CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3439 |
1.3393 |
-0.0046 |
-0.3% |
1.3613 |
| High |
1.3441 |
1.3419 |
-0.0022 |
-0.2% |
1.3686 |
| Low |
1.3361 |
1.3263 |
-0.0098 |
-0.7% |
1.3474 |
| Close |
1.3404 |
1.3314 |
-0.0090 |
-0.7% |
1.3497 |
| Range |
0.0080 |
0.0156 |
0.0076 |
95.0% |
0.0212 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
3.4% |
0.0000 |
| Volume |
471 |
731 |
260 |
55.2% |
3,989 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3800 |
1.3713 |
1.3400 |
|
| R3 |
1.3644 |
1.3557 |
1.3357 |
|
| R2 |
1.3488 |
1.3488 |
1.3343 |
|
| R1 |
1.3401 |
1.3401 |
1.3328 |
1.3367 |
| PP |
1.3332 |
1.3332 |
1.3332 |
1.3315 |
| S1 |
1.3245 |
1.3245 |
1.3300 |
1.3211 |
| S2 |
1.3176 |
1.3176 |
1.3285 |
|
| S3 |
1.3020 |
1.3089 |
1.3271 |
|
| S4 |
1.2864 |
1.2933 |
1.3228 |
|
|
| 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 |
1.3570 |
1.3263 |
0.0307 |
2.3% |
0.0098 |
0.7% |
17% |
False |
True |
758 |
| 10 |
1.3686 |
1.3263 |
0.0423 |
3.2% |
0.0104 |
0.8% |
12% |
False |
True |
701 |
| 20 |
1.3686 |
1.3263 |
0.0423 |
3.2% |
0.0108 |
0.8% |
12% |
False |
True |
614 |
| 40 |
1.3812 |
1.3263 |
0.0549 |
4.1% |
0.0096 |
0.7% |
9% |
False |
True |
422 |
| 60 |
1.3961 |
1.3263 |
0.0698 |
5.2% |
0.0072 |
0.5% |
7% |
False |
True |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4082 |
|
2.618 |
1.3827 |
|
1.618 |
1.3671 |
|
1.000 |
1.3575 |
|
0.618 |
1.3515 |
|
HIGH |
1.3419 |
|
0.618 |
1.3359 |
|
0.500 |
1.3341 |
|
0.382 |
1.3323 |
|
LOW |
1.3263 |
|
0.618 |
1.3167 |
|
1.000 |
1.3107 |
|
1.618 |
1.3011 |
|
2.618 |
1.2855 |
|
4.250 |
1.2600 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3341 |
1.3390 |
| PP |
1.3332 |
1.3364 |
| S1 |
1.3323 |
1.3339 |
|