CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3492 |
1.3483 |
-0.0009 |
-0.1% |
1.3467 |
| High |
1.3539 |
1.3498 |
-0.0041 |
-0.3% |
1.3593 |
| Low |
1.3460 |
1.3355 |
-0.0105 |
-0.8% |
1.3385 |
| Close |
1.3484 |
1.3394 |
-0.0090 |
-0.7% |
1.3570 |
| Range |
0.0079 |
0.0143 |
0.0064 |
81.0% |
0.0208 |
| ATR |
0.0133 |
0.0133 |
0.0001 |
0.6% |
0.0000 |
| Volume |
54,830 |
128,059 |
73,229 |
133.6% |
1,259,644 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3845 |
1.3762 |
1.3473 |
|
| R3 |
1.3702 |
1.3619 |
1.3433 |
|
| R2 |
1.3559 |
1.3559 |
1.3420 |
|
| R1 |
1.3476 |
1.3476 |
1.3407 |
1.3446 |
| PP |
1.3416 |
1.3416 |
1.3416 |
1.3401 |
| S1 |
1.3333 |
1.3333 |
1.3381 |
1.3303 |
| S2 |
1.3273 |
1.3273 |
1.3368 |
|
| S3 |
1.3130 |
1.3190 |
1.3355 |
|
| S4 |
1.2987 |
1.3047 |
1.3315 |
|
|
| 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 |
1.3355 |
0.0238 |
1.8% |
0.0132 |
1.0% |
16% |
False |
True |
219,675 |
| 10 |
1.3593 |
1.3266 |
0.0327 |
2.4% |
0.0131 |
1.0% |
39% |
False |
False |
286,263 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0124 |
0.9% |
23% |
False |
False |
244,231 |
| 40 |
1.3834 |
1.3266 |
0.0568 |
4.2% |
0.0138 |
1.0% |
23% |
False |
False |
124,705 |
| 60 |
1.4569 |
1.3266 |
0.1303 |
9.7% |
0.0133 |
1.0% |
10% |
False |
False |
83,278 |
| 80 |
1.4720 |
1.3266 |
0.1454 |
10.9% |
0.0126 |
0.9% |
9% |
False |
False |
62,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4106 |
|
2.618 |
1.3872 |
|
1.618 |
1.3729 |
|
1.000 |
1.3641 |
|
0.618 |
1.3586 |
|
HIGH |
1.3498 |
|
0.618 |
1.3443 |
|
0.500 |
1.3427 |
|
0.382 |
1.3410 |
|
LOW |
1.3355 |
|
0.618 |
1.3267 |
|
1.000 |
1.3212 |
|
1.618 |
1.3124 |
|
2.618 |
1.2981 |
|
4.250 |
1.2747 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3427 |
1.3474 |
| PP |
1.3416 |
1.3447 |
| S1 |
1.3405 |
1.3421 |
|