CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3350 |
1.3393 |
0.0043 |
0.3% |
1.3480 |
| High |
1.3399 |
1.3415 |
0.0016 |
0.1% |
1.3525 |
| Low |
1.3292 |
1.3165 |
-0.0127 |
-1.0% |
1.3202 |
| Close |
1.3345 |
1.3209 |
-0.0136 |
-1.0% |
1.3388 |
| Range |
0.0107 |
0.0250 |
0.0143 |
133.6% |
0.0323 |
| ATR |
0.0127 |
0.0136 |
0.0009 |
6.9% |
0.0000 |
| Volume |
422,184 |
294,426 |
-127,758 |
-30.3% |
1,591,355 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4013 |
1.3861 |
1.3347 |
|
| R3 |
1.3763 |
1.3611 |
1.3278 |
|
| R2 |
1.3513 |
1.3513 |
1.3255 |
|
| R1 |
1.3361 |
1.3361 |
1.3232 |
1.3312 |
| PP |
1.3263 |
1.3263 |
1.3263 |
1.3239 |
| S1 |
1.3111 |
1.3111 |
1.3186 |
1.3062 |
| S2 |
1.3013 |
1.3013 |
1.3163 |
|
| S3 |
1.2763 |
1.2861 |
1.3140 |
|
| S4 |
1.2513 |
1.2611 |
1.3072 |
|
|
| 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 |
1.3449 |
1.3165 |
0.0284 |
2.2% |
0.0159 |
1.2% |
15% |
False |
True |
342,146 |
| 10 |
1.3682 |
1.3165 |
0.0517 |
3.9% |
0.0132 |
1.0% |
9% |
False |
True |
316,935 |
| 20 |
1.3694 |
1.3165 |
0.0529 |
4.0% |
0.0126 |
1.0% |
8% |
False |
True |
293,441 |
| 40 |
1.3819 |
1.3165 |
0.0654 |
5.0% |
0.0126 |
1.0% |
7% |
False |
True |
242,954 |
| 60 |
1.4017 |
1.3165 |
0.0852 |
6.5% |
0.0133 |
1.0% |
5% |
False |
True |
162,690 |
| 80 |
1.4569 |
1.3165 |
0.1404 |
10.6% |
0.0132 |
1.0% |
3% |
False |
True |
122,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4478 |
|
2.618 |
1.4070 |
|
1.618 |
1.3820 |
|
1.000 |
1.3665 |
|
0.618 |
1.3570 |
|
HIGH |
1.3415 |
|
0.618 |
1.3320 |
|
0.500 |
1.3290 |
|
0.382 |
1.3261 |
|
LOW |
1.3165 |
|
0.618 |
1.3011 |
|
1.000 |
1.2915 |
|
1.618 |
1.2761 |
|
2.618 |
1.2511 |
|
4.250 |
1.2103 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3290 |
1.3290 |
| PP |
1.3263 |
1.3263 |
| S1 |
1.3236 |
1.3236 |
|