CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.3625 |
1.3599 |
-0.0026 |
-0.2% |
1.3483 |
High |
1.3625 |
1.3608 |
-0.0017 |
-0.1% |
1.3483 |
Low |
1.3567 |
1.3599 |
0.0032 |
0.2% |
1.3316 |
Close |
1.3584 |
1.3592 |
0.0008 |
0.1% |
1.3453 |
Range |
0.0058 |
0.0009 |
-0.0049 |
-84.5% |
0.0167 |
ATR |
0.0077 |
0.0074 |
-0.0004 |
-4.9% |
0.0000 |
Volume |
9 |
3 |
-6 |
-66.7% |
13 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3627 |
1.3618 |
1.3597 |
|
R3 |
1.3618 |
1.3609 |
1.3594 |
|
R2 |
1.3609 |
1.3609 |
1.3594 |
|
R1 |
1.3600 |
1.3600 |
1.3593 |
1.3600 |
PP |
1.3600 |
1.3600 |
1.3600 |
1.3600 |
S1 |
1.3591 |
1.3591 |
1.3591 |
1.3591 |
S2 |
1.3591 |
1.3591 |
1.3590 |
|
S3 |
1.3582 |
1.3582 |
1.3590 |
|
S4 |
1.3573 |
1.3573 |
1.3587 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3918 |
1.3853 |
1.3545 |
|
R3 |
1.3751 |
1.3686 |
1.3499 |
|
R2 |
1.3584 |
1.3584 |
1.3484 |
|
R1 |
1.3519 |
1.3519 |
1.3468 |
1.3468 |
PP |
1.3417 |
1.3417 |
1.3417 |
1.3392 |
S1 |
1.3352 |
1.3352 |
1.3438 |
1.3301 |
S2 |
1.3250 |
1.3250 |
1.3422 |
|
S3 |
1.3083 |
1.3185 |
1.3407 |
|
S4 |
1.2916 |
1.3018 |
1.3361 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3646 |
2.618 |
1.3632 |
1.618 |
1.3623 |
1.000 |
1.3617 |
0.618 |
1.3614 |
HIGH |
1.3608 |
0.618 |
1.3605 |
0.500 |
1.3604 |
0.382 |
1.3602 |
LOW |
1.3599 |
0.618 |
1.3593 |
1.000 |
1.3590 |
1.618 |
1.3584 |
2.618 |
1.3575 |
4.250 |
1.3561 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3604 |
1.3574 |
PP |
1.3600 |
1.3557 |
S1 |
1.3596 |
1.3539 |
|