CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3628 |
1.3590 |
-0.0038 |
-0.3% |
1.3492 |
| High |
1.3694 |
1.3629 |
-0.0065 |
-0.5% |
1.3539 |
| Low |
1.3567 |
1.3546 |
-0.0021 |
-0.2% |
1.3283 |
| Close |
1.3588 |
1.3596 |
0.0008 |
0.1% |
1.3456 |
| Range |
0.0127 |
0.0083 |
-0.0044 |
-34.6% |
0.0256 |
| ATR |
0.0137 |
0.0133 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
382,153 |
305,464 |
-76,689 |
-20.1% |
1,096,376 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3839 |
1.3801 |
1.3642 |
|
| R3 |
1.3756 |
1.3718 |
1.3619 |
|
| R2 |
1.3673 |
1.3673 |
1.3611 |
|
| R1 |
1.3635 |
1.3635 |
1.3604 |
1.3654 |
| PP |
1.3590 |
1.3590 |
1.3590 |
1.3600 |
| S1 |
1.3552 |
1.3552 |
1.3588 |
1.3571 |
| S2 |
1.3507 |
1.3507 |
1.3581 |
|
| S3 |
1.3424 |
1.3469 |
1.3573 |
|
| S4 |
1.3341 |
1.3386 |
1.3550 |
|
|
| 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 |
1.3694 |
1.3283 |
0.0411 |
3.0% |
0.0108 |
0.8% |
76% |
False |
False |
320,220 |
| 10 |
1.3694 |
1.3283 |
0.0411 |
3.0% |
0.0120 |
0.9% |
76% |
False |
False |
269,947 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0123 |
0.9% |
60% |
False |
False |
291,432 |
| 40 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0133 |
1.0% |
60% |
False |
False |
164,597 |
| 60 |
1.4499 |
1.3266 |
0.1233 |
9.1% |
0.0132 |
1.0% |
27% |
False |
False |
109,937 |
| 80 |
1.4578 |
1.3266 |
0.1312 |
9.6% |
0.0129 |
1.0% |
25% |
False |
False |
82,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3982 |
|
2.618 |
1.3846 |
|
1.618 |
1.3763 |
|
1.000 |
1.3712 |
|
0.618 |
1.3680 |
|
HIGH |
1.3629 |
|
0.618 |
1.3597 |
|
0.500 |
1.3588 |
|
0.382 |
1.3578 |
|
LOW |
1.3546 |
|
0.618 |
1.3495 |
|
1.000 |
1.3463 |
|
1.618 |
1.3412 |
|
2.618 |
1.3329 |
|
4.250 |
1.3193 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3593 |
1.3570 |
| PP |
1.3590 |
1.3544 |
| S1 |
1.3588 |
1.3518 |
|