CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.3250 |
1.3300 |
0.0050 |
0.4% |
1.3330 |
High |
1.3255 |
1.3303 |
0.0048 |
0.4% |
1.3330 |
Low |
1.3250 |
1.3300 |
0.0050 |
0.4% |
1.3143 |
Close |
1.3246 |
1.3309 |
0.0063 |
0.5% |
1.3309 |
Range |
0.0005 |
0.0003 |
-0.0002 |
-40.0% |
0.0187 |
ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
10 |
3 |
-7 |
-70.0% |
31 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3313 |
1.3314 |
1.3311 |
|
R3 |
1.3310 |
1.3311 |
1.3310 |
|
R2 |
1.3307 |
1.3307 |
1.3310 |
|
R1 |
1.3308 |
1.3308 |
1.3309 |
1.3308 |
PP |
1.3304 |
1.3304 |
1.3304 |
1.3304 |
S1 |
1.3305 |
1.3305 |
1.3309 |
1.3305 |
S2 |
1.3301 |
1.3301 |
1.3308 |
|
S3 |
1.3298 |
1.3302 |
1.3308 |
|
S4 |
1.3295 |
1.3299 |
1.3307 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3822 |
1.3752 |
1.3412 |
|
R3 |
1.3635 |
1.3565 |
1.3360 |
|
R2 |
1.3448 |
1.3448 |
1.3343 |
|
R1 |
1.3378 |
1.3378 |
1.3326 |
1.3320 |
PP |
1.3261 |
1.3261 |
1.3261 |
1.3231 |
S1 |
1.3191 |
1.3191 |
1.3292 |
1.3133 |
S2 |
1.3074 |
1.3074 |
1.3275 |
|
S3 |
1.2887 |
1.3004 |
1.3258 |
|
S4 |
1.2700 |
1.2817 |
1.3206 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3316 |
2.618 |
1.3311 |
1.618 |
1.3308 |
1.000 |
1.3306 |
0.618 |
1.3305 |
HIGH |
1.3303 |
0.618 |
1.3302 |
0.500 |
1.3302 |
0.382 |
1.3301 |
LOW |
1.3300 |
0.618 |
1.3298 |
1.000 |
1.3297 |
1.618 |
1.3295 |
2.618 |
1.3292 |
4.250 |
1.3287 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3307 |
1.3280 |
PP |
1.3304 |
1.3252 |
S1 |
1.3302 |
1.3223 |
|