CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3542 |
1.3624 |
0.0082 |
0.6% |
1.3617 |
| High |
1.3684 |
1.3654 |
-0.0030 |
-0.2% |
1.3692 |
| Low |
1.3530 |
1.3460 |
-0.0070 |
-0.5% |
1.3451 |
| Close |
1.3621 |
1.3575 |
-0.0046 |
-0.3% |
1.3621 |
| Range |
0.0154 |
0.0194 |
0.0040 |
26.0% |
0.0241 |
| ATR |
0.0147 |
0.0151 |
0.0003 |
2.3% |
0.0000 |
| Volume |
384,343 |
379,305 |
-5,038 |
-1.3% |
1,659,175 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4145 |
1.4054 |
1.3682 |
|
| R3 |
1.3951 |
1.3860 |
1.3628 |
|
| R2 |
1.3757 |
1.3757 |
1.3611 |
|
| R1 |
1.3666 |
1.3666 |
1.3593 |
1.3615 |
| PP |
1.3563 |
1.3563 |
1.3563 |
1.3537 |
| S1 |
1.3472 |
1.3472 |
1.3557 |
1.3421 |
| S2 |
1.3369 |
1.3369 |
1.3539 |
|
| S3 |
1.3175 |
1.3278 |
1.3522 |
|
| S4 |
1.2981 |
1.3084 |
1.3468 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4311 |
1.4207 |
1.3754 |
|
| R3 |
1.4070 |
1.3966 |
1.3687 |
|
| R2 |
1.3829 |
1.3829 |
1.3665 |
|
| R1 |
1.3725 |
1.3725 |
1.3643 |
1.3777 |
| PP |
1.3588 |
1.3588 |
1.3588 |
1.3614 |
| S1 |
1.3484 |
1.3484 |
1.3599 |
1.3536 |
| S2 |
1.3347 |
1.3347 |
1.3577 |
|
| S3 |
1.3106 |
1.3243 |
1.3555 |
|
| S4 |
1.2865 |
1.3002 |
1.3488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3692 |
1.3451 |
0.0241 |
1.8% |
0.0158 |
1.2% |
51% |
False |
False |
339,246 |
| 10 |
1.3789 |
1.3442 |
0.0347 |
2.6% |
0.0161 |
1.2% |
38% |
False |
False |
333,863 |
| 20 |
1.4026 |
1.3442 |
0.0584 |
4.3% |
0.0153 |
1.1% |
23% |
False |
False |
337,632 |
| 40 |
1.4577 |
1.3442 |
0.1135 |
8.4% |
0.0146 |
1.1% |
12% |
False |
False |
300,859 |
| 60 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0140 |
1.0% |
8% |
False |
False |
243,745 |
| 80 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0140 |
1.0% |
8% |
False |
False |
183,142 |
| 100 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0135 |
1.0% |
8% |
False |
False |
146,565 |
| 120 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0127 |
0.9% |
8% |
False |
False |
122,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4479 |
|
2.618 |
1.4162 |
|
1.618 |
1.3968 |
|
1.000 |
1.3848 |
|
0.618 |
1.3774 |
|
HIGH |
1.3654 |
|
0.618 |
1.3580 |
|
0.500 |
1.3557 |
|
0.382 |
1.3534 |
|
LOW |
1.3460 |
|
0.618 |
1.3340 |
|
1.000 |
1.3266 |
|
1.618 |
1.3146 |
|
2.618 |
1.2952 |
|
4.250 |
1.2636 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3569 |
1.3573 |
| PP |
1.3563 |
1.3570 |
| S1 |
1.3557 |
1.3568 |
|