CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3492 |
1.3484 |
-0.0008 |
-0.1% |
1.3613 |
| High |
1.3492 |
1.3516 |
0.0024 |
0.2% |
1.3686 |
| Low |
1.3421 |
1.3430 |
0.0009 |
0.1% |
1.3474 |
| Close |
1.3474 |
1.3440 |
-0.0034 |
-0.3% |
1.3497 |
| Range |
0.0071 |
0.0086 |
0.0015 |
21.1% |
0.0212 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
1,048 |
411 |
-637 |
-60.8% |
3,989 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3720 |
1.3666 |
1.3487 |
|
| R3 |
1.3634 |
1.3580 |
1.3464 |
|
| R2 |
1.3548 |
1.3548 |
1.3456 |
|
| R1 |
1.3494 |
1.3494 |
1.3448 |
1.3478 |
| PP |
1.3462 |
1.3462 |
1.3462 |
1.3454 |
| S1 |
1.3408 |
1.3408 |
1.3432 |
1.3392 |
| S2 |
1.3376 |
1.3376 |
1.3424 |
|
| S3 |
1.3290 |
1.3322 |
1.3416 |
|
| S4 |
1.3204 |
1.3236 |
1.3393 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4188 |
1.4055 |
1.3614 |
|
| R3 |
1.3976 |
1.3843 |
1.3555 |
|
| R2 |
1.3764 |
1.3764 |
1.3536 |
|
| R1 |
1.3631 |
1.3631 |
1.3516 |
1.3592 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3533 |
| S1 |
1.3419 |
1.3419 |
1.3478 |
1.3380 |
| S2 |
1.3340 |
1.3340 |
1.3458 |
|
| S3 |
1.3128 |
1.3207 |
1.3439 |
|
| S4 |
1.2916 |
1.2995 |
1.3380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3675 |
1.3421 |
0.0254 |
1.9% |
0.0093 |
0.7% |
7% |
False |
False |
848 |
| 10 |
1.3686 |
1.3285 |
0.0401 |
3.0% |
0.0096 |
0.7% |
39% |
False |
False |
673 |
| 20 |
1.3686 |
1.3268 |
0.0418 |
3.1% |
0.0111 |
0.8% |
41% |
False |
False |
590 |
| 40 |
1.3812 |
1.3268 |
0.0544 |
4.0% |
0.0090 |
0.7% |
32% |
False |
False |
392 |
| 60 |
1.4050 |
1.3268 |
0.0782 |
5.8% |
0.0068 |
0.5% |
22% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3882 |
|
2.618 |
1.3741 |
|
1.618 |
1.3655 |
|
1.000 |
1.3602 |
|
0.618 |
1.3569 |
|
HIGH |
1.3516 |
|
0.618 |
1.3483 |
|
0.500 |
1.3473 |
|
0.382 |
1.3463 |
|
LOW |
1.3430 |
|
0.618 |
1.3377 |
|
1.000 |
1.3344 |
|
1.618 |
1.3291 |
|
2.618 |
1.3205 |
|
4.250 |
1.3065 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3473 |
1.3496 |
| PP |
1.3462 |
1.3477 |
| S1 |
1.3451 |
1.3459 |
|