CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3378 |
1.3613 |
0.0235 |
1.8% |
1.3493 |
| High |
1.3503 |
1.3686 |
0.0183 |
1.4% |
1.3535 |
| Low |
1.3355 |
1.3569 |
0.0214 |
1.6% |
1.3285 |
| Close |
1.3454 |
1.3586 |
0.0132 |
1.0% |
1.3454 |
| Range |
0.0148 |
0.0117 |
-0.0031 |
-20.9% |
0.0250 |
| ATR |
0.0108 |
0.0117 |
0.0009 |
8.2% |
0.0000 |
| Volume |
369 |
872 |
503 |
136.3% |
2,124 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3965 |
1.3892 |
1.3650 |
|
| R3 |
1.3848 |
1.3775 |
1.3618 |
|
| R2 |
1.3731 |
1.3731 |
1.3607 |
|
| R1 |
1.3658 |
1.3658 |
1.3597 |
1.3636 |
| PP |
1.3614 |
1.3614 |
1.3614 |
1.3603 |
| S1 |
1.3541 |
1.3541 |
1.3575 |
1.3519 |
| S2 |
1.3497 |
1.3497 |
1.3565 |
|
| S3 |
1.3380 |
1.3424 |
1.3554 |
|
| S4 |
1.3263 |
1.3307 |
1.3522 |
|
|
| 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 |
1.4183 |
|
2.618 |
1.3992 |
|
1.618 |
1.3875 |
|
1.000 |
1.3803 |
|
0.618 |
1.3758 |
|
HIGH |
1.3686 |
|
0.618 |
1.3641 |
|
0.500 |
1.3628 |
|
0.382 |
1.3614 |
|
LOW |
1.3569 |
|
0.618 |
1.3497 |
|
1.000 |
1.3452 |
|
1.618 |
1.3380 |
|
2.618 |
1.3263 |
|
4.250 |
1.3072 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3628 |
1.3553 |
| PP |
1.3614 |
1.3519 |
| S1 |
1.3600 |
1.3486 |
|