CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3628 |
1.3601 |
-0.0027 |
-0.2% |
1.3624 |
| High |
1.3636 |
1.3680 |
0.0044 |
0.3% |
1.3737 |
| Low |
1.3536 |
1.3544 |
0.0008 |
0.1% |
1.3433 |
| Close |
1.3593 |
1.3651 |
0.0058 |
0.4% |
1.3623 |
| Range |
0.0100 |
0.0136 |
0.0036 |
36.0% |
0.0304 |
| ATR |
0.0143 |
0.0142 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
238,518 |
303,465 |
64,947 |
27.2% |
1,840,669 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4033 |
1.3978 |
1.3726 |
|
| R3 |
1.3897 |
1.3842 |
1.3688 |
|
| R2 |
1.3761 |
1.3761 |
1.3676 |
|
| R1 |
1.3706 |
1.3706 |
1.3663 |
1.3734 |
| PP |
1.3625 |
1.3625 |
1.3625 |
1.3639 |
| S1 |
1.3570 |
1.3570 |
1.3639 |
1.3598 |
| S2 |
1.3489 |
1.3489 |
1.3626 |
|
| S3 |
1.3353 |
1.3434 |
1.3614 |
|
| S4 |
1.3217 |
1.3298 |
1.3576 |
|
|
| 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 |
1.3713 |
1.3530 |
0.0183 |
1.3% |
0.0120 |
0.9% |
66% |
False |
False |
314,391 |
| 10 |
1.3737 |
1.3433 |
0.0304 |
2.2% |
0.0140 |
1.0% |
72% |
False |
False |
339,055 |
| 20 |
1.3812 |
1.3433 |
0.0379 |
2.8% |
0.0153 |
1.1% |
58% |
False |
False |
336,990 |
| 40 |
1.4577 |
1.3433 |
0.1144 |
8.4% |
0.0142 |
1.0% |
19% |
False |
False |
320,039 |
| 60 |
1.4772 |
1.3433 |
0.1339 |
9.8% |
0.0140 |
1.0% |
16% |
False |
False |
278,356 |
| 80 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0141 |
1.0% |
13% |
False |
False |
211,862 |
| 100 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0137 |
1.0% |
13% |
False |
False |
169,560 |
| 120 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0130 |
1.0% |
13% |
False |
False |
141,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4258 |
|
2.618 |
1.4036 |
|
1.618 |
1.3900 |
|
1.000 |
1.3816 |
|
0.618 |
1.3764 |
|
HIGH |
1.3680 |
|
0.618 |
1.3628 |
|
0.500 |
1.3612 |
|
0.382 |
1.3596 |
|
LOW |
1.3544 |
|
0.618 |
1.3460 |
|
1.000 |
1.3408 |
|
1.618 |
1.3324 |
|
2.618 |
1.3188 |
|
4.250 |
1.2966 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3638 |
1.3641 |
| PP |
1.3625 |
1.3631 |
| S1 |
1.3612 |
1.3621 |
|