CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3483 |
1.3391 |
-0.0092 |
-0.7% |
1.3500 |
| High |
1.3483 |
1.3391 |
-0.0092 |
-0.7% |
1.3575 |
| Low |
1.3483 |
1.3391 |
-0.0092 |
-0.7% |
1.3403 |
| Close |
1.3483 |
1.3391 |
-0.0092 |
-0.7% |
1.3483 |
| Range |
|
|
|
|
|
| ATR |
0.0070 |
0.0071 |
0.0002 |
2.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
31 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3391 |
1.3391 |
1.3391 |
|
| R3 |
1.3391 |
1.3391 |
1.3391 |
|
| R2 |
1.3391 |
1.3391 |
1.3391 |
|
| R1 |
1.3391 |
1.3391 |
1.3391 |
1.3391 |
| PP |
1.3391 |
1.3391 |
1.3391 |
1.3391 |
| S1 |
1.3391 |
1.3391 |
1.3391 |
1.3391 |
| S2 |
1.3391 |
1.3391 |
1.3391 |
|
| S3 |
1.3391 |
1.3391 |
1.3391 |
|
| S4 |
1.3391 |
1.3391 |
1.3391 |
|
|
| 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 |
1.3391 |
|
2.618 |
1.3391 |
|
1.618 |
1.3391 |
|
1.000 |
1.3391 |
|
0.618 |
1.3391 |
|
HIGH |
1.3391 |
|
0.618 |
1.3391 |
|
0.500 |
1.3391 |
|
0.382 |
1.3391 |
|
LOW |
1.3391 |
|
0.618 |
1.3391 |
|
1.000 |
1.3391 |
|
1.618 |
1.3391 |
|
2.618 |
1.3391 |
|
4.250 |
1.3391 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3391 |
1.3447 |
| PP |
1.3391 |
1.3428 |
| S1 |
1.3391 |
1.3410 |
|