CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3590 |
1.3616 |
0.0026 |
0.2% |
1.3492 |
| High |
1.3629 |
1.3682 |
0.0053 |
0.4% |
1.3539 |
| Low |
1.3546 |
1.3595 |
0.0049 |
0.4% |
1.3283 |
| Close |
1.3596 |
1.3656 |
0.0060 |
0.4% |
1.3456 |
| Range |
0.0083 |
0.0087 |
0.0004 |
4.8% |
0.0256 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
305,464 |
246,408 |
-59,056 |
-19.3% |
1,096,376 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3905 |
1.3868 |
1.3704 |
|
| R3 |
1.3818 |
1.3781 |
1.3680 |
|
| R2 |
1.3731 |
1.3731 |
1.3672 |
|
| R1 |
1.3694 |
1.3694 |
1.3664 |
1.3713 |
| PP |
1.3644 |
1.3644 |
1.3644 |
1.3654 |
| S1 |
1.3607 |
1.3607 |
1.3648 |
1.3626 |
| S2 |
1.3557 |
1.3557 |
1.3640 |
|
| S3 |
1.3470 |
1.3520 |
1.3632 |
|
| S4 |
1.3383 |
1.3433 |
1.3608 |
|
|
| 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% |
0.0109 |
0.8% |
91% |
False |
False |
307,389 |
| 10 |
1.3694 |
1.3283 |
0.0411 |
3.0% |
0.0115 |
0.8% |
91% |
False |
False |
271,078 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.0% |
0.0121 |
0.9% |
71% |
False |
False |
292,469 |
| 40 |
1.3819 |
1.3266 |
0.0553 |
4.0% |
0.0130 |
1.0% |
71% |
False |
False |
170,706 |
| 60 |
1.4402 |
1.3266 |
0.1136 |
8.3% |
0.0131 |
1.0% |
34% |
False |
False |
114,041 |
| 80 |
1.4569 |
1.3266 |
0.1303 |
9.5% |
0.0129 |
0.9% |
30% |
False |
False |
85,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4052 |
|
2.618 |
1.3910 |
|
1.618 |
1.3823 |
|
1.000 |
1.3769 |
|
0.618 |
1.3736 |
|
HIGH |
1.3682 |
|
0.618 |
1.3649 |
|
0.500 |
1.3639 |
|
0.382 |
1.3628 |
|
LOW |
1.3595 |
|
0.618 |
1.3541 |
|
1.000 |
1.3508 |
|
1.618 |
1.3454 |
|
2.618 |
1.3367 |
|
4.250 |
1.3225 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3650 |
1.3644 |
| PP |
1.3644 |
1.3632 |
| S1 |
1.3639 |
1.3620 |
|