CME Euro FX (E) Future September 2010
Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.3594 |
1.3610 |
0.0016 |
0.1% |
1.3493 |
High |
1.3621 |
1.3675 |
0.0054 |
0.4% |
1.3535 |
Low |
1.3546 |
1.3601 |
0.0055 |
0.4% |
1.3285 |
Close |
1.3594 |
1.3654 |
0.0060 |
0.4% |
1.3454 |
Range |
0.0075 |
0.0074 |
-0.0001 |
-1.3% |
0.0250 |
ATR |
0.0114 |
0.0111 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
334 |
578 |
244 |
73.1% |
2,124 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3865 |
1.3834 |
1.3695 |
|
R3 |
1.3791 |
1.3760 |
1.3674 |
|
R2 |
1.3717 |
1.3717 |
1.3668 |
|
R1 |
1.3686 |
1.3686 |
1.3661 |
1.3702 |
PP |
1.3643 |
1.3643 |
1.3643 |
1.3651 |
S1 |
1.3612 |
1.3612 |
1.3647 |
1.3628 |
S2 |
1.3569 |
1.3569 |
1.3640 |
|
S3 |
1.3495 |
1.3538 |
1.3634 |
|
S4 |
1.3421 |
1.3464 |
1.3613 |
|
|
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 |
1.3990 |
2.618 |
1.3869 |
1.618 |
1.3795 |
1.000 |
1.3749 |
0.618 |
1.3721 |
HIGH |
1.3675 |
0.618 |
1.3647 |
0.500 |
1.3638 |
0.382 |
1.3629 |
LOW |
1.3601 |
0.618 |
1.3555 |
1.000 |
1.3527 |
1.618 |
1.3481 |
2.618 |
1.3407 |
4.250 |
1.3287 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3649 |
1.3641 |
PP |
1.3643 |
1.3629 |
S1 |
1.3638 |
1.3616 |
|