CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3205 |
1.3243 |
0.0038 |
0.3% |
1.3356 |
| High |
1.3280 |
1.3341 |
0.0061 |
0.5% |
1.3415 |
| Low |
1.3196 |
1.3229 |
0.0033 |
0.3% |
1.3119 |
| Close |
1.3247 |
1.3309 |
0.0062 |
0.5% |
1.3309 |
| Range |
0.0084 |
0.0112 |
0.0028 |
33.3% |
0.0296 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
4,076 |
1,594 |
-2,482 |
-60.9% |
10,909 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3629 |
1.3581 |
1.3371 |
|
| R3 |
1.3517 |
1.3469 |
1.3340 |
|
| R2 |
1.3405 |
1.3405 |
1.3330 |
|
| R1 |
1.3357 |
1.3357 |
1.3319 |
1.3381 |
| PP |
1.3293 |
1.3293 |
1.3293 |
1.3305 |
| S1 |
1.3245 |
1.3245 |
1.3299 |
1.3269 |
| S2 |
1.3181 |
1.3181 |
1.3288 |
|
| S3 |
1.3069 |
1.3133 |
1.3278 |
|
| S4 |
1.2957 |
1.3021 |
1.3247 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4169 |
1.4035 |
1.3472 |
|
| R3 |
1.3873 |
1.3739 |
1.3390 |
|
| R2 |
1.3577 |
1.3577 |
1.3363 |
|
| R1 |
1.3443 |
1.3443 |
1.3336 |
1.3362 |
| PP |
1.3281 |
1.3281 |
1.3281 |
1.3241 |
| S1 |
1.3147 |
1.3147 |
1.3282 |
1.3066 |
| S2 |
1.2985 |
1.2985 |
1.3255 |
|
| S3 |
1.2689 |
1.2851 |
1.3228 |
|
| S4 |
1.2393 |
1.2555 |
1.3146 |
|
|
| 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% |
0.0137 |
1.0% |
64% |
False |
False |
2,181 |
| 10 |
1.3516 |
1.3119 |
0.0397 |
3.0% |
0.0128 |
1.0% |
48% |
False |
False |
1,567 |
| 20 |
1.3686 |
1.3119 |
0.0567 |
4.3% |
0.0115 |
0.9% |
34% |
False |
False |
1,089 |
| 40 |
1.3812 |
1.3119 |
0.0693 |
5.2% |
0.0109 |
0.8% |
27% |
False |
False |
734 |
| 60 |
1.3812 |
1.3119 |
0.0693 |
5.2% |
0.0085 |
0.6% |
27% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3817 |
|
2.618 |
1.3634 |
|
1.618 |
1.3522 |
|
1.000 |
1.3453 |
|
0.618 |
1.3410 |
|
HIGH |
1.3341 |
|
0.618 |
1.3298 |
|
0.500 |
1.3285 |
|
0.382 |
1.3272 |
|
LOW |
1.3229 |
|
0.618 |
1.3160 |
|
1.000 |
1.3117 |
|
1.618 |
1.3048 |
|
2.618 |
1.2936 |
|
4.250 |
1.2753 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3301 |
1.3283 |
| PP |
1.3293 |
1.3256 |
| S1 |
1.3285 |
1.3230 |
|