CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3443 |
1.3391 |
-0.0052 |
-0.4% |
1.3628 |
| High |
1.3449 |
1.3424 |
-0.0025 |
-0.2% |
1.3694 |
| Low |
1.3359 |
1.3276 |
-0.0083 |
-0.6% |
1.3474 |
| Close |
1.3405 |
1.3315 |
-0.0090 |
-0.7% |
1.3498 |
| Range |
0.0090 |
0.0148 |
0.0058 |
64.4% |
0.0220 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.5% |
0.0000 |
| Volume |
271,979 |
273,882 |
1,903 |
0.7% |
1,549,005 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3782 |
1.3697 |
1.3396 |
|
| R3 |
1.3634 |
1.3549 |
1.3356 |
|
| R2 |
1.3486 |
1.3486 |
1.3342 |
|
| R1 |
1.3401 |
1.3401 |
1.3329 |
1.3370 |
| PP |
1.3338 |
1.3338 |
1.3338 |
1.3323 |
| S1 |
1.3253 |
1.3253 |
1.3301 |
1.3222 |
| S2 |
1.3190 |
1.3190 |
1.3288 |
|
| S3 |
1.3042 |
1.3105 |
1.3274 |
|
| S4 |
1.2894 |
1.2957 |
1.3234 |
|
|
| 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 |
1.3583 |
1.3276 |
0.0307 |
2.3% |
0.0105 |
0.8% |
13% |
False |
True |
289,213 |
| 10 |
1.3694 |
1.3276 |
0.0418 |
3.1% |
0.0113 |
0.9% |
9% |
False |
True |
300,570 |
| 20 |
1.3694 |
1.3266 |
0.0428 |
3.2% |
0.0116 |
0.9% |
11% |
False |
False |
292,050 |
| 40 |
1.3819 |
1.3266 |
0.0553 |
4.2% |
0.0124 |
0.9% |
9% |
False |
False |
214,260 |
| 60 |
1.4077 |
1.3266 |
0.0811 |
6.1% |
0.0129 |
1.0% |
6% |
False |
False |
143,301 |
| 80 |
1.4569 |
1.3266 |
0.1303 |
9.8% |
0.0128 |
1.0% |
4% |
False |
False |
107,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4053 |
|
2.618 |
1.3811 |
|
1.618 |
1.3663 |
|
1.000 |
1.3572 |
|
0.618 |
1.3515 |
|
HIGH |
1.3424 |
|
0.618 |
1.3367 |
|
0.500 |
1.3350 |
|
0.382 |
1.3333 |
|
LOW |
1.3276 |
|
0.618 |
1.3185 |
|
1.000 |
1.3128 |
|
1.618 |
1.3037 |
|
2.618 |
1.2889 |
|
4.250 |
1.2647 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3350 |
1.3401 |
| PP |
1.3338 |
1.3372 |
| S1 |
1.3327 |
1.3344 |
|