CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3652 |
1.3580 |
-0.0072 |
-0.5% |
1.3628 |
| High |
1.3669 |
1.3583 |
-0.0086 |
-0.6% |
1.3694 |
| Low |
1.3523 |
1.3474 |
-0.0049 |
-0.4% |
1.3474 |
| Close |
1.3576 |
1.3498 |
-0.0078 |
-0.6% |
1.3498 |
| Range |
0.0146 |
0.0109 |
-0.0037 |
-25.3% |
0.0220 |
| ATR |
0.0131 |
0.0130 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
312,008 |
302,972 |
-9,036 |
-2.9% |
1,549,005 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3845 |
1.3781 |
1.3558 |
|
| R3 |
1.3736 |
1.3672 |
1.3528 |
|
| R2 |
1.3627 |
1.3627 |
1.3518 |
|
| R1 |
1.3563 |
1.3563 |
1.3508 |
1.3541 |
| PP |
1.3518 |
1.3518 |
1.3518 |
1.3507 |
| S1 |
1.3454 |
1.3454 |
1.3488 |
1.3432 |
| S2 |
1.3409 |
1.3409 |
1.3478 |
|
| S3 |
1.3300 |
1.3345 |
1.3468 |
|
| S4 |
1.3191 |
1.3236 |
1.3438 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4215 |
1.4077 |
1.3619 |
|
| R3 |
1.3995 |
1.3857 |
1.3559 |
|
| R2 |
1.3775 |
1.3775 |
1.3538 |
|
| R1 |
1.3637 |
1.3637 |
1.3518 |
1.3596 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3535 |
| S1 |
1.3417 |
1.3417 |
1.3478 |
1.3376 |
| S2 |
1.3335 |
1.3335 |
1.3458 |
|
| S3 |
1.3115 |
1.3197 |
1.3438 |
|
| S4 |
1.2895 |
1.2977 |
1.3377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3694 |
1.3474 |
0.0220 |
1.6% |
0.0110 |
0.8% |
11% |
False |
True |
309,801 |
| 10 |
1.3694 |
1.3283 |
0.0411 |
3.0% |
0.0111 |
0.8% |
52% |
False |
False |
264,538 |
| 20 |
1.3694 |
1.3266 |
0.0428 |
3.2% |
0.0121 |
0.9% |
54% |
False |
False |
296,065 |
| 40 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0127 |
0.9% |
42% |
False |
False |
185,968 |
| 60 |
1.4180 |
1.3266 |
0.0914 |
6.8% |
0.0129 |
1.0% |
25% |
False |
False |
124,281 |
| 80 |
1.4569 |
1.3266 |
0.1303 |
9.7% |
0.0128 |
0.9% |
18% |
False |
False |
93,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4046 |
|
2.618 |
1.3868 |
|
1.618 |
1.3759 |
|
1.000 |
1.3692 |
|
0.618 |
1.3650 |
|
HIGH |
1.3583 |
|
0.618 |
1.3541 |
|
0.500 |
1.3529 |
|
0.382 |
1.3516 |
|
LOW |
1.3474 |
|
0.618 |
1.3407 |
|
1.000 |
1.3365 |
|
1.618 |
1.3298 |
|
2.618 |
1.3189 |
|
4.250 |
1.3011 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3529 |
1.3578 |
| PP |
1.3518 |
1.3551 |
| S1 |
1.3508 |
1.3525 |
|