CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3570 |
1.3492 |
-0.0078 |
-0.6% |
1.3613 |
| High |
1.3570 |
1.3492 |
-0.0078 |
-0.6% |
1.3686 |
| Low |
1.3474 |
1.3421 |
-0.0053 |
-0.4% |
1.3474 |
| Close |
1.3497 |
1.3474 |
-0.0023 |
-0.2% |
1.3497 |
| Range |
0.0096 |
0.0071 |
-0.0025 |
-26.0% |
0.0212 |
| ATR |
0.0112 |
0.0110 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
1,131 |
1,048 |
-83 |
-7.3% |
3,989 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3675 |
1.3646 |
1.3513 |
|
| R3 |
1.3604 |
1.3575 |
1.3494 |
|
| R2 |
1.3533 |
1.3533 |
1.3487 |
|
| R1 |
1.3504 |
1.3504 |
1.3481 |
1.3483 |
| PP |
1.3462 |
1.3462 |
1.3462 |
1.3452 |
| S1 |
1.3433 |
1.3433 |
1.3467 |
1.3412 |
| S2 |
1.3391 |
1.3391 |
1.3461 |
|
| S3 |
1.3320 |
1.3362 |
1.3454 |
|
| S4 |
1.3249 |
1.3291 |
1.3435 |
|
|
| 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 |
1.3675 |
1.3421 |
0.0254 |
1.9% |
0.0091 |
0.7% |
21% |
False |
True |
833 |
| 10 |
1.3686 |
1.3285 |
0.0401 |
3.0% |
0.0101 |
0.7% |
47% |
False |
False |
682 |
| 20 |
1.3686 |
1.3268 |
0.0418 |
3.1% |
0.0111 |
0.8% |
49% |
False |
False |
581 |
| 40 |
1.3812 |
1.3268 |
0.0544 |
4.0% |
0.0092 |
0.7% |
38% |
False |
False |
382 |
| 60 |
1.4136 |
1.3268 |
0.0868 |
6.4% |
0.0067 |
0.5% |
24% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3794 |
|
2.618 |
1.3678 |
|
1.618 |
1.3607 |
|
1.000 |
1.3563 |
|
0.618 |
1.3536 |
|
HIGH |
1.3492 |
|
0.618 |
1.3465 |
|
0.500 |
1.3457 |
|
0.382 |
1.3448 |
|
LOW |
1.3421 |
|
0.618 |
1.3377 |
|
1.000 |
1.3350 |
|
1.618 |
1.3306 |
|
2.618 |
1.3235 |
|
4.250 |
1.3119 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3468 |
1.3543 |
| PP |
1.3462 |
1.3520 |
| S1 |
1.3457 |
1.3497 |
|