CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.3502 |
1.3483 |
-0.0019 |
-0.1% |
1.3500 |
High |
1.3502 |
1.3483 |
-0.0019 |
-0.1% |
1.3575 |
Low |
1.3502 |
1.3483 |
-0.0019 |
-0.1% |
1.3403 |
Close |
1.3483 |
1.3483 |
0.0000 |
0.0% |
1.3483 |
Range |
|
|
|
|
|
ATR |
0.0075 |
0.0070 |
-0.0005 |
-7.1% |
0.0000 |
Volume |
15 |
1 |
-14 |
-93.3% |
31 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3483 |
1.3483 |
1.3483 |
|
R3 |
1.3483 |
1.3483 |
1.3483 |
|
R2 |
1.3483 |
1.3483 |
1.3483 |
|
R1 |
1.3483 |
1.3483 |
1.3483 |
1.3483 |
PP |
1.3483 |
1.3483 |
1.3483 |
1.3483 |
S1 |
1.3483 |
1.3483 |
1.3483 |
1.3483 |
S2 |
1.3483 |
1.3483 |
1.3483 |
|
S3 |
1.3483 |
1.3483 |
1.3483 |
|
S4 |
1.3483 |
1.3483 |
1.3483 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4003 |
1.3915 |
1.3578 |
|
R3 |
1.3831 |
1.3743 |
1.3530 |
|
R2 |
1.3659 |
1.3659 |
1.3515 |
|
R1 |
1.3571 |
1.3571 |
1.3499 |
1.3529 |
PP |
1.3487 |
1.3487 |
1.3487 |
1.3466 |
S1 |
1.3399 |
1.3399 |
1.3467 |
1.3357 |
S2 |
1.3315 |
1.3315 |
1.3451 |
|
S3 |
1.3143 |
1.3227 |
1.3436 |
|
S4 |
1.2971 |
1.3055 |
1.3388 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3483 |
2.618 |
1.3483 |
1.618 |
1.3483 |
1.000 |
1.3483 |
0.618 |
1.3483 |
HIGH |
1.3483 |
0.618 |
1.3483 |
0.500 |
1.3483 |
0.382 |
1.3483 |
LOW |
1.3483 |
0.618 |
1.3483 |
1.000 |
1.3483 |
1.618 |
1.3483 |
2.618 |
1.3483 |
4.250 |
1.3483 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3483 |
1.3529 |
PP |
1.3483 |
1.3514 |
S1 |
1.3483 |
1.3498 |
|