CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3453 |
1.3625 |
0.0172 |
1.3% |
1.3483 |
| High |
1.3453 |
1.3625 |
0.0172 |
1.3% |
1.3483 |
| Low |
1.3453 |
1.3567 |
0.0114 |
0.8% |
1.3316 |
| Close |
1.3453 |
1.3584 |
0.0131 |
1.0% |
1.3453 |
| Range |
0.0000 |
0.0058 |
0.0058 |
|
0.0167 |
| ATR |
0.0070 |
0.0077 |
0.0007 |
10.4% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3766 |
1.3733 |
1.3616 |
|
| R3 |
1.3708 |
1.3675 |
1.3600 |
|
| R2 |
1.3650 |
1.3650 |
1.3595 |
|
| R1 |
1.3617 |
1.3617 |
1.3589 |
1.3605 |
| PP |
1.3592 |
1.3592 |
1.3592 |
1.3586 |
| S1 |
1.3559 |
1.3559 |
1.3579 |
1.3547 |
| S2 |
1.3534 |
1.3534 |
1.3573 |
|
| S3 |
1.3476 |
1.3501 |
1.3568 |
|
| S4 |
1.3418 |
1.3443 |
1.3552 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3918 |
1.3853 |
1.3545 |
|
| R3 |
1.3751 |
1.3686 |
1.3499 |
|
| R2 |
1.3584 |
1.3584 |
1.3484 |
|
| R1 |
1.3519 |
1.3519 |
1.3468 |
1.3468 |
| PP |
1.3417 |
1.3417 |
1.3417 |
1.3392 |
| S1 |
1.3352 |
1.3352 |
1.3438 |
1.3301 |
| S2 |
1.3250 |
1.3250 |
1.3422 |
|
| S3 |
1.3083 |
1.3185 |
1.3407 |
|
| S4 |
1.2916 |
1.3018 |
1.3361 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3872 |
|
2.618 |
1.3777 |
|
1.618 |
1.3719 |
|
1.000 |
1.3683 |
|
0.618 |
1.3661 |
|
HIGH |
1.3625 |
|
0.618 |
1.3603 |
|
0.500 |
1.3596 |
|
0.382 |
1.3589 |
|
LOW |
1.3567 |
|
0.618 |
1.3531 |
|
1.000 |
1.3509 |
|
1.618 |
1.3473 |
|
2.618 |
1.3415 |
|
4.250 |
1.3321 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3596 |
1.3546 |
| PP |
1.3592 |
1.3508 |
| S1 |
1.3588 |
1.3471 |
|