CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3213 |
1.3143 |
-0.0070 |
-0.5% |
1.3403 |
| High |
1.3255 |
1.3200 |
-0.0055 |
-0.4% |
1.3470 |
| Low |
1.3200 |
1.3143 |
-0.0057 |
-0.4% |
1.3231 |
| Close |
1.3208 |
1.3188 |
-0.0020 |
-0.2% |
1.3387 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0239 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
18 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3348 |
1.3325 |
1.3219 |
|
| R3 |
1.3291 |
1.3268 |
1.3204 |
|
| R2 |
1.3234 |
1.3234 |
1.3198 |
|
| R1 |
1.3211 |
1.3211 |
1.3193 |
1.3223 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3183 |
| S1 |
1.3154 |
1.3154 |
1.3183 |
1.3166 |
| S2 |
1.3120 |
1.3120 |
1.3178 |
|
| S3 |
1.3063 |
1.3097 |
1.3172 |
|
| S4 |
1.3006 |
1.3040 |
1.3157 |
|
|
| 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 |
1.3442 |
|
2.618 |
1.3349 |
|
1.618 |
1.3292 |
|
1.000 |
1.3257 |
|
0.618 |
1.3235 |
|
HIGH |
1.3200 |
|
0.618 |
1.3178 |
|
0.500 |
1.3172 |
|
0.382 |
1.3165 |
|
LOW |
1.3143 |
|
0.618 |
1.3108 |
|
1.000 |
1.3086 |
|
1.618 |
1.3051 |
|
2.618 |
1.2994 |
|
4.250 |
1.2901 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3183 |
1.3237 |
| PP |
1.3177 |
1.3220 |
| S1 |
1.3172 |
1.3204 |
|