CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3319 |
1.3231 |
-0.0088 |
-0.7% |
1.3403 |
| High |
1.3319 |
1.3386 |
0.0067 |
0.5% |
1.3470 |
| Low |
1.3319 |
1.3231 |
-0.0088 |
-0.7% |
1.3231 |
| Close |
1.3313 |
1.3387 |
0.0074 |
0.6% |
1.3387 |
| Range |
0.0000 |
0.0155 |
0.0155 |
|
0.0239 |
| ATR |
0.0068 |
0.0075 |
0.0006 |
9.0% |
0.0000 |
| Volume |
4 |
8 |
4 |
100.0% |
18 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3800 |
1.3748 |
1.3472 |
|
| R3 |
1.3645 |
1.3593 |
1.3430 |
|
| R2 |
1.3490 |
1.3490 |
1.3415 |
|
| R1 |
1.3438 |
1.3438 |
1.3401 |
1.3464 |
| PP |
1.3335 |
1.3335 |
1.3335 |
1.3348 |
| S1 |
1.3283 |
1.3283 |
1.3373 |
1.3309 |
| S2 |
1.3180 |
1.3180 |
1.3359 |
|
| S3 |
1.3025 |
1.3128 |
1.3344 |
|
| S4 |
1.2870 |
1.2973 |
1.3302 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4080 |
1.3972 |
1.3518 |
|
| R3 |
1.3841 |
1.3733 |
1.3453 |
|
| R2 |
1.3602 |
1.3602 |
1.3431 |
|
| R1 |
1.3494 |
1.3494 |
1.3409 |
1.3429 |
| PP |
1.3363 |
1.3363 |
1.3363 |
1.3330 |
| S1 |
1.3255 |
1.3255 |
1.3365 |
1.3190 |
| S2 |
1.3124 |
1.3124 |
1.3343 |
|
| S3 |
1.2885 |
1.3016 |
1.3321 |
|
| S4 |
1.2646 |
1.2777 |
1.3256 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4045 |
|
2.618 |
1.3792 |
|
1.618 |
1.3637 |
|
1.000 |
1.3541 |
|
0.618 |
1.3482 |
|
HIGH |
1.3386 |
|
0.618 |
1.3327 |
|
0.500 |
1.3309 |
|
0.382 |
1.3290 |
|
LOW |
1.3231 |
|
0.618 |
1.3135 |
|
1.000 |
1.3076 |
|
1.618 |
1.2980 |
|
2.618 |
1.2825 |
|
4.250 |
1.2572 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3361 |
1.3363 |
| PP |
1.3335 |
1.3340 |
| S1 |
1.3309 |
1.3316 |
|