CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3397 |
1.3166 |
-0.0231 |
-1.7% |
1.3492 |
| High |
1.3415 |
1.3268 |
-0.0147 |
-1.1% |
1.3516 |
| Low |
1.3170 |
1.3119 |
-0.0051 |
-0.4% |
1.3202 |
| Close |
1.3209 |
1.3189 |
-0.0020 |
-0.2% |
1.3388 |
| Range |
0.0245 |
0.0149 |
-0.0096 |
-39.2% |
0.0314 |
| ATR |
0.0124 |
0.0126 |
0.0002 |
1.5% |
0.0000 |
| Volume |
1,677 |
1,348 |
-329 |
-19.6% |
4,767 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3639 |
1.3563 |
1.3271 |
|
| R3 |
1.3490 |
1.3414 |
1.3230 |
|
| R2 |
1.3341 |
1.3341 |
1.3216 |
|
| R1 |
1.3265 |
1.3265 |
1.3203 |
1.3303 |
| PP |
1.3192 |
1.3192 |
1.3192 |
1.3211 |
| S1 |
1.3116 |
1.3116 |
1.3175 |
1.3154 |
| S2 |
1.3043 |
1.3043 |
1.3162 |
|
| S3 |
1.2894 |
1.2967 |
1.3148 |
|
| S4 |
1.2745 |
1.2818 |
1.3107 |
|
|
| 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 |
1.3419 |
1.3119 |
0.0300 |
2.3% |
0.0169 |
1.3% |
23% |
False |
True |
1,615 |
| 10 |
1.3665 |
1.3119 |
0.0546 |
4.1% |
0.0131 |
1.0% |
13% |
False |
True |
1,221 |
| 20 |
1.3686 |
1.3119 |
0.0567 |
4.3% |
0.0117 |
0.9% |
12% |
False |
True |
909 |
| 40 |
1.3812 |
1.3119 |
0.0693 |
5.3% |
0.0104 |
0.8% |
10% |
False |
True |
605 |
| 60 |
1.3888 |
1.3119 |
0.0769 |
5.8% |
0.0083 |
0.6% |
9% |
False |
True |
409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3901 |
|
2.618 |
1.3658 |
|
1.618 |
1.3509 |
|
1.000 |
1.3417 |
|
0.618 |
1.3360 |
|
HIGH |
1.3268 |
|
0.618 |
1.3211 |
|
0.500 |
1.3194 |
|
0.382 |
1.3176 |
|
LOW |
1.3119 |
|
0.618 |
1.3027 |
|
1.000 |
1.2970 |
|
1.618 |
1.2878 |
|
2.618 |
1.2729 |
|
4.250 |
1.2486 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3194 |
1.3267 |
| PP |
1.3192 |
1.3241 |
| S1 |
1.3191 |
1.3215 |
|