CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3490 |
1.3443 |
-0.0047 |
-0.3% |
1.3628 |
| High |
1.3525 |
1.3449 |
-0.0076 |
-0.6% |
1.3694 |
| Low |
1.3429 |
1.3359 |
-0.0070 |
-0.5% |
1.3474 |
| Close |
1.3441 |
1.3405 |
-0.0036 |
-0.3% |
1.3498 |
| Range |
0.0096 |
0.0090 |
-0.0006 |
-6.3% |
0.0220 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
256,836 |
271,979 |
15,143 |
5.9% |
1,549,005 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3674 |
1.3630 |
1.3455 |
|
| R3 |
1.3584 |
1.3540 |
1.3430 |
|
| R2 |
1.3494 |
1.3494 |
1.3422 |
|
| R1 |
1.3450 |
1.3450 |
1.3413 |
1.3427 |
| PP |
1.3404 |
1.3404 |
1.3404 |
1.3393 |
| S1 |
1.3360 |
1.3360 |
1.3397 |
1.3337 |
| S2 |
1.3314 |
1.3314 |
1.3389 |
|
| S3 |
1.3224 |
1.3270 |
1.3380 |
|
| S4 |
1.3134 |
1.3180 |
1.3356 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4215 |
1.4077 |
1.3619 |
|
| R3 |
1.3995 |
1.3857 |
1.3559 |
|
| R2 |
1.3775 |
1.3775 |
1.3538 |
|
| R1 |
1.3637 |
1.3637 |
1.3518 |
1.3596 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3535 |
| S1 |
1.3417 |
1.3417 |
1.3478 |
1.3376 |
| S2 |
1.3335 |
1.3335 |
1.3458 |
|
| S3 |
1.3115 |
1.3197 |
1.3438 |
|
| S4 |
1.2895 |
1.2977 |
1.3377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3669 |
1.3359 |
0.0310 |
2.3% |
0.0105 |
0.8% |
15% |
False |
True |
296,838 |
| 10 |
1.3694 |
1.3283 |
0.0411 |
3.1% |
0.0107 |
0.8% |
30% |
False |
False |
302,114 |
| 20 |
1.3694 |
1.3266 |
0.0428 |
3.2% |
0.0118 |
0.9% |
32% |
False |
False |
294,559 |
| 40 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0123 |
0.9% |
25% |
False |
False |
207,521 |
| 60 |
1.4165 |
1.3266 |
0.0899 |
6.7% |
0.0129 |
1.0% |
15% |
False |
False |
138,740 |
| 80 |
1.4569 |
1.3266 |
0.1303 |
9.7% |
0.0127 |
0.9% |
11% |
False |
False |
104,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3832 |
|
2.618 |
1.3685 |
|
1.618 |
1.3595 |
|
1.000 |
1.3539 |
|
0.618 |
1.3505 |
|
HIGH |
1.3449 |
|
0.618 |
1.3415 |
|
0.500 |
1.3404 |
|
0.382 |
1.3393 |
|
LOW |
1.3359 |
|
0.618 |
1.3303 |
|
1.000 |
1.3269 |
|
1.618 |
1.3213 |
|
2.618 |
1.3123 |
|
4.250 |
1.2977 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3405 |
1.3442 |
| PP |
1.3404 |
1.3430 |
| S1 |
1.3404 |
1.3417 |
|