CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3493 |
1.3489 |
-0.0004 |
0.0% |
1.3480 |
| High |
1.3535 |
1.3495 |
-0.0040 |
-0.3% |
1.3590 |
| Low |
1.3458 |
1.3355 |
-0.0103 |
-0.8% |
1.3385 |
| Close |
1.3482 |
1.3392 |
-0.0090 |
-0.7% |
1.3484 |
| Range |
0.0077 |
0.0140 |
0.0063 |
81.8% |
0.0205 |
| ATR |
0.0105 |
0.0108 |
0.0002 |
2.3% |
0.0000 |
| Volume |
334 |
502 |
168 |
50.3% |
3,064 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3834 |
1.3753 |
1.3469 |
|
| R3 |
1.3694 |
1.3613 |
1.3431 |
|
| R2 |
1.3554 |
1.3554 |
1.3418 |
|
| R1 |
1.3473 |
1.3473 |
1.3405 |
1.3444 |
| PP |
1.3414 |
1.3414 |
1.3414 |
1.3399 |
| S1 |
1.3333 |
1.3333 |
1.3379 |
1.3304 |
| S2 |
1.3274 |
1.3274 |
1.3366 |
|
| S3 |
1.3134 |
1.3193 |
1.3354 |
|
| S4 |
1.2994 |
1.3053 |
1.3315 |
|
|
| 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 |
1.4090 |
|
2.618 |
1.3862 |
|
1.618 |
1.3722 |
|
1.000 |
1.3635 |
|
0.618 |
1.3582 |
|
HIGH |
1.3495 |
|
0.618 |
1.3442 |
|
0.500 |
1.3425 |
|
0.382 |
1.3408 |
|
LOW |
1.3355 |
|
0.618 |
1.3268 |
|
1.000 |
1.3215 |
|
1.618 |
1.3128 |
|
2.618 |
1.2988 |
|
4.250 |
1.2760 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3425 |
1.3473 |
| PP |
1.3414 |
1.3446 |
| S1 |
1.3403 |
1.3419 |
|