CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3393 |
1.3165 |
-0.0228 |
-1.7% |
1.3480 |
| High |
1.3415 |
1.3268 |
-0.0147 |
-1.1% |
1.3525 |
| Low |
1.3165 |
1.3117 |
-0.0048 |
-0.4% |
1.3202 |
| Close |
1.3209 |
1.3189 |
-0.0020 |
-0.2% |
1.3388 |
| Range |
0.0250 |
0.0151 |
-0.0099 |
-39.6% |
0.0323 |
| ATR |
0.0136 |
0.0137 |
0.0001 |
0.8% |
0.0000 |
| Volume |
294,426 |
539,793 |
245,367 |
83.3% |
1,591,355 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3644 |
1.3568 |
1.3272 |
|
| R3 |
1.3493 |
1.3417 |
1.3231 |
|
| R2 |
1.3342 |
1.3342 |
1.3217 |
|
| R1 |
1.3266 |
1.3266 |
1.3203 |
1.3304 |
| PP |
1.3191 |
1.3191 |
1.3191 |
1.3211 |
| S1 |
1.3115 |
1.3115 |
1.3175 |
1.3153 |
| S2 |
1.3040 |
1.3040 |
1.3161 |
|
| S3 |
1.2889 |
1.2964 |
1.3147 |
|
| S4 |
1.2738 |
1.2813 |
1.3106 |
|
|
| 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 |
1.3424 |
1.3117 |
0.0307 |
2.3% |
0.0171 |
1.3% |
23% |
False |
True |
395,709 |
| 10 |
1.3669 |
1.3117 |
0.0552 |
4.2% |
0.0138 |
1.0% |
13% |
False |
True |
346,273 |
| 20 |
1.3694 |
1.3117 |
0.0577 |
4.4% |
0.0126 |
1.0% |
12% |
False |
True |
308,676 |
| 40 |
1.3819 |
1.3117 |
0.0702 |
5.3% |
0.0125 |
0.9% |
10% |
False |
True |
256,296 |
| 60 |
1.4017 |
1.3117 |
0.0900 |
6.8% |
0.0135 |
1.0% |
8% |
False |
True |
171,677 |
| 80 |
1.4569 |
1.3117 |
0.1452 |
11.0% |
0.0133 |
1.0% |
5% |
False |
True |
128,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3910 |
|
2.618 |
1.3663 |
|
1.618 |
1.3512 |
|
1.000 |
1.3419 |
|
0.618 |
1.3361 |
|
HIGH |
1.3268 |
|
0.618 |
1.3210 |
|
0.500 |
1.3193 |
|
0.382 |
1.3175 |
|
LOW |
1.3117 |
|
0.618 |
1.3024 |
|
1.000 |
1.2966 |
|
1.618 |
1.2873 |
|
2.618 |
1.2722 |
|
4.250 |
1.2475 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3193 |
1.3266 |
| PP |
1.3191 |
1.3240 |
| S1 |
1.3190 |
1.3215 |
|