CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3625 |
1.3550 |
-0.0075 |
-0.6% |
1.3483 |
| High |
1.3625 |
1.3558 |
-0.0067 |
-0.5% |
1.3483 |
| Low |
1.3624 |
1.3530 |
-0.0094 |
-0.7% |
1.3316 |
| Close |
1.3652 |
1.3571 |
-0.0081 |
-0.6% |
1.3453 |
| Range |
0.0001 |
0.0028 |
0.0027 |
2,700.0% |
0.0167 |
| ATR |
0.0071 |
0.0074 |
0.0004 |
5.2% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
13 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3637 |
1.3632 |
1.3586 |
|
| R3 |
1.3609 |
1.3604 |
1.3579 |
|
| R2 |
1.3581 |
1.3581 |
1.3576 |
|
| R1 |
1.3576 |
1.3576 |
1.3574 |
1.3579 |
| PP |
1.3553 |
1.3553 |
1.3553 |
1.3554 |
| S1 |
1.3548 |
1.3548 |
1.3568 |
1.3551 |
| S2 |
1.3525 |
1.3525 |
1.3566 |
|
| S3 |
1.3497 |
1.3520 |
1.3563 |
|
| S4 |
1.3469 |
1.3492 |
1.3556 |
|
|
| 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 |
1.3677 |
|
2.618 |
1.3631 |
|
1.618 |
1.3603 |
|
1.000 |
1.3586 |
|
0.618 |
1.3575 |
|
HIGH |
1.3558 |
|
0.618 |
1.3547 |
|
0.500 |
1.3544 |
|
0.382 |
1.3541 |
|
LOW |
1.3530 |
|
0.618 |
1.3513 |
|
1.000 |
1.3502 |
|
1.618 |
1.3485 |
|
2.618 |
1.3457 |
|
4.250 |
1.3411 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3562 |
1.3578 |
| PP |
1.3553 |
1.3575 |
| S1 |
1.3544 |
1.3573 |
|