CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3601 |
1.3655 |
0.0054 |
0.4% |
1.3624 |
| High |
1.3680 |
1.3688 |
0.0008 |
0.1% |
1.3737 |
| Low |
1.3544 |
1.3620 |
0.0076 |
0.6% |
1.3433 |
| Close |
1.3651 |
1.3673 |
0.0022 |
0.2% |
1.3623 |
| Range |
0.0136 |
0.0068 |
-0.0068 |
-50.0% |
0.0304 |
| ATR |
0.0142 |
0.0137 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
303,465 |
266,173 |
-37,292 |
-12.3% |
1,840,669 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3864 |
1.3837 |
1.3710 |
|
| R3 |
1.3796 |
1.3769 |
1.3692 |
|
| R2 |
1.3728 |
1.3728 |
1.3685 |
|
| R1 |
1.3701 |
1.3701 |
1.3679 |
1.3715 |
| PP |
1.3660 |
1.3660 |
1.3660 |
1.3667 |
| S1 |
1.3633 |
1.3633 |
1.3667 |
1.3647 |
| S2 |
1.3592 |
1.3592 |
1.3661 |
|
| S3 |
1.3524 |
1.3565 |
1.3654 |
|
| S4 |
1.3456 |
1.3497 |
1.3636 |
|
|
| 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 |
1.3705 |
1.3530 |
0.0175 |
1.3% |
0.0101 |
0.7% |
82% |
False |
False |
294,214 |
| 10 |
1.3737 |
1.3433 |
0.0304 |
2.2% |
0.0135 |
1.0% |
79% |
False |
False |
333,116 |
| 20 |
1.3801 |
1.3433 |
0.0368 |
2.7% |
0.0149 |
1.1% |
65% |
False |
False |
328,737 |
| 40 |
1.4577 |
1.3433 |
0.1144 |
8.4% |
0.0141 |
1.0% |
21% |
False |
False |
321,388 |
| 60 |
1.4682 |
1.3433 |
0.1249 |
9.1% |
0.0138 |
1.0% |
19% |
False |
False |
280,343 |
| 80 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0140 |
1.0% |
14% |
False |
False |
215,183 |
| 100 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0137 |
1.0% |
14% |
False |
False |
172,218 |
| 120 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0130 |
1.0% |
14% |
False |
False |
143,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3977 |
|
2.618 |
1.3866 |
|
1.618 |
1.3798 |
|
1.000 |
1.3756 |
|
0.618 |
1.3730 |
|
HIGH |
1.3688 |
|
0.618 |
1.3662 |
|
0.500 |
1.3654 |
|
0.382 |
1.3646 |
|
LOW |
1.3620 |
|
0.618 |
1.3578 |
|
1.000 |
1.3552 |
|
1.618 |
1.3510 |
|
2.618 |
1.3442 |
|
4.250 |
1.3331 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3667 |
1.3653 |
| PP |
1.3660 |
1.3632 |
| S1 |
1.3654 |
1.3612 |
|