CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3480 |
1.3490 |
0.0010 |
0.1% |
1.3628 |
| High |
1.3500 |
1.3525 |
0.0025 |
0.2% |
1.3694 |
| Low |
1.3417 |
1.3429 |
0.0012 |
0.1% |
1.3474 |
| Close |
1.3475 |
1.3441 |
-0.0034 |
-0.3% |
1.3498 |
| Range |
0.0083 |
0.0096 |
0.0013 |
15.7% |
0.0220 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
340,398 |
256,836 |
-83,562 |
-24.5% |
1,549,005 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3753 |
1.3693 |
1.3494 |
|
| R3 |
1.3657 |
1.3597 |
1.3467 |
|
| R2 |
1.3561 |
1.3561 |
1.3459 |
|
| R1 |
1.3501 |
1.3501 |
1.3450 |
1.3483 |
| PP |
1.3465 |
1.3465 |
1.3465 |
1.3456 |
| S1 |
1.3405 |
1.3405 |
1.3432 |
1.3387 |
| S2 |
1.3369 |
1.3369 |
1.3423 |
|
| S3 |
1.3273 |
1.3309 |
1.3415 |
|
| S4 |
1.3177 |
1.3213 |
1.3388 |
|
|
| 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% |
0.0104 |
0.8% |
9% |
False |
False |
291,724 |
| 10 |
1.3694 |
1.3283 |
0.0411 |
3.1% |
0.0106 |
0.8% |
38% |
False |
False |
305,972 |
| 20 |
1.3694 |
1.3266 |
0.0428 |
3.2% |
0.0119 |
0.9% |
41% |
False |
False |
296,117 |
| 40 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0125 |
0.9% |
32% |
False |
False |
200,767 |
| 60 |
1.4180 |
1.3266 |
0.0914 |
6.8% |
0.0128 |
1.0% |
19% |
False |
False |
134,217 |
| 80 |
1.4569 |
1.3266 |
0.1303 |
9.7% |
0.0128 |
0.9% |
13% |
False |
False |
100,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3933 |
|
2.618 |
1.3776 |
|
1.618 |
1.3680 |
|
1.000 |
1.3621 |
|
0.618 |
1.3584 |
|
HIGH |
1.3525 |
|
0.618 |
1.3488 |
|
0.500 |
1.3477 |
|
0.382 |
1.3466 |
|
LOW |
1.3429 |
|
0.618 |
1.3370 |
|
1.000 |
1.3333 |
|
1.618 |
1.3274 |
|
2.618 |
1.3178 |
|
4.250 |
1.3021 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3477 |
1.3500 |
| PP |
1.3465 |
1.3480 |
| S1 |
1.3453 |
1.3461 |
|