CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3580 |
1.3480 |
-0.0100 |
-0.7% |
1.3628 |
| High |
1.3583 |
1.3500 |
-0.0083 |
-0.6% |
1.3694 |
| Low |
1.3474 |
1.3417 |
-0.0057 |
-0.4% |
1.3474 |
| Close |
1.3498 |
1.3475 |
-0.0023 |
-0.2% |
1.3498 |
| Range |
0.0109 |
0.0083 |
-0.0026 |
-23.9% |
0.0220 |
| ATR |
0.0130 |
0.0126 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
302,972 |
340,398 |
37,426 |
12.4% |
1,549,005 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3713 |
1.3677 |
1.3521 |
|
| R3 |
1.3630 |
1.3594 |
1.3498 |
|
| R2 |
1.3547 |
1.3547 |
1.3490 |
|
| R1 |
1.3511 |
1.3511 |
1.3483 |
1.3488 |
| PP |
1.3464 |
1.3464 |
1.3464 |
1.3452 |
| S1 |
1.3428 |
1.3428 |
1.3467 |
1.3405 |
| S2 |
1.3381 |
1.3381 |
1.3460 |
|
| S3 |
1.3298 |
1.3345 |
1.3452 |
|
| S4 |
1.3215 |
1.3262 |
1.3429 |
|
|
| 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 |
1.3682 |
1.3417 |
0.0265 |
2.0% |
0.0102 |
0.8% |
22% |
False |
True |
301,450 |
| 10 |
1.3694 |
1.3283 |
0.0411 |
3.1% |
0.0111 |
0.8% |
47% |
False |
False |
293,094 |
| 20 |
1.3694 |
1.3266 |
0.0428 |
3.2% |
0.0119 |
0.9% |
49% |
False |
False |
297,615 |
| 40 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0125 |
0.9% |
38% |
False |
False |
194,403 |
| 60 |
1.4180 |
1.3266 |
0.0914 |
6.8% |
0.0129 |
1.0% |
23% |
False |
False |
129,945 |
| 80 |
1.4569 |
1.3266 |
0.1303 |
9.7% |
0.0128 |
0.9% |
16% |
False |
False |
97,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3853 |
|
2.618 |
1.3717 |
|
1.618 |
1.3634 |
|
1.000 |
1.3583 |
|
0.618 |
1.3551 |
|
HIGH |
1.3500 |
|
0.618 |
1.3468 |
|
0.500 |
1.3459 |
|
0.382 |
1.3449 |
|
LOW |
1.3417 |
|
0.618 |
1.3366 |
|
1.000 |
1.3334 |
|
1.618 |
1.3283 |
|
2.618 |
1.3200 |
|
4.250 |
1.3064 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3470 |
1.3543 |
| PP |
1.3464 |
1.3520 |
| S1 |
1.3459 |
1.3498 |
|