CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3610 |
1.3661 |
0.0051 |
0.4% |
1.3493 |
| High |
1.3675 |
1.3665 |
-0.0010 |
-0.1% |
1.3535 |
| Low |
1.3601 |
1.3528 |
-0.0073 |
-0.5% |
1.3285 |
| Close |
1.3654 |
1.3575 |
-0.0079 |
-0.6% |
1.3454 |
| Range |
0.0074 |
0.0137 |
0.0063 |
85.1% |
0.0250 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.6% |
0.0000 |
| Volume |
578 |
1,074 |
496 |
85.8% |
2,124 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4000 |
1.3925 |
1.3650 |
|
| R3 |
1.3863 |
1.3788 |
1.3613 |
|
| R2 |
1.3726 |
1.3726 |
1.3600 |
|
| R1 |
1.3651 |
1.3651 |
1.3588 |
1.3620 |
| PP |
1.3589 |
1.3589 |
1.3589 |
1.3574 |
| S1 |
1.3514 |
1.3514 |
1.3562 |
1.3483 |
| S2 |
1.3452 |
1.3452 |
1.3550 |
|
| S3 |
1.3315 |
1.3377 |
1.3537 |
|
| S4 |
1.3178 |
1.3240 |
1.3500 |
|
|
| 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 |
1.4247 |
|
2.618 |
1.4024 |
|
1.618 |
1.3887 |
|
1.000 |
1.3802 |
|
0.618 |
1.3750 |
|
HIGH |
1.3665 |
|
0.618 |
1.3613 |
|
0.500 |
1.3597 |
|
0.382 |
1.3580 |
|
LOW |
1.3528 |
|
0.618 |
1.3443 |
|
1.000 |
1.3391 |
|
1.618 |
1.3306 |
|
2.618 |
1.3169 |
|
4.250 |
1.2946 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3597 |
1.3602 |
| PP |
1.3589 |
1.3593 |
| S1 |
1.3582 |
1.3584 |
|