CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3211 |
1.3241 |
0.0030 |
0.2% |
1.3350 |
| High |
1.3281 |
1.3344 |
0.0063 |
0.5% |
1.3415 |
| Low |
1.3186 |
1.3227 |
0.0041 |
0.3% |
1.3117 |
| Close |
1.3246 |
1.3308 |
0.0062 |
0.5% |
1.3308 |
| Range |
0.0095 |
0.0117 |
0.0022 |
23.2% |
0.0298 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
605,208 |
360,330 |
-244,878 |
-40.5% |
2,221,941 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3644 |
1.3593 |
1.3372 |
|
| R3 |
1.3527 |
1.3476 |
1.3340 |
|
| R2 |
1.3410 |
1.3410 |
1.3329 |
|
| R1 |
1.3359 |
1.3359 |
1.3319 |
1.3385 |
| PP |
1.3293 |
1.3293 |
1.3293 |
1.3306 |
| S1 |
1.3242 |
1.3242 |
1.3297 |
1.3268 |
| S2 |
1.3176 |
1.3176 |
1.3287 |
|
| S3 |
1.3059 |
1.3125 |
1.3276 |
|
| S4 |
1.2942 |
1.3008 |
1.3244 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4174 |
1.4039 |
1.3472 |
|
| R3 |
1.3876 |
1.3741 |
1.3390 |
|
| R2 |
1.3578 |
1.3578 |
1.3363 |
|
| R1 |
1.3443 |
1.3443 |
1.3335 |
1.3362 |
| PP |
1.3280 |
1.3280 |
1.3280 |
1.3239 |
| S1 |
1.3145 |
1.3145 |
1.3281 |
1.3064 |
| S2 |
1.2982 |
1.2982 |
1.3253 |
|
| S3 |
1.2684 |
1.2847 |
1.3226 |
|
| S4 |
1.2386 |
1.2549 |
1.3144 |
|
|
| 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% |
0.0144 |
1.1% |
64% |
False |
False |
444,388 |
| 10 |
1.3525 |
1.3117 |
0.0408 |
3.1% |
0.0134 |
1.0% |
47% |
False |
False |
381,329 |
| 20 |
1.3694 |
1.3117 |
0.0577 |
4.3% |
0.0122 |
0.9% |
33% |
False |
False |
322,933 |
| 40 |
1.3819 |
1.3117 |
0.0702 |
5.3% |
0.0123 |
0.9% |
27% |
False |
False |
280,060 |
| 60 |
1.3892 |
1.3117 |
0.0775 |
5.8% |
0.0135 |
1.0% |
25% |
False |
False |
187,760 |
| 80 |
1.4569 |
1.3117 |
0.1452 |
10.9% |
0.0131 |
1.0% |
13% |
False |
False |
140,915 |
| 100 |
1.4860 |
1.3117 |
0.1743 |
13.1% |
0.0124 |
0.9% |
11% |
False |
False |
112,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3841 |
|
2.618 |
1.3650 |
|
1.618 |
1.3533 |
|
1.000 |
1.3461 |
|
0.618 |
1.3416 |
|
HIGH |
1.3344 |
|
0.618 |
1.3299 |
|
0.500 |
1.3286 |
|
0.382 |
1.3272 |
|
LOW |
1.3227 |
|
0.618 |
1.3155 |
|
1.000 |
1.3110 |
|
1.618 |
1.3038 |
|
2.618 |
1.2921 |
|
4.250 |
1.2730 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3301 |
1.3282 |
| PP |
1.3293 |
1.3256 |
| S1 |
1.3286 |
1.3231 |
|