CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3694 |
1.3581 |
-0.0113 |
-0.8% |
1.3624 |
| High |
1.3713 |
1.3630 |
-0.0083 |
-0.6% |
1.3737 |
| Low |
1.3550 |
1.3530 |
-0.0020 |
-0.1% |
1.3433 |
| Close |
1.3577 |
1.3623 |
0.0046 |
0.3% |
1.3623 |
| Range |
0.0163 |
0.0100 |
-0.0063 |
-38.7% |
0.0304 |
| ATR |
0.0154 |
0.0150 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
367,057 |
364,918 |
-2,139 |
-0.6% |
1,840,669 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3894 |
1.3859 |
1.3678 |
|
| R3 |
1.3794 |
1.3759 |
1.3651 |
|
| R2 |
1.3694 |
1.3694 |
1.3641 |
|
| R1 |
1.3659 |
1.3659 |
1.3632 |
1.3677 |
| PP |
1.3594 |
1.3594 |
1.3594 |
1.3603 |
| S1 |
1.3559 |
1.3559 |
1.3614 |
1.3577 |
| S2 |
1.3494 |
1.3494 |
1.3605 |
|
| S3 |
1.3394 |
1.3459 |
1.3596 |
|
| S4 |
1.3294 |
1.3359 |
1.3568 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4510 |
1.4370 |
1.3790 |
|
| R3 |
1.4206 |
1.4066 |
1.3707 |
|
| R2 |
1.3902 |
1.3902 |
1.3679 |
|
| R1 |
1.3762 |
1.3762 |
1.3651 |
1.3680 |
| PP |
1.3598 |
1.3598 |
1.3598 |
1.3557 |
| S1 |
1.3458 |
1.3458 |
1.3595 |
1.3376 |
| S2 |
1.3294 |
1.3294 |
1.3567 |
|
| S3 |
1.2990 |
1.3154 |
1.3539 |
|
| S4 |
1.2686 |
1.2850 |
1.3456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3737 |
1.3433 |
0.0304 |
2.2% |
0.0158 |
1.2% |
63% |
False |
False |
368,133 |
| 10 |
1.3737 |
1.3433 |
0.0304 |
2.2% |
0.0147 |
1.1% |
63% |
False |
False |
349,984 |
| 20 |
1.3840 |
1.3433 |
0.0407 |
3.0% |
0.0158 |
1.2% |
47% |
False |
False |
351,086 |
| 40 |
1.4577 |
1.3433 |
0.1144 |
8.4% |
0.0145 |
1.1% |
17% |
False |
False |
320,445 |
| 60 |
1.4860 |
1.3433 |
0.1427 |
10.5% |
0.0140 |
1.0% |
13% |
False |
False |
267,366 |
| 80 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0141 |
1.0% |
11% |
False |
False |
201,383 |
| 100 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0137 |
1.0% |
11% |
False |
False |
161,169 |
| 120 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0130 |
1.0% |
11% |
False |
False |
134,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4055 |
|
2.618 |
1.3892 |
|
1.618 |
1.3792 |
|
1.000 |
1.3730 |
|
0.618 |
1.3692 |
|
HIGH |
1.3630 |
|
0.618 |
1.3592 |
|
0.500 |
1.3580 |
|
0.382 |
1.3568 |
|
LOW |
1.3530 |
|
0.618 |
1.3468 |
|
1.000 |
1.3430 |
|
1.618 |
1.3368 |
|
2.618 |
1.3268 |
|
4.250 |
1.3105 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3609 |
1.3634 |
| PP |
1.3594 |
1.3630 |
| S1 |
1.3580 |
1.3627 |
|