CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 02-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
02-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3533 |
1.3502 |
-0.0031 |
-0.2% |
1.3500 |
| High |
1.3575 |
1.3502 |
-0.0073 |
-0.5% |
1.3575 |
| Low |
1.3533 |
1.3502 |
-0.0031 |
-0.2% |
1.3403 |
| Close |
1.3567 |
1.3483 |
-0.0084 |
-0.6% |
1.3483 |
| Range |
0.0042 |
0.0000 |
-0.0042 |
-100.0% |
0.0172 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2 |
15 |
13 |
650.0% |
31 |
|
| Daily Pivots for day following 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3496 |
1.3489 |
1.3483 |
|
| R3 |
1.3496 |
1.3489 |
1.3483 |
|
| R2 |
1.3496 |
1.3496 |
1.3483 |
|
| R1 |
1.3489 |
1.3489 |
1.3483 |
1.3493 |
| PP |
1.3496 |
1.3496 |
1.3496 |
1.3497 |
| S1 |
1.3489 |
1.3489 |
1.3483 |
1.3493 |
| S2 |
1.3496 |
1.3496 |
1.3483 |
|
| S3 |
1.3496 |
1.3489 |
1.3483 |
|
| S4 |
1.3496 |
1.3489 |
1.3483 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4003 |
1.3915 |
1.3578 |
|
| R3 |
1.3831 |
1.3743 |
1.3530 |
|
| R2 |
1.3659 |
1.3659 |
1.3515 |
|
| R1 |
1.3571 |
1.3571 |
1.3499 |
1.3529 |
| PP |
1.3487 |
1.3487 |
1.3487 |
1.3466 |
| S1 |
1.3399 |
1.3399 |
1.3467 |
1.3357 |
| S2 |
1.3315 |
1.3315 |
1.3451 |
|
| S3 |
1.3143 |
1.3227 |
1.3436 |
|
| S4 |
1.2971 |
1.3055 |
1.3388 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3502 |
|
2.618 |
1.3502 |
|
1.618 |
1.3502 |
|
1.000 |
1.3502 |
|
0.618 |
1.3502 |
|
HIGH |
1.3502 |
|
0.618 |
1.3502 |
|
0.500 |
1.3502 |
|
0.382 |
1.3502 |
|
LOW |
1.3502 |
|
0.618 |
1.3502 |
|
1.000 |
1.3502 |
|
1.618 |
1.3502 |
|
2.618 |
1.3502 |
|
4.250 |
1.3502 |
|
|
| Fisher Pivots for day following 02-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3502 |
1.3539 |
| PP |
1.3496 |
1.3520 |
| S1 |
1.3489 |
1.3502 |
|