CME Euro FX (E) Future September 2010
Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.3613 |
1.3594 |
-0.0019 |
-0.1% |
1.3493 |
High |
1.3686 |
1.3621 |
-0.0065 |
-0.5% |
1.3535 |
Low |
1.3569 |
1.3546 |
-0.0023 |
-0.2% |
1.3285 |
Close |
1.3586 |
1.3594 |
0.0008 |
0.1% |
1.3454 |
Range |
0.0117 |
0.0075 |
-0.0042 |
-35.9% |
0.0250 |
ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.6% |
0.0000 |
Volume |
872 |
334 |
-538 |
-61.7% |
2,124 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3812 |
1.3778 |
1.3635 |
|
R3 |
1.3737 |
1.3703 |
1.3615 |
|
R2 |
1.3662 |
1.3662 |
1.3608 |
|
R1 |
1.3628 |
1.3628 |
1.3601 |
1.3632 |
PP |
1.3587 |
1.3587 |
1.3587 |
1.3589 |
S1 |
1.3553 |
1.3553 |
1.3587 |
1.3557 |
S2 |
1.3512 |
1.3512 |
1.3580 |
|
S3 |
1.3437 |
1.3478 |
1.3573 |
|
S4 |
1.3362 |
1.3403 |
1.3553 |
|
|
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 |
1.3940 |
2.618 |
1.3817 |
1.618 |
1.3742 |
1.000 |
1.3696 |
0.618 |
1.3667 |
HIGH |
1.3621 |
0.618 |
1.3592 |
0.500 |
1.3584 |
0.382 |
1.3575 |
LOW |
1.3546 |
0.618 |
1.3500 |
1.000 |
1.3471 |
1.618 |
1.3425 |
2.618 |
1.3350 |
4.250 |
1.3227 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3591 |
1.3570 |
PP |
1.3587 |
1.3545 |
S1 |
1.3584 |
1.3521 |
|