CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3616 |
1.3652 |
0.0036 |
0.3% |
1.3492 |
| High |
1.3682 |
1.3669 |
-0.0013 |
-0.1% |
1.3539 |
| Low |
1.3595 |
1.3523 |
-0.0072 |
-0.5% |
1.3283 |
| Close |
1.3656 |
1.3576 |
-0.0080 |
-0.6% |
1.3456 |
| Range |
0.0087 |
0.0146 |
0.0059 |
67.8% |
0.0256 |
| ATR |
0.0130 |
0.0131 |
0.0001 |
0.9% |
0.0000 |
| Volume |
246,408 |
312,008 |
65,600 |
26.6% |
1,096,376 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4027 |
1.3948 |
1.3656 |
|
| R3 |
1.3881 |
1.3802 |
1.3616 |
|
| R2 |
1.3735 |
1.3735 |
1.3603 |
|
| R1 |
1.3656 |
1.3656 |
1.3589 |
1.3623 |
| PP |
1.3589 |
1.3589 |
1.3589 |
1.3573 |
| S1 |
1.3510 |
1.3510 |
1.3563 |
1.3477 |
| S2 |
1.3443 |
1.3443 |
1.3549 |
|
| S3 |
1.3297 |
1.3364 |
1.3536 |
|
| S4 |
1.3151 |
1.3218 |
1.3496 |
|
|
| 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 |
1.3342 |
0.0352 |
2.6% |
0.0121 |
0.9% |
66% |
False |
False |
311,928 |
| 10 |
1.3694 |
1.3283 |
0.0411 |
3.0% |
0.0113 |
0.8% |
71% |
False |
False |
271,772 |
| 20 |
1.3742 |
1.3266 |
0.0476 |
3.5% |
0.0124 |
0.9% |
65% |
False |
False |
293,641 |
| 40 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0129 |
0.9% |
56% |
False |
False |
178,442 |
| 60 |
1.4277 |
1.3266 |
0.1011 |
7.4% |
0.0131 |
1.0% |
31% |
False |
False |
119,236 |
| 80 |
1.4569 |
1.3266 |
0.1303 |
9.6% |
0.0128 |
0.9% |
24% |
False |
False |
89,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4290 |
|
2.618 |
1.4051 |
|
1.618 |
1.3905 |
|
1.000 |
1.3815 |
|
0.618 |
1.3759 |
|
HIGH |
1.3669 |
|
0.618 |
1.3613 |
|
0.500 |
1.3596 |
|
0.382 |
1.3579 |
|
LOW |
1.3523 |
|
0.618 |
1.3433 |
|
1.000 |
1.3377 |
|
1.618 |
1.3287 |
|
2.618 |
1.3141 |
|
4.250 |
1.2903 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3596 |
1.3603 |
| PP |
1.3589 |
1.3594 |
| S1 |
1.3583 |
1.3585 |
|