CME Euro FX (E) Future June 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 |
1.3693 |
1.3574 |
-0.0119 |
-0.9% |
1.3618 |
| High |
1.3710 |
1.3629 |
-0.0081 |
-0.6% |
1.3734 |
| Low |
1.3548 |
1.3529 |
-0.0019 |
-0.1% |
1.3433 |
| Close |
1.3575 |
1.3621 |
0.0046 |
0.3% |
1.3621 |
| Range |
0.0162 |
0.0100 |
-0.0062 |
-38.3% |
0.0301 |
| ATR |
0.0149 |
0.0146 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
8,246 |
13,359 |
5,113 |
62.0% |
42,346 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3893 |
1.3857 |
1.3676 |
|
| R3 |
1.3793 |
1.3757 |
1.3649 |
|
| R2 |
1.3693 |
1.3693 |
1.3639 |
|
| R1 |
1.3657 |
1.3657 |
1.3630 |
1.3675 |
| PP |
1.3593 |
1.3593 |
1.3593 |
1.3602 |
| S1 |
1.3557 |
1.3557 |
1.3612 |
1.3575 |
| S2 |
1.3493 |
1.3493 |
1.3603 |
|
| S3 |
1.3393 |
1.3457 |
1.3594 |
|
| S4 |
1.3293 |
1.3357 |
1.3566 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4499 |
1.4361 |
1.3787 |
|
| R3 |
1.4198 |
1.4060 |
1.3704 |
|
| R2 |
1.3897 |
1.3897 |
1.3676 |
|
| R1 |
1.3759 |
1.3759 |
1.3649 |
1.3828 |
| PP |
1.3596 |
1.3596 |
1.3596 |
1.3631 |
| S1 |
1.3458 |
1.3458 |
1.3593 |
1.3527 |
| S2 |
1.3295 |
1.3295 |
1.3566 |
|
| S3 |
1.2994 |
1.3157 |
1.3538 |
|
| S4 |
1.2693 |
1.2856 |
1.3455 |
|
|
| 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% |
0.0157 |
1.2% |
62% |
False |
False |
8,469 |
| 10 |
1.3734 |
1.3433 |
0.0301 |
2.2% |
0.0146 |
1.1% |
62% |
False |
False |
5,997 |
| 20 |
1.3834 |
1.3433 |
0.0401 |
2.9% |
0.0155 |
1.1% |
47% |
False |
False |
3,799 |
| 40 |
1.4569 |
1.3433 |
0.1136 |
8.3% |
0.0139 |
1.0% |
17% |
False |
False |
2,098 |
| 60 |
1.4720 |
1.3433 |
0.1287 |
9.4% |
0.0125 |
0.9% |
15% |
False |
False |
1,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4054 |
|
2.618 |
1.3891 |
|
1.618 |
1.3791 |
|
1.000 |
1.3729 |
|
0.618 |
1.3691 |
|
HIGH |
1.3629 |
|
0.618 |
1.3591 |
|
0.500 |
1.3579 |
|
0.382 |
1.3567 |
|
LOW |
1.3529 |
|
0.618 |
1.3467 |
|
1.000 |
1.3429 |
|
1.618 |
1.3367 |
|
2.618 |
1.3267 |
|
4.250 |
1.3104 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3607 |
1.3632 |
| PP |
1.3593 |
1.3628 |
| S1 |
1.3579 |
1.3625 |
|