CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3166 |
1.3205 |
0.0039 |
0.3% |
1.3492 |
| High |
1.3268 |
1.3280 |
0.0012 |
0.1% |
1.3516 |
| Low |
1.3119 |
1.3196 |
0.0077 |
0.6% |
1.3202 |
| Close |
1.3189 |
1.3247 |
0.0058 |
0.4% |
1.3388 |
| Range |
0.0149 |
0.0084 |
-0.0065 |
-43.6% |
0.0314 |
| ATR |
0.0126 |
0.0123 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
1,348 |
4,076 |
2,728 |
202.4% |
4,767 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3493 |
1.3454 |
1.3293 |
|
| R3 |
1.3409 |
1.3370 |
1.3270 |
|
| R2 |
1.3325 |
1.3325 |
1.3262 |
|
| R1 |
1.3286 |
1.3286 |
1.3255 |
1.3306 |
| PP |
1.3241 |
1.3241 |
1.3241 |
1.3251 |
| S1 |
1.3202 |
1.3202 |
1.3239 |
1.3222 |
| S2 |
1.3157 |
1.3157 |
1.3232 |
|
| S3 |
1.3073 |
1.3118 |
1.3224 |
|
| S4 |
1.2989 |
1.3034 |
1.3201 |
|
|
| 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 |
1.3415 |
1.3119 |
0.0296 |
2.2% |
0.0154 |
1.2% |
43% |
False |
False |
2,284 |
| 10 |
1.3570 |
1.3119 |
0.0451 |
3.4% |
0.0126 |
1.0% |
28% |
False |
False |
1,521 |
| 20 |
1.3686 |
1.3119 |
0.0567 |
4.3% |
0.0115 |
0.9% |
23% |
False |
False |
1,057 |
| 40 |
1.3812 |
1.3119 |
0.0693 |
5.2% |
0.0106 |
0.8% |
18% |
False |
False |
697 |
| 60 |
1.3812 |
1.3119 |
0.0693 |
5.2% |
0.0084 |
0.6% |
18% |
False |
False |
477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3637 |
|
2.618 |
1.3500 |
|
1.618 |
1.3416 |
|
1.000 |
1.3364 |
|
0.618 |
1.3332 |
|
HIGH |
1.3280 |
|
0.618 |
1.3248 |
|
0.500 |
1.3238 |
|
0.382 |
1.3228 |
|
LOW |
1.3196 |
|
0.618 |
1.3144 |
|
1.000 |
1.3112 |
|
1.618 |
1.3060 |
|
2.618 |
1.2976 |
|
4.250 |
1.2839 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3244 |
1.3267 |
| PP |
1.3241 |
1.3260 |
| S1 |
1.3238 |
1.3254 |
|