CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3419 |
1.3507 |
0.0088 |
0.7% |
1.3521 |
| High |
1.3546 |
1.3590 |
0.0044 |
0.3% |
1.3562 |
| Low |
1.3385 |
1.3459 |
0.0074 |
0.6% |
1.3268 |
| Close |
1.3509 |
1.3568 |
0.0059 |
0.4% |
1.3399 |
| Range |
0.0161 |
0.0131 |
-0.0030 |
-18.6% |
0.0294 |
| ATR |
0.0106 |
0.0107 |
0.0002 |
1.7% |
0.0000 |
| Volume |
338 |
1,109 |
771 |
228.1% |
1,728 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3932 |
1.3881 |
1.3640 |
|
| R3 |
1.3801 |
1.3750 |
1.3604 |
|
| R2 |
1.3670 |
1.3670 |
1.3592 |
|
| R1 |
1.3619 |
1.3619 |
1.3580 |
1.3645 |
| PP |
1.3539 |
1.3539 |
1.3539 |
1.3552 |
| S1 |
1.3488 |
1.3488 |
1.3556 |
1.3514 |
| S2 |
1.3408 |
1.3408 |
1.3544 |
|
| S3 |
1.3277 |
1.3357 |
1.3532 |
|
| S4 |
1.3146 |
1.3226 |
1.3496 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4292 |
1.4139 |
1.3561 |
|
| R3 |
1.3998 |
1.3845 |
1.3480 |
|
| R2 |
1.3704 |
1.3704 |
1.3453 |
|
| R1 |
1.3551 |
1.3551 |
1.3426 |
1.3481 |
| PP |
1.3410 |
1.3410 |
1.3410 |
1.3374 |
| S1 |
1.3257 |
1.3257 |
1.3372 |
1.3187 |
| S2 |
1.3116 |
1.3116 |
1.3345 |
|
| S3 |
1.2822 |
1.2963 |
1.3318 |
|
| S4 |
1.2528 |
1.2669 |
1.3237 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4147 |
|
2.618 |
1.3933 |
|
1.618 |
1.3802 |
|
1.000 |
1.3721 |
|
0.618 |
1.3671 |
|
HIGH |
1.3590 |
|
0.618 |
1.3540 |
|
0.500 |
1.3525 |
|
0.382 |
1.3509 |
|
LOW |
1.3459 |
|
0.618 |
1.3378 |
|
1.000 |
1.3328 |
|
1.618 |
1.3247 |
|
2.618 |
1.3116 |
|
4.250 |
1.2902 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3554 |
1.3541 |
| PP |
1.3539 |
1.3514 |
| S1 |
1.3525 |
1.3488 |
|