CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3335 |
1.3378 |
0.0043 |
0.3% |
1.3493 |
| High |
1.3359 |
1.3503 |
0.0144 |
1.1% |
1.3535 |
| Low |
1.3285 |
1.3355 |
0.0070 |
0.5% |
1.3285 |
| Close |
1.3349 |
1.3454 |
0.0105 |
0.8% |
1.3454 |
| Range |
0.0074 |
0.0148 |
0.0074 |
100.0% |
0.0250 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
3.4% |
0.0000 |
| Volume |
449 |
369 |
-80 |
-17.8% |
2,124 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3881 |
1.3816 |
1.3535 |
|
| R3 |
1.3733 |
1.3668 |
1.3495 |
|
| R2 |
1.3585 |
1.3585 |
1.3481 |
|
| R1 |
1.3520 |
1.3520 |
1.3468 |
1.3553 |
| PP |
1.3437 |
1.3437 |
1.3437 |
1.3454 |
| S1 |
1.3372 |
1.3372 |
1.3440 |
1.3405 |
| S2 |
1.3289 |
1.3289 |
1.3427 |
|
| S3 |
1.3141 |
1.3224 |
1.3413 |
|
| S4 |
1.2993 |
1.3076 |
1.3373 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4175 |
1.4064 |
1.3592 |
|
| R3 |
1.3925 |
1.3814 |
1.3523 |
|
| R2 |
1.3675 |
1.3675 |
1.3500 |
|
| R1 |
1.3564 |
1.3564 |
1.3477 |
1.3495 |
| PP |
1.3425 |
1.3425 |
1.3425 |
1.3390 |
| S1 |
1.3314 |
1.3314 |
1.3431 |
1.3245 |
| S2 |
1.3175 |
1.3175 |
1.3408 |
|
| S3 |
1.2925 |
1.3064 |
1.3385 |
|
| S4 |
1.2675 |
1.2814 |
1.3317 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4132 |
|
2.618 |
1.3890 |
|
1.618 |
1.3742 |
|
1.000 |
1.3651 |
|
0.618 |
1.3594 |
|
HIGH |
1.3503 |
|
0.618 |
1.3446 |
|
0.500 |
1.3429 |
|
0.382 |
1.3412 |
|
LOW |
1.3355 |
|
0.618 |
1.3264 |
|
1.000 |
1.3207 |
|
1.618 |
1.3116 |
|
2.618 |
1.2968 |
|
4.250 |
1.2726 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3446 |
1.3434 |
| PP |
1.3437 |
1.3414 |
| S1 |
1.3429 |
1.3394 |
|