CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3291 |
1.3350 |
0.0059 |
0.4% |
1.3480 |
| High |
1.3402 |
1.3399 |
-0.0003 |
0.0% |
1.3525 |
| Low |
1.3202 |
1.3292 |
0.0090 |
0.7% |
1.3202 |
| Close |
1.3388 |
1.3345 |
-0.0043 |
-0.3% |
1.3388 |
| Range |
0.0200 |
0.0107 |
-0.0093 |
-46.5% |
0.0323 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
448,260 |
422,184 |
-26,076 |
-5.8% |
1,591,355 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3666 |
1.3613 |
1.3404 |
|
| R3 |
1.3559 |
1.3506 |
1.3374 |
|
| R2 |
1.3452 |
1.3452 |
1.3365 |
|
| R1 |
1.3399 |
1.3399 |
1.3355 |
1.3372 |
| PP |
1.3345 |
1.3345 |
1.3345 |
1.3332 |
| S1 |
1.3292 |
1.3292 |
1.3335 |
1.3265 |
| S2 |
1.3238 |
1.3238 |
1.3325 |
|
| S3 |
1.3131 |
1.3185 |
1.3316 |
|
| S4 |
1.3024 |
1.3078 |
1.3286 |
|
|
| 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% |
0.0128 |
1.0% |
44% |
False |
False |
334,628 |
| 10 |
1.3682 |
1.3202 |
0.0480 |
3.6% |
0.0115 |
0.9% |
30% |
False |
False |
318,039 |
| 20 |
1.3694 |
1.3202 |
0.0492 |
3.7% |
0.0118 |
0.9% |
29% |
False |
False |
295,928 |
| 40 |
1.3819 |
1.3202 |
0.0617 |
4.6% |
0.0124 |
0.9% |
23% |
False |
False |
235,791 |
| 60 |
1.4017 |
1.3202 |
0.0815 |
6.1% |
0.0131 |
1.0% |
18% |
False |
False |
157,793 |
| 80 |
1.4569 |
1.3202 |
0.1367 |
10.2% |
0.0130 |
1.0% |
10% |
False |
False |
118,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3854 |
|
2.618 |
1.3679 |
|
1.618 |
1.3572 |
|
1.000 |
1.3506 |
|
0.618 |
1.3465 |
|
HIGH |
1.3399 |
|
0.618 |
1.3358 |
|
0.500 |
1.3346 |
|
0.382 |
1.3333 |
|
LOW |
1.3292 |
|
0.618 |
1.3226 |
|
1.000 |
1.3185 |
|
1.618 |
1.3119 |
|
2.618 |
1.3012 |
|
4.250 |
1.2837 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3346 |
1.3334 |
| PP |
1.3345 |
1.3324 |
| S1 |
1.3345 |
1.3313 |
|