CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3655 |
1.3678 |
0.0023 |
0.2% |
1.3641 |
| High |
1.3688 |
1.3796 |
0.0108 |
0.8% |
1.3796 |
| Low |
1.3620 |
1.3670 |
0.0050 |
0.4% |
1.3536 |
| Close |
1.3673 |
1.3758 |
0.0085 |
0.6% |
1.3758 |
| Range |
0.0068 |
0.0126 |
0.0058 |
85.3% |
0.0260 |
| ATR |
0.0137 |
0.0136 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
266,173 |
156,228 |
-109,945 |
-41.3% |
1,262,383 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4119 |
1.4065 |
1.3827 |
|
| R3 |
1.3993 |
1.3939 |
1.3793 |
|
| R2 |
1.3867 |
1.3867 |
1.3781 |
|
| R1 |
1.3813 |
1.3813 |
1.3770 |
1.3840 |
| PP |
1.3741 |
1.3741 |
1.3741 |
1.3755 |
| S1 |
1.3687 |
1.3687 |
1.3746 |
1.3714 |
| S2 |
1.3615 |
1.3615 |
1.3735 |
|
| S3 |
1.3489 |
1.3561 |
1.3723 |
|
| S4 |
1.3363 |
1.3435 |
1.3689 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4477 |
1.4377 |
1.3901 |
|
| R3 |
1.4217 |
1.4117 |
1.3830 |
|
| R2 |
1.3957 |
1.3957 |
1.3806 |
|
| R1 |
1.3857 |
1.3857 |
1.3782 |
1.3907 |
| PP |
1.3697 |
1.3697 |
1.3697 |
1.3722 |
| S1 |
1.3597 |
1.3597 |
1.3734 |
1.3647 |
| S2 |
1.3437 |
1.3437 |
1.3710 |
|
| S3 |
1.3177 |
1.3337 |
1.3687 |
|
| S4 |
1.2917 |
1.3077 |
1.3615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3796 |
1.3536 |
0.0260 |
1.9% |
0.0106 |
0.8% |
85% |
True |
False |
252,476 |
| 10 |
1.3796 |
1.3433 |
0.0363 |
2.6% |
0.0132 |
1.0% |
90% |
True |
False |
310,305 |
| 20 |
1.3796 |
1.3433 |
0.0363 |
2.6% |
0.0145 |
1.1% |
90% |
True |
False |
321,602 |
| 40 |
1.4555 |
1.3433 |
0.1122 |
8.2% |
0.0141 |
1.0% |
29% |
False |
False |
319,636 |
| 60 |
1.4655 |
1.3433 |
0.1222 |
8.9% |
0.0138 |
1.0% |
27% |
False |
False |
278,403 |
| 80 |
1.5137 |
1.3433 |
0.1704 |
12.4% |
0.0140 |
1.0% |
19% |
False |
False |
217,125 |
| 100 |
1.5137 |
1.3433 |
0.1704 |
12.4% |
0.0137 |
1.0% |
19% |
False |
False |
173,778 |
| 120 |
1.5137 |
1.3433 |
0.1704 |
12.4% |
0.0131 |
1.0% |
19% |
False |
False |
144,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4332 |
|
2.618 |
1.4126 |
|
1.618 |
1.4000 |
|
1.000 |
1.3922 |
|
0.618 |
1.3874 |
|
HIGH |
1.3796 |
|
0.618 |
1.3748 |
|
0.500 |
1.3733 |
|
0.382 |
1.3718 |
|
LOW |
1.3670 |
|
0.618 |
1.3592 |
|
1.000 |
1.3544 |
|
1.618 |
1.3466 |
|
2.618 |
1.3340 |
|
4.250 |
1.3135 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3750 |
1.3729 |
| PP |
1.3741 |
1.3699 |
| S1 |
1.3733 |
1.3670 |
|