CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3391 |
1.3291 |
-0.0100 |
-0.7% |
1.3480 |
| High |
1.3424 |
1.3402 |
-0.0022 |
-0.2% |
1.3525 |
| Low |
1.3276 |
1.3202 |
-0.0074 |
-0.6% |
1.3202 |
| Close |
1.3315 |
1.3388 |
0.0073 |
0.5% |
1.3388 |
| Range |
0.0148 |
0.0200 |
0.0052 |
35.1% |
0.0323 |
| ATR |
0.0124 |
0.0129 |
0.0005 |
4.4% |
0.0000 |
| Volume |
273,882 |
448,260 |
174,378 |
63.7% |
1,591,355 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3931 |
1.3859 |
1.3498 |
|
| R3 |
1.3731 |
1.3659 |
1.3443 |
|
| R2 |
1.3531 |
1.3531 |
1.3425 |
|
| R1 |
1.3459 |
1.3459 |
1.3406 |
1.3495 |
| PP |
1.3331 |
1.3331 |
1.3331 |
1.3349 |
| S1 |
1.3259 |
1.3259 |
1.3370 |
1.3295 |
| S2 |
1.3131 |
1.3131 |
1.3351 |
|
| S3 |
1.2931 |
1.3059 |
1.3333 |
|
| S4 |
1.2731 |
1.2859 |
1.3278 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4341 |
1.4187 |
1.3566 |
|
| R3 |
1.4018 |
1.3864 |
1.3477 |
|
| R2 |
1.3695 |
1.3695 |
1.3447 |
|
| R1 |
1.3541 |
1.3541 |
1.3418 |
1.3457 |
| PP |
1.3372 |
1.3372 |
1.3372 |
1.3329 |
| S1 |
1.3218 |
1.3218 |
1.3358 |
1.3134 |
| S2 |
1.3049 |
1.3049 |
1.3329 |
|
| S3 |
1.2726 |
1.2895 |
1.3299 |
|
| S4 |
1.2403 |
1.2572 |
1.3210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3525 |
1.3202 |
0.0323 |
2.4% |
0.0123 |
0.9% |
58% |
False |
True |
318,271 |
| 10 |
1.3694 |
1.3202 |
0.0492 |
3.7% |
0.0117 |
0.9% |
38% |
False |
True |
314,036 |
| 20 |
1.3694 |
1.3202 |
0.0492 |
3.7% |
0.0120 |
0.9% |
38% |
False |
True |
293,813 |
| 40 |
1.3819 |
1.3202 |
0.0617 |
4.6% |
0.0126 |
0.9% |
30% |
False |
True |
225,394 |
| 60 |
1.4030 |
1.3202 |
0.0828 |
6.2% |
0.0131 |
1.0% |
22% |
False |
True |
150,766 |
| 80 |
1.4569 |
1.3202 |
0.1367 |
10.2% |
0.0130 |
1.0% |
14% |
False |
True |
113,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4252 |
|
2.618 |
1.3926 |
|
1.618 |
1.3726 |
|
1.000 |
1.3602 |
|
0.618 |
1.3526 |
|
HIGH |
1.3402 |
|
0.618 |
1.3326 |
|
0.500 |
1.3302 |
|
0.382 |
1.3278 |
|
LOW |
1.3202 |
|
0.618 |
1.3078 |
|
1.000 |
1.3002 |
|
1.618 |
1.2878 |
|
2.618 |
1.2678 |
|
4.250 |
1.2352 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3359 |
1.3367 |
| PP |
1.3331 |
1.3346 |
| S1 |
1.3302 |
1.3326 |
|