CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3507 |
1.3492 |
-0.0015 |
-0.1% |
1.3467 |
| High |
1.3593 |
1.3539 |
-0.0054 |
-0.4% |
1.3593 |
| Low |
1.3460 |
1.3460 |
0.0000 |
0.0% |
1.3385 |
| Close |
1.3570 |
1.3484 |
-0.0086 |
-0.6% |
1.3570 |
| Range |
0.0133 |
0.0079 |
-0.0054 |
-40.6% |
0.0208 |
| ATR |
0.0134 |
0.0133 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
375,318 |
54,830 |
-320,488 |
-85.4% |
1,259,644 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3731 |
1.3687 |
1.3527 |
|
| R3 |
1.3652 |
1.3608 |
1.3506 |
|
| R2 |
1.3573 |
1.3573 |
1.3498 |
|
| R1 |
1.3529 |
1.3529 |
1.3491 |
1.3512 |
| PP |
1.3494 |
1.3494 |
1.3494 |
1.3486 |
| S1 |
1.3450 |
1.3450 |
1.3477 |
1.3433 |
| S2 |
1.3415 |
1.3415 |
1.3470 |
|
| S3 |
1.3336 |
1.3371 |
1.3462 |
|
| S4 |
1.3257 |
1.3292 |
1.3441 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4140 |
1.4063 |
1.3684 |
|
| R3 |
1.3932 |
1.3855 |
1.3627 |
|
| R2 |
1.3724 |
1.3724 |
1.3608 |
|
| R1 |
1.3647 |
1.3647 |
1.3589 |
1.3686 |
| PP |
1.3516 |
1.3516 |
1.3516 |
1.3535 |
| S1 |
1.3439 |
1.3439 |
1.3551 |
1.3478 |
| S2 |
1.3308 |
1.3308 |
1.3532 |
|
| S3 |
1.3100 |
1.3231 |
1.3513 |
|
| S4 |
1.2892 |
1.3023 |
1.3456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3593 |
1.3385 |
0.0208 |
1.5% |
0.0121 |
0.9% |
48% |
False |
False |
262,894 |
| 10 |
1.3593 |
1.3266 |
0.0327 |
2.4% |
0.0128 |
0.9% |
67% |
False |
False |
302,136 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0122 |
0.9% |
39% |
False |
False |
239,260 |
| 40 |
1.3834 |
1.3266 |
0.0568 |
4.2% |
0.0139 |
1.0% |
38% |
False |
False |
121,529 |
| 60 |
1.4569 |
1.3266 |
0.1303 |
9.7% |
0.0133 |
1.0% |
17% |
False |
False |
81,152 |
| 80 |
1.4720 |
1.3266 |
0.1454 |
10.8% |
0.0124 |
0.9% |
15% |
False |
False |
60,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3875 |
|
2.618 |
1.3746 |
|
1.618 |
1.3667 |
|
1.000 |
1.3618 |
|
0.618 |
1.3588 |
|
HIGH |
1.3539 |
|
0.618 |
1.3509 |
|
0.500 |
1.3500 |
|
0.382 |
1.3490 |
|
LOW |
1.3460 |
|
0.618 |
1.3411 |
|
1.000 |
1.3381 |
|
1.618 |
1.3332 |
|
2.618 |
1.3253 |
|
4.250 |
1.3124 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3500 |
1.3489 |
| PP |
1.3494 |
1.3487 |
| S1 |
1.3489 |
1.3486 |
|