CME Euro FX (E) Future September 2010
Trading Metrics calculated at close of trading on 02-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
02-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.3507 |
1.3586 |
0.0079 |
0.6% |
1.3480 |
High |
1.3590 |
1.3590 |
0.0000 |
0.0% |
1.3590 |
Low |
1.3459 |
1.3479 |
0.0020 |
0.1% |
1.3385 |
Close |
1.3568 |
1.3484 |
-0.0084 |
-0.6% |
1.3484 |
Range |
0.0131 |
0.0111 |
-0.0020 |
-15.3% |
0.0205 |
ATR |
0.0107 |
0.0108 |
0.0000 |
0.2% |
0.0000 |
Volume |
1,109 |
960 |
-149 |
-13.4% |
3,064 |
|
Daily Pivots for day following 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3851 |
1.3778 |
1.3545 |
|
R3 |
1.3740 |
1.3667 |
1.3515 |
|
R2 |
1.3629 |
1.3629 |
1.3504 |
|
R1 |
1.3556 |
1.3556 |
1.3494 |
1.3537 |
PP |
1.3518 |
1.3518 |
1.3518 |
1.3508 |
S1 |
1.3445 |
1.3445 |
1.3474 |
1.3426 |
S2 |
1.3407 |
1.3407 |
1.3464 |
|
S3 |
1.3296 |
1.3334 |
1.3453 |
|
S4 |
1.3185 |
1.3223 |
1.3423 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4101 |
1.3998 |
1.3597 |
|
R3 |
1.3896 |
1.3793 |
1.3540 |
|
R2 |
1.3691 |
1.3691 |
1.3522 |
|
R1 |
1.3588 |
1.3588 |
1.3503 |
1.3640 |
PP |
1.3486 |
1.3486 |
1.3486 |
1.3512 |
S1 |
1.3383 |
1.3383 |
1.3465 |
1.3435 |
S2 |
1.3281 |
1.3281 |
1.3446 |
|
S3 |
1.3076 |
1.3178 |
1.3428 |
|
S4 |
1.2871 |
1.2973 |
1.3371 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4062 |
2.618 |
1.3881 |
1.618 |
1.3770 |
1.000 |
1.3701 |
0.618 |
1.3659 |
HIGH |
1.3590 |
0.618 |
1.3548 |
0.500 |
1.3535 |
0.382 |
1.3521 |
LOW |
1.3479 |
0.618 |
1.3410 |
1.000 |
1.3368 |
1.618 |
1.3299 |
2.618 |
1.3188 |
4.250 |
1.3007 |
|
|
Fisher Pivots for day following 02-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3535 |
1.3488 |
PP |
1.3518 |
1.3486 |
S1 |
1.3501 |
1.3485 |
|