CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3530 |
1.3533 |
0.0003 |
0.0% |
1.3560 |
| High |
1.3530 |
1.3575 |
0.0045 |
0.3% |
1.3560 |
| Low |
1.3530 |
1.3533 |
0.0003 |
0.0% |
1.3273 |
| Close |
1.3509 |
1.3567 |
0.0058 |
0.4% |
1.3399 |
| Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0287 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
17 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3684 |
1.3668 |
1.3590 |
|
| R3 |
1.3642 |
1.3626 |
1.3579 |
|
| R2 |
1.3600 |
1.3600 |
1.3575 |
|
| R1 |
1.3584 |
1.3584 |
1.3571 |
1.3592 |
| PP |
1.3558 |
1.3558 |
1.3558 |
1.3563 |
| S1 |
1.3542 |
1.3542 |
1.3563 |
1.3550 |
| S2 |
1.3516 |
1.3516 |
1.3559 |
|
| S3 |
1.3474 |
1.3500 |
1.3555 |
|
| S4 |
1.3432 |
1.3458 |
1.3544 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4272 |
1.4122 |
1.3557 |
|
| R3 |
1.3985 |
1.3835 |
1.3478 |
|
| R2 |
1.3698 |
1.3698 |
1.3452 |
|
| R1 |
1.3548 |
1.3548 |
1.3425 |
1.3480 |
| PP |
1.3411 |
1.3411 |
1.3411 |
1.3376 |
| S1 |
1.3261 |
1.3261 |
1.3373 |
1.3193 |
| S2 |
1.3124 |
1.3124 |
1.3346 |
|
| S3 |
1.2837 |
1.2974 |
1.3320 |
|
| S4 |
1.2550 |
1.2687 |
1.3241 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3754 |
|
2.618 |
1.3685 |
|
1.618 |
1.3643 |
|
1.000 |
1.3617 |
|
0.618 |
1.3601 |
|
HIGH |
1.3575 |
|
0.618 |
1.3559 |
|
0.500 |
1.3554 |
|
0.382 |
1.3549 |
|
LOW |
1.3533 |
|
0.618 |
1.3507 |
|
1.000 |
1.3491 |
|
1.618 |
1.3465 |
|
2.618 |
1.3423 |
|
4.250 |
1.3355 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3563 |
1.3541 |
| PP |
1.3558 |
1.3515 |
| S1 |
1.3554 |
1.3489 |
|