CME Euro FX (E) Future December 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 |
1.3403 |
1.3470 |
0.0067 |
0.5% |
1.3625 |
High |
1.3403 |
1.3470 |
0.0067 |
0.5% |
1.3625 |
Low |
1.3403 |
1.3470 |
0.0067 |
0.5% |
1.3500 |
Close |
1.3470 |
1.3436 |
-0.0034 |
-0.3% |
1.3493 |
Range |
|
|
|
|
|
ATR |
0.0075 |
0.0070 |
-0.0005 |
-7.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
50 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3459 |
1.3447 |
1.3436 |
|
R3 |
1.3459 |
1.3447 |
1.3436 |
|
R2 |
1.3459 |
1.3459 |
1.3436 |
|
R1 |
1.3447 |
1.3447 |
1.3436 |
1.3453 |
PP |
1.3459 |
1.3459 |
1.3459 |
1.3462 |
S1 |
1.3447 |
1.3447 |
1.3436 |
1.3453 |
S2 |
1.3459 |
1.3459 |
1.3436 |
|
S3 |
1.3459 |
1.3447 |
1.3436 |
|
S4 |
1.3459 |
1.3447 |
1.3436 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3914 |
1.3829 |
1.3562 |
|
R3 |
1.3789 |
1.3704 |
1.3527 |
|
R2 |
1.3664 |
1.3664 |
1.3516 |
|
R1 |
1.3579 |
1.3579 |
1.3504 |
1.3559 |
PP |
1.3539 |
1.3539 |
1.3539 |
1.3530 |
S1 |
1.3454 |
1.3454 |
1.3482 |
1.3434 |
S2 |
1.3414 |
1.3414 |
1.3470 |
|
S3 |
1.3289 |
1.3329 |
1.3459 |
|
S4 |
1.3164 |
1.3204 |
1.3424 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3470 |
2.618 |
1.3470 |
1.618 |
1.3470 |
1.000 |
1.3470 |
0.618 |
1.3470 |
HIGH |
1.3470 |
0.618 |
1.3470 |
0.500 |
1.3470 |
0.382 |
1.3470 |
LOW |
1.3470 |
0.618 |
1.3470 |
1.000 |
1.3470 |
1.618 |
1.3470 |
2.618 |
1.3470 |
4.250 |
1.3470 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3470 |
1.3452 |
PP |
1.3459 |
1.3446 |
S1 |
1.3447 |
1.3441 |
|