CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3608 |
1.3693 |
0.0085 |
0.6% |
1.3611 |
| High |
1.3734 |
1.3710 |
-0.0024 |
-0.2% |
1.3688 |
| Low |
1.3590 |
1.3548 |
-0.0042 |
-0.3% |
1.3450 |
| Close |
1.3698 |
1.3575 |
-0.0123 |
-0.9% |
1.3619 |
| Range |
0.0144 |
0.0162 |
0.0018 |
12.5% |
0.0238 |
| ATR |
0.0148 |
0.0149 |
0.0001 |
0.7% |
0.0000 |
| Volume |
6,745 |
8,246 |
1,501 |
22.3% |
17,629 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4097 |
1.3998 |
1.3664 |
|
| R3 |
1.3935 |
1.3836 |
1.3620 |
|
| R2 |
1.3773 |
1.3773 |
1.3605 |
|
| R1 |
1.3674 |
1.3674 |
1.3590 |
1.3643 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3595 |
| S1 |
1.3512 |
1.3512 |
1.3560 |
1.3481 |
| S2 |
1.3449 |
1.3449 |
1.3545 |
|
| S3 |
1.3287 |
1.3350 |
1.3530 |
|
| S4 |
1.3125 |
1.3188 |
1.3486 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4300 |
1.4197 |
1.3750 |
|
| R3 |
1.4062 |
1.3959 |
1.3684 |
|
| R2 |
1.3824 |
1.3824 |
1.3663 |
|
| R1 |
1.3721 |
1.3721 |
1.3641 |
1.3773 |
| PP |
1.3586 |
1.3586 |
1.3586 |
1.3611 |
| S1 |
1.3483 |
1.3483 |
1.3597 |
1.3535 |
| S2 |
1.3348 |
1.3348 |
1.3575 |
|
| S3 |
1.3110 |
1.3245 |
1.3554 |
|
| S4 |
1.2872 |
1.3007 |
1.3488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3734 |
1.3433 |
0.0301 |
2.2% |
0.0168 |
1.2% |
47% |
False |
False |
7,060 |
| 10 |
1.3734 |
1.3433 |
0.0301 |
2.2% |
0.0153 |
1.1% |
47% |
False |
False |
4,961 |
| 20 |
1.3892 |
1.3433 |
0.0459 |
3.4% |
0.0159 |
1.2% |
31% |
False |
False |
3,160 |
| 40 |
1.4569 |
1.3433 |
0.1136 |
8.4% |
0.0140 |
1.0% |
13% |
False |
False |
1,770 |
| 60 |
1.4860 |
1.3433 |
0.1427 |
10.5% |
0.0125 |
0.9% |
10% |
False |
False |
1,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4399 |
|
2.618 |
1.4134 |
|
1.618 |
1.3972 |
|
1.000 |
1.3872 |
|
0.618 |
1.3810 |
|
HIGH |
1.3710 |
|
0.618 |
1.3648 |
|
0.500 |
1.3629 |
|
0.382 |
1.3610 |
|
LOW |
1.3548 |
|
0.618 |
1.3448 |
|
1.000 |
1.3386 |
|
1.618 |
1.3286 |
|
2.618 |
1.3124 |
|
4.250 |
1.2860 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3629 |
1.3584 |
| PP |
1.3611 |
1.3581 |
| S1 |
1.3593 |
1.3578 |
|