CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3661 |
1.3570 |
-0.0091 |
-0.7% |
1.3613 |
| High |
1.3665 |
1.3570 |
-0.0095 |
-0.7% |
1.3686 |
| Low |
1.3528 |
1.3474 |
-0.0054 |
-0.4% |
1.3474 |
| Close |
1.3575 |
1.3497 |
-0.0078 |
-0.6% |
1.3497 |
| Range |
0.0137 |
0.0096 |
-0.0041 |
-29.9% |
0.0212 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,074 |
1,131 |
57 |
5.3% |
3,989 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3802 |
1.3745 |
1.3550 |
|
| R3 |
1.3706 |
1.3649 |
1.3523 |
|
| R2 |
1.3610 |
1.3610 |
1.3515 |
|
| R1 |
1.3553 |
1.3553 |
1.3506 |
1.3534 |
| PP |
1.3514 |
1.3514 |
1.3514 |
1.3504 |
| S1 |
1.3457 |
1.3457 |
1.3488 |
1.3438 |
| S2 |
1.3418 |
1.3418 |
1.3479 |
|
| S3 |
1.3322 |
1.3361 |
1.3471 |
|
| S4 |
1.3226 |
1.3265 |
1.3444 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4188 |
1.4055 |
1.3614 |
|
| R3 |
1.3976 |
1.3843 |
1.3555 |
|
| R2 |
1.3764 |
1.3764 |
1.3536 |
|
| R1 |
1.3631 |
1.3631 |
1.3516 |
1.3592 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3533 |
| S1 |
1.3419 |
1.3419 |
1.3478 |
1.3380 |
| S2 |
1.3340 |
1.3340 |
1.3458 |
|
| S3 |
1.3128 |
1.3207 |
1.3439 |
|
| S4 |
1.2916 |
1.2995 |
1.3380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3686 |
1.3474 |
0.0212 |
1.6% |
0.0100 |
0.7% |
11% |
False |
True |
797 |
| 10 |
1.3686 |
1.3285 |
0.0401 |
3.0% |
0.0102 |
0.8% |
53% |
False |
False |
611 |
| 20 |
1.3686 |
1.3268 |
0.0418 |
3.1% |
0.0112 |
0.8% |
55% |
False |
False |
545 |
| 40 |
1.3812 |
1.3268 |
0.0544 |
4.0% |
0.0091 |
0.7% |
42% |
False |
False |
362 |
| 60 |
1.4136 |
1.3268 |
0.0868 |
6.4% |
0.0066 |
0.5% |
26% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3978 |
|
2.618 |
1.3821 |
|
1.618 |
1.3725 |
|
1.000 |
1.3666 |
|
0.618 |
1.3629 |
|
HIGH |
1.3570 |
|
0.618 |
1.3533 |
|
0.500 |
1.3522 |
|
0.382 |
1.3511 |
|
LOW |
1.3474 |
|
0.618 |
1.3415 |
|
1.000 |
1.3378 |
|
1.618 |
1.3319 |
|
2.618 |
1.3223 |
|
4.250 |
1.3066 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3522 |
1.3575 |
| PP |
1.3514 |
1.3549 |
| S1 |
1.3505 |
1.3523 |
|