CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3357 |
1.3628 |
0.0271 |
2.0% |
1.3492 |
| High |
1.3506 |
1.3694 |
0.0188 |
1.4% |
1.3539 |
| Low |
1.3342 |
1.3567 |
0.0225 |
1.7% |
1.3283 |
| Close |
1.3456 |
1.3588 |
0.0132 |
1.0% |
1.3456 |
| Range |
0.0164 |
0.0127 |
-0.0037 |
-22.6% |
0.0256 |
| ATR |
0.0129 |
0.0137 |
0.0008 |
6.0% |
0.0000 |
| Volume |
313,608 |
382,153 |
68,545 |
21.9% |
1,096,376 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3997 |
1.3920 |
1.3658 |
|
| R3 |
1.3870 |
1.3793 |
1.3623 |
|
| R2 |
1.3743 |
1.3743 |
1.3611 |
|
| R1 |
1.3666 |
1.3666 |
1.3600 |
1.3641 |
| PP |
1.3616 |
1.3616 |
1.3616 |
1.3604 |
| S1 |
1.3539 |
1.3539 |
1.3576 |
1.3514 |
| S2 |
1.3489 |
1.3489 |
1.3565 |
|
| S3 |
1.3362 |
1.3412 |
1.3553 |
|
| S4 |
1.3235 |
1.3285 |
1.3518 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4194 |
1.4081 |
1.3597 |
|
| R3 |
1.3938 |
1.3825 |
1.3526 |
|
| R2 |
1.3682 |
1.3682 |
1.3503 |
|
| R1 |
1.3569 |
1.3569 |
1.3479 |
1.3498 |
| PP |
1.3426 |
1.3426 |
1.3426 |
1.3390 |
| S1 |
1.3313 |
1.3313 |
1.3433 |
1.3242 |
| S2 |
1.3170 |
1.3170 |
1.3409 |
|
| S3 |
1.2914 |
1.3057 |
1.3386 |
|
| S4 |
1.2658 |
1.2801 |
1.3315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3694 |
1.3283 |
0.0411 |
3.0% |
0.0120 |
0.9% |
74% |
True |
False |
284,739 |
| 10 |
1.3694 |
1.3283 |
0.0411 |
3.0% |
0.0121 |
0.9% |
74% |
True |
False |
273,817 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0126 |
0.9% |
58% |
False |
False |
290,700 |
| 40 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0134 |
1.0% |
58% |
False |
False |
156,994 |
| 60 |
1.4545 |
1.3266 |
0.1279 |
9.4% |
0.0132 |
1.0% |
25% |
False |
False |
104,851 |
| 80 |
1.4615 |
1.3266 |
0.1349 |
9.9% |
0.0130 |
1.0% |
24% |
False |
False |
78,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4234 |
|
2.618 |
1.4026 |
|
1.618 |
1.3899 |
|
1.000 |
1.3821 |
|
0.618 |
1.3772 |
|
HIGH |
1.3694 |
|
0.618 |
1.3645 |
|
0.500 |
1.3631 |
|
0.382 |
1.3616 |
|
LOW |
1.3567 |
|
0.618 |
1.3489 |
|
1.000 |
1.3440 |
|
1.618 |
1.3362 |
|
2.618 |
1.3235 |
|
4.250 |
1.3027 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3631 |
1.3555 |
| PP |
1.3616 |
1.3522 |
| S1 |
1.3602 |
1.3489 |
|