3286 |
1.3286 |
1.3357 |
|
| S3 |
1.3203 |
1.3246 |
1.3349 |
|
| S4 |
1.3120 |
1.3163 |
1.3326 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4140 |
1.4063 |
1.3684 |
|
| R3 |
1.3932 |
1.3855 |
1.3627 |
|
| R2 |
1.3724 |
1.3724 |
1.3608 |
|
| R1 |
1.3647 |
1.3647 |
1.3589 |
1.3686 |
| PP |
1.3516 |
1.3516 |
1.3516 |
1.3535 |
| S1 |
1.3439 |
1.3439 |
1.3551 |
1.3478 |
| S2 |
1.3308 |
1.3308 |
1.3532 |
|
| S3 |
1.3100 |
1.3231 |
1.3513 |
|
| S4 |
1.2892 |
1.3023 |
1.3456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3593 |
1.3326 |
0.0267 |
2.0% |
0.0120 |
0.9% |
17% |
False |
True |
234,768 |
| 10 |
1.3593 |
1.3266 |
0.0327 |
2.4% |
0.0130 |
1.0% |
32% |
False |
False |
287,004 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0123 |
0.9% |
19% |
False |
False |
257,847 |
| 40 |
1.3834 |
1.3266 |
0.0568 |
4.2% |
0.0138 |
1.0% |
19% |
False |
False |
132,436 |
| 60 |
1.4569 |
1.3266 |
0.1303 |
9.7% |
0.0132 |
1.0% |
8% |
False |
False |
88,450 |
| 80 |
1.4715 |
1.3266 |
0.1449 |
10.8% |
0.0127 |
0.9% |
7% |
False |
False |
66,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3762 |
|
2.618 |
1.3626 |
|
1.618 |
1.3543 |
|
1.000 |
1.3492 |
|
0.618 |
1.3460 |
|
HIGH |
1.3409 |
|
0.618 |
1.3377 |
|
0.500 |
1.3368 |
|
0.382 |
1.3358 |
|
LOW |
1.3326 |
|
0.618 |
1.3275 |
|
1.000 |
1.3243 |
|
1.618 |
1.3192 |
|
2.618 |
1.3109 |
|
4.250 |
1.2973 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3371 |
1.3433 |
| PP |
1.3369 |
1.3412 |
| S1 |
1.3368 |
1.3392 |
|