CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3404 |
1.3335 |
-0.0069 |
-0.5% |
1.3480 |
| High |
1.3404 |
1.3359 |
-0.0045 |
-0.3% |
1.3590 |
| Low |
1.3327 |
1.3285 |
-0.0042 |
-0.3% |
1.3385 |
| Close |
1.3370 |
1.3349 |
-0.0021 |
-0.2% |
1.3484 |
| Range |
0.0077 |
0.0074 |
-0.0003 |
-3.9% |
0.0205 |
| ATR |
0.0106 |
0.0104 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
470 |
449 |
-21 |
-4.5% |
3,064 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3553 |
1.3525 |
1.3390 |
|
| R3 |
1.3479 |
1.3451 |
1.3369 |
|
| R2 |
1.3405 |
1.3405 |
1.3363 |
|
| R1 |
1.3377 |
1.3377 |
1.3356 |
1.3391 |
| PP |
1.3331 |
1.3331 |
1.3331 |
1.3338 |
| S1 |
1.3303 |
1.3303 |
1.3342 |
1.3317 |
| S2 |
1.3257 |
1.3257 |
1.3335 |
|
| S3 |
1.3183 |
1.3229 |
1.3329 |
|
| S4 |
1.3109 |
1.3155 |
1.3308 |
|
|
| 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 |
1.3674 |
|
2.618 |
1.3553 |
|
1.618 |
1.3479 |
|
1.000 |
1.3433 |
|
0.618 |
1.3405 |
|
HIGH |
1.3359 |
|
0.618 |
1.3331 |
|
0.500 |
1.3322 |
|
0.382 |
1.3313 |
|
LOW |
1.3285 |
|
0.618 |
1.3239 |
|
1.000 |
1.3211 |
|
1.618 |
1.3165 |
|
2.618 |
1.3091 |
|
4.250 |
1.2971 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3340 |
1.3390 |
| PP |
1.3331 |
1.3376 |
| S1 |
1.3322 |
1.3363 |
|