CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3624 |
1.3569 |
-0.0055 |
-0.4% |
1.3617 |
| High |
1.3654 |
1.3623 |
-0.0031 |
-0.2% |
1.3692 |
| Low |
1.3460 |
1.3433 |
-0.0027 |
-0.2% |
1.3451 |
| Close |
1.3575 |
1.3600 |
0.0025 |
0.2% |
1.3621 |
| Range |
0.0194 |
0.0190 |
-0.0004 |
-2.1% |
0.0241 |
| ATR |
0.0151 |
0.0154 |
0.0003 |
1.9% |
0.0000 |
| Volume |
379,305 |
358,508 |
-20,797 |
-5.5% |
1,659,175 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4122 |
1.4051 |
1.3705 |
|
| R3 |
1.3932 |
1.3861 |
1.3652 |
|
| R2 |
1.3742 |
1.3742 |
1.3635 |
|
| R1 |
1.3671 |
1.3671 |
1.3617 |
1.3707 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3570 |
| S1 |
1.3481 |
1.3481 |
1.3583 |
1.3517 |
| S2 |
1.3362 |
1.3362 |
1.3565 |
|
| S3 |
1.3172 |
1.3291 |
1.3548 |
|
| S4 |
1.2982 |
1.3101 |
1.3496 |
|
|
| 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 |
1.3684 |
1.3433 |
0.0251 |
1.8% |
0.0157 |
1.2% |
67% |
False |
True |
367,135 |
| 10 |
1.3789 |
1.3433 |
0.0356 |
2.6% |
0.0160 |
1.2% |
47% |
False |
True |
335,813 |
| 20 |
1.4026 |
1.3433 |
0.0593 |
4.4% |
0.0158 |
1.2% |
28% |
False |
True |
337,743 |
| 40 |
1.4577 |
1.3433 |
0.1144 |
8.4% |
0.0147 |
1.1% |
15% |
False |
True |
306,452 |
| 60 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0142 |
1.0% |
10% |
False |
True |
249,660 |
| 80 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0140 |
1.0% |
10% |
False |
True |
187,622 |
| 100 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0136 |
1.0% |
10% |
False |
True |
150,149 |
| 120 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0128 |
0.9% |
10% |
False |
True |
125,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4431 |
|
2.618 |
1.4120 |
|
1.618 |
1.3930 |
|
1.000 |
1.3813 |
|
0.618 |
1.3740 |
|
HIGH |
1.3623 |
|
0.618 |
1.3550 |
|
0.500 |
1.3528 |
|
0.382 |
1.3506 |
|
LOW |
1.3433 |
|
0.618 |
1.3316 |
|
1.000 |
1.3243 |
|
1.618 |
1.3126 |
|
2.618 |
1.2936 |
|
4.250 |
1.2626 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3576 |
1.3586 |
| PP |
1.3552 |
1.3572 |
| S1 |
1.3528 |
1.3559 |
|