CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3586 |
1.3493 |
-0.0093 |
-0.7% |
1.3480 |
| High |
1.3590 |
1.3535 |
-0.0055 |
-0.4% |
1.3590 |
| Low |
1.3479 |
1.3458 |
-0.0021 |
-0.2% |
1.3385 |
| Close |
1.3484 |
1.3482 |
-0.0002 |
0.0% |
1.3484 |
| Range |
0.0111 |
0.0077 |
-0.0034 |
-30.6% |
0.0205 |
| ATR |
0.0108 |
0.0105 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
960 |
334 |
-626 |
-65.2% |
3,064 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3723 |
1.3679 |
1.3524 |
|
| R3 |
1.3646 |
1.3602 |
1.3503 |
|
| R2 |
1.3569 |
1.3569 |
1.3496 |
|
| R1 |
1.3525 |
1.3525 |
1.3489 |
1.3509 |
| PP |
1.3492 |
1.3492 |
1.3492 |
1.3483 |
| S1 |
1.3448 |
1.3448 |
1.3475 |
1.3432 |
| S2 |
1.3415 |
1.3415 |
1.3468 |
|
| S3 |
1.3338 |
1.3371 |
1.3461 |
|
| S4 |
1.3261 |
1.3294 |
1.3440 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4101 |
1.3998 |
1.3597 |
|
| R3 |
1.3896 |
1.3793 |
1.3540 |
|
| R2 |
1.3691 |
1.3691 |
1.3522 |
|
| R1 |
1.3588 |
1.3588 |
1.3503 |
1.3640 |
| PP |
1.3486 |
1.3486 |
1.3486 |
1.3512 |
| S1 |
1.3383 |
1.3383 |
1.3465 |
1.3435 |
| S2 |
1.3281 |
1.3281 |
1.3446 |
|
| S3 |
1.3076 |
1.3178 |
1.3428 |
|
| S4 |
1.2871 |
1.2973 |
1.3371 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3862 |
|
2.618 |
1.3737 |
|
1.618 |
1.3660 |
|
1.000 |
1.3612 |
|
0.618 |
1.3583 |
|
HIGH |
1.3535 |
|
0.618 |
1.3506 |
|
0.500 |
1.3497 |
|
0.382 |
1.3487 |
|
LOW |
1.3458 |
|
0.618 |
1.3410 |
|
1.000 |
1.3381 |
|
1.618 |
1.3333 |
|
2.618 |
1.3256 |
|
4.250 |
1.3131 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3497 |
1.3524 |
| PP |
1.3492 |
1.3510 |
| S1 |
1.3487 |
1.3496 |
|