CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3341 |
1.3357 |
0.0016 |
0.1% |
1.3492 |
| High |
1.3367 |
1.3506 |
0.0139 |
1.0% |
1.3539 |
| Low |
1.3283 |
1.3342 |
0.0059 |
0.4% |
1.3283 |
| Close |
1.3351 |
1.3456 |
0.0105 |
0.8% |
1.3456 |
| Range |
0.0084 |
0.0164 |
0.0080 |
95.2% |
0.0256 |
| ATR |
0.0127 |
0.0129 |
0.0003 |
2.1% |
0.0000 |
| Volume |
289,314 |
313,608 |
24,294 |
8.4% |
1,096,376 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3927 |
1.3855 |
1.3546 |
|
| R3 |
1.3763 |
1.3691 |
1.3501 |
|
| R2 |
1.3599 |
1.3599 |
1.3486 |
|
| R1 |
1.3527 |
1.3527 |
1.3471 |
1.3563 |
| PP |
1.3435 |
1.3435 |
1.3435 |
1.3453 |
| S1 |
1.3363 |
1.3363 |
1.3441 |
1.3399 |
| S2 |
1.3271 |
1.3271 |
1.3426 |
|
| S3 |
1.3107 |
1.3199 |
1.3411 |
|
| S4 |
1.2943 |
1.3035 |
1.3366 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4194 |
1.4081 |
1.3597 |
|
| R3 |
1.3938 |
1.3825 |
1.3526 |
|
| R2 |
1.3682 |
1.3682 |
1.3503 |
|
| R1 |
1.3569 |
1.3569 |
1.3479 |
1.3498 |
| PP |
1.3426 |
1.3426 |
1.3426 |
1.3390 |
| S1 |
1.3313 |
1.3313 |
1.3433 |
1.3242 |
| S2 |
1.3170 |
1.3170 |
1.3409 |
|
| S3 |
1.2914 |
1.3057 |
1.3386 |
|
| S4 |
1.2658 |
1.2801 |
1.3315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3539 |
1.3283 |
0.0256 |
1.9% |
0.0111 |
0.8% |
68% |
False |
False |
219,275 |
| 10 |
1.3593 |
1.3268 |
0.0325 |
2.4% |
0.0124 |
0.9% |
58% |
False |
False |
273,590 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0126 |
0.9% |
34% |
False |
False |
280,240 |
| 40 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0136 |
1.0% |
34% |
False |
False |
147,463 |
| 60 |
1.4569 |
1.3266 |
0.1303 |
9.7% |
0.0132 |
1.0% |
15% |
False |
False |
98,484 |
| 80 |
1.4649 |
1.3266 |
0.1383 |
10.3% |
0.0128 |
1.0% |
14% |
False |
False |
73,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4203 |
|
2.618 |
1.3935 |
|
1.618 |
1.3771 |
|
1.000 |
1.3670 |
|
0.618 |
1.3607 |
|
HIGH |
1.3506 |
|
0.618 |
1.3443 |
|
0.500 |
1.3424 |
|
0.382 |
1.3405 |
|
LOW |
1.3342 |
|
0.618 |
1.3241 |
|
1.000 |
1.3178 |
|
1.618 |
1.3077 |
|
2.618 |
1.2913 |
|
4.250 |
1.2645 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3445 |
1.3436 |
| PP |
1.3435 |
1.3415 |
| S1 |
1.3424 |
1.3395 |
|