CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3289 |
1.3356 |
0.0067 |
0.5% |
1.3492 |
| High |
1.3399 |
1.3395 |
-0.0004 |
0.0% |
1.3516 |
| Low |
1.3202 |
1.3299 |
0.0097 |
0.7% |
1.3202 |
| Close |
1.3388 |
1.3345 |
-0.0043 |
-0.3% |
1.3388 |
| Range |
0.0197 |
0.0096 |
-0.0101 |
-51.3% |
0.0314 |
| ATR |
0.0116 |
0.0114 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,106 |
2,214 |
108 |
5.1% |
4,767 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3634 |
1.3586 |
1.3398 |
|
| R3 |
1.3538 |
1.3490 |
1.3371 |
|
| R2 |
1.3442 |
1.3442 |
1.3363 |
|
| R1 |
1.3394 |
1.3394 |
1.3354 |
1.3370 |
| PP |
1.3346 |
1.3346 |
1.3346 |
1.3335 |
| S1 |
1.3298 |
1.3298 |
1.3336 |
1.3274 |
| S2 |
1.3250 |
1.3250 |
1.3327 |
|
| S3 |
1.3154 |
1.3202 |
1.3319 |
|
| S4 |
1.3058 |
1.3106 |
1.3292 |
|
|
| 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 |
2.4% |
0.0123 |
0.9% |
46% |
False |
False |
1,186 |
| 10 |
1.3675 |
1.3202 |
0.0473 |
3.5% |
0.0107 |
0.8% |
30% |
False |
False |
1,009 |
| 20 |
1.3686 |
1.3202 |
0.0484 |
3.6% |
0.0112 |
0.8% |
30% |
False |
False |
783 |
| 40 |
1.3812 |
1.3202 |
0.0610 |
4.6% |
0.0099 |
0.7% |
23% |
False |
False |
530 |
| 60 |
1.3940 |
1.3202 |
0.0738 |
5.5% |
0.0077 |
0.6% |
19% |
False |
False |
359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3803 |
|
2.618 |
1.3646 |
|
1.618 |
1.3550 |
|
1.000 |
1.3491 |
|
0.618 |
1.3454 |
|
HIGH |
1.3395 |
|
0.618 |
1.3358 |
|
0.500 |
1.3347 |
|
0.382 |
1.3336 |
|
LOW |
1.3299 |
|
0.618 |
1.3240 |
|
1.000 |
1.3203 |
|
1.618 |
1.3144 |
|
2.618 |
1.3048 |
|
4.250 |
1.2891 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3347 |
1.3334 |
| PP |
1.3346 |
1.3322 |
| S1 |
1.3346 |
1.3311 |
|