CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3165 |
1.3211 |
0.0046 |
0.3% |
1.3480 |
| High |
1.3268 |
1.3281 |
0.0013 |
0.1% |
1.3525 |
| Low |
1.3117 |
1.3186 |
0.0069 |
0.5% |
1.3202 |
| Close |
1.3189 |
1.3246 |
0.0057 |
0.4% |
1.3388 |
| Range |
0.0151 |
0.0095 |
-0.0056 |
-37.1% |
0.0323 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
539,793 |
605,208 |
65,415 |
12.1% |
1,591,355 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3523 |
1.3479 |
1.3298 |
|
| R3 |
1.3428 |
1.3384 |
1.3272 |
|
| R2 |
1.3333 |
1.3333 |
1.3263 |
|
| R1 |
1.3289 |
1.3289 |
1.3255 |
1.3311 |
| PP |
1.3238 |
1.3238 |
1.3238 |
1.3249 |
| S1 |
1.3194 |
1.3194 |
1.3237 |
1.3216 |
| S2 |
1.3143 |
1.3143 |
1.3229 |
|
| S3 |
1.3048 |
1.3099 |
1.3220 |
|
| S4 |
1.2953 |
1.3004 |
1.3194 |
|
|
| 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 |
1.3415 |
1.3117 |
0.0298 |
2.2% |
0.0161 |
1.2% |
43% |
False |
False |
461,974 |
| 10 |
1.3583 |
1.3117 |
0.0466 |
3.5% |
0.0133 |
1.0% |
28% |
False |
False |
375,593 |
| 20 |
1.3694 |
1.3117 |
0.0577 |
4.4% |
0.0123 |
0.9% |
22% |
False |
False |
323,683 |
| 40 |
1.3819 |
1.3117 |
0.0702 |
5.3% |
0.0124 |
0.9% |
18% |
False |
False |
271,258 |
| 60 |
1.4017 |
1.3117 |
0.0900 |
6.8% |
0.0135 |
1.0% |
14% |
False |
False |
181,760 |
| 80 |
1.4569 |
1.3117 |
0.1452 |
11.0% |
0.0131 |
1.0% |
9% |
False |
False |
136,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3685 |
|
2.618 |
1.3530 |
|
1.618 |
1.3435 |
|
1.000 |
1.3376 |
|
0.618 |
1.3340 |
|
HIGH |
1.3281 |
|
0.618 |
1.3245 |
|
0.500 |
1.3234 |
|
0.382 |
1.3222 |
|
LOW |
1.3186 |
|
0.618 |
1.3127 |
|
1.000 |
1.3091 |
|
1.618 |
1.3032 |
|
2.618 |
1.2937 |
|
4.250 |
1.2782 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3242 |
1.3266 |
| PP |
1.3238 |
1.3259 |
| S1 |
1.3234 |
1.3253 |
|