CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3396 |
1.3341 |
-0.0055 |
-0.4% |
1.3467 |
| High |
1.3409 |
1.3367 |
-0.0042 |
-0.3% |
1.3593 |
| Low |
1.3326 |
1.3283 |
-0.0043 |
-0.3% |
1.3385 |
| Close |
1.3372 |
1.3351 |
-0.0021 |
-0.2% |
1.3570 |
| Range |
0.0083 |
0.0084 |
0.0001 |
1.2% |
0.0208 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
310,565 |
289,314 |
-21,251 |
-6.8% |
1,259,644 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3586 |
1.3552 |
1.3397 |
|
| R3 |
1.3502 |
1.3468 |
1.3374 |
|
| R2 |
1.3418 |
1.3418 |
1.3366 |
|
| R1 |
1.3384 |
1.3384 |
1.3359 |
1.3401 |
| PP |
1.3334 |
1.3334 |
1.3334 |
1.3342 |
| S1 |
1.3300 |
1.3300 |
1.3343 |
1.3317 |
| S2 |
1.3250 |
1.3250 |
1.3336 |
|
| S3 |
1.3166 |
1.3216 |
1.3328 |
|
| S4 |
1.3082 |
1.3132 |
1.3305 |
|
|
| 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 |
1.3283 |
0.0310 |
2.3% |
0.0104 |
0.8% |
22% |
False |
True |
231,617 |
| 10 |
1.3593 |
1.3266 |
0.0327 |
2.4% |
0.0120 |
0.9% |
26% |
False |
False |
283,531 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0121 |
0.9% |
15% |
False |
False |
269,501 |
| 40 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0136 |
1.0% |
15% |
False |
False |
139,651 |
| 60 |
1.4569 |
1.3266 |
0.1303 |
9.8% |
0.0131 |
1.0% |
7% |
False |
False |
93,262 |
| 80 |
1.4661 |
1.3266 |
0.1395 |
10.4% |
0.0127 |
1.0% |
6% |
False |
False |
70,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3724 |
|
2.618 |
1.3587 |
|
1.618 |
1.3503 |
|
1.000 |
1.3451 |
|
0.618 |
1.3419 |
|
HIGH |
1.3367 |
|
0.618 |
1.3335 |
|
0.500 |
1.3325 |
|
0.382 |
1.3315 |
|
LOW |
1.3283 |
|
0.618 |
1.3231 |
|
1.000 |
1.3199 |
|
1.618 |
1.3147 |
|
2.618 |
1.3063 |
|
4.250 |
1.2926 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3342 |
1.3391 |
| PP |
1.3334 |
1.3377 |
| S1 |
1.3325 |
1.3364 |
|