CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3393 |
1.3289 |
-0.0104 |
-0.8% |
1.3492 |
| High |
1.3419 |
1.3399 |
-0.0020 |
-0.1% |
1.3516 |
| Low |
1.3263 |
1.3202 |
-0.0061 |
-0.5% |
1.3202 |
| Close |
1.3314 |
1.3388 |
0.0074 |
0.6% |
1.3388 |
| Range |
0.0156 |
0.0197 |
0.0041 |
26.3% |
0.0314 |
| ATR |
0.0110 |
0.0116 |
0.0006 |
5.7% |
0.0000 |
| Volume |
731 |
2,106 |
1,375 |
188.1% |
4,767 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3921 |
1.3851 |
1.3496 |
|
| R3 |
1.3724 |
1.3654 |
1.3442 |
|
| R2 |
1.3527 |
1.3527 |
1.3424 |
|
| R1 |
1.3457 |
1.3457 |
1.3406 |
1.3492 |
| PP |
1.3330 |
1.3330 |
1.3330 |
1.3347 |
| S1 |
1.3260 |
1.3260 |
1.3370 |
1.3295 |
| S2 |
1.3133 |
1.3133 |
1.3352 |
|
| S3 |
1.2936 |
1.3063 |
1.3334 |
|
| S4 |
1.2739 |
1.2866 |
1.3280 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4311 |
1.4163 |
1.3561 |
|
| R3 |
1.3997 |
1.3849 |
1.3474 |
|
| R2 |
1.3683 |
1.3683 |
1.3446 |
|
| R1 |
1.3535 |
1.3535 |
1.3417 |
1.3452 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3327 |
| S1 |
1.3221 |
1.3221 |
1.3359 |
1.3138 |
| S2 |
1.3055 |
1.3055 |
1.3330 |
|
| S3 |
1.2741 |
1.2907 |
1.3302 |
|
| S4 |
1.2427 |
1.2593 |
1.3215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3516 |
1.3202 |
0.0314 |
2.3% |
0.0118 |
0.9% |
59% |
False |
True |
953 |
| 10 |
1.3686 |
1.3202 |
0.0484 |
3.6% |
0.0109 |
0.8% |
38% |
False |
True |
875 |
| 20 |
1.3686 |
1.3202 |
0.0484 |
3.6% |
0.0111 |
0.8% |
38% |
False |
True |
697 |
| 40 |
1.3812 |
1.3202 |
0.0610 |
4.6% |
0.0099 |
0.7% |
30% |
False |
True |
475 |
| 60 |
1.3940 |
1.3202 |
0.0738 |
5.5% |
0.0075 |
0.6% |
25% |
False |
True |
322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4236 |
|
2.618 |
1.3915 |
|
1.618 |
1.3718 |
|
1.000 |
1.3596 |
|
0.618 |
1.3521 |
|
HIGH |
1.3399 |
|
0.618 |
1.3324 |
|
0.500 |
1.3301 |
|
0.382 |
1.3277 |
|
LOW |
1.3202 |
|
0.618 |
1.3080 |
|
1.000 |
1.3005 |
|
1.618 |
1.2883 |
|
2.618 |
1.2686 |
|
4.250 |
1.2365 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3359 |
1.3366 |
| PP |
1.3330 |
1.3344 |
| S1 |
1.3301 |
1.3322 |
|