CME Euro FX (E) Future September 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.3489 |
1.3404 |
-0.0085 |
-0.6% |
1.3480 |
High |
1.3495 |
1.3404 |
-0.0091 |
-0.7% |
1.3590 |
Low |
1.3355 |
1.3327 |
-0.0028 |
-0.2% |
1.3385 |
Close |
1.3392 |
1.3370 |
-0.0022 |
-0.2% |
1.3484 |
Range |
0.0140 |
0.0077 |
-0.0063 |
-45.0% |
0.0205 |
ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
502 |
470 |
-32 |
-6.4% |
3,064 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3598 |
1.3561 |
1.3412 |
|
R3 |
1.3521 |
1.3484 |
1.3391 |
|
R2 |
1.3444 |
1.3444 |
1.3384 |
|
R1 |
1.3407 |
1.3407 |
1.3377 |
1.3387 |
PP |
1.3367 |
1.3367 |
1.3367 |
1.3357 |
S1 |
1.3330 |
1.3330 |
1.3363 |
1.3310 |
S2 |
1.3290 |
1.3290 |
1.3356 |
|
S3 |
1.3213 |
1.3253 |
1.3349 |
|
S4 |
1.3136 |
1.3176 |
1.3328 |
|
|
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 |
1.3731 |
2.618 |
1.3606 |
1.618 |
1.3529 |
1.000 |
1.3481 |
0.618 |
1.3452 |
HIGH |
1.3404 |
0.618 |
1.3375 |
0.500 |
1.3366 |
0.382 |
1.3356 |
LOW |
1.3327 |
0.618 |
1.3279 |
1.000 |
1.3250 |
1.618 |
1.3202 |
2.618 |
1.3125 |
4.250 |
1.3000 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3369 |
1.3431 |
PP |
1.3367 |
1.3411 |
S1 |
1.3366 |
1.3390 |
|