CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3574 |
1.3639 |
0.0065 |
0.5% |
1.3618 |
| High |
1.3629 |
1.3702 |
0.0073 |
0.5% |
1.3734 |
| Low |
1.3529 |
1.3604 |
0.0075 |
0.6% |
1.3433 |
| Close |
1.3621 |
1.3632 |
0.0011 |
0.1% |
1.3621 |
| Range |
0.0100 |
0.0098 |
-0.0002 |
-2.0% |
0.0301 |
| ATR |
0.0146 |
0.0142 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
13,359 |
28,650 |
15,291 |
114.5% |
42,346 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3940 |
1.3884 |
1.3686 |
|
| R3 |
1.3842 |
1.3786 |
1.3659 |
|
| R2 |
1.3744 |
1.3744 |
1.3650 |
|
| R1 |
1.3688 |
1.3688 |
1.3641 |
1.3667 |
| PP |
1.3646 |
1.3646 |
1.3646 |
1.3636 |
| S1 |
1.3590 |
1.3590 |
1.3623 |
1.3569 |
| S2 |
1.3548 |
1.3548 |
1.3614 |
|
| S3 |
1.3450 |
1.3492 |
1.3605 |
|
| S4 |
1.3352 |
1.3394 |
1.3578 |
|
|
| 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% |
0.0138 |
1.0% |
66% |
False |
False |
12,615 |
| 10 |
1.3734 |
1.3433 |
0.0301 |
2.2% |
0.0147 |
1.1% |
66% |
False |
False |
8,635 |
| 20 |
1.3834 |
1.3433 |
0.0401 |
2.9% |
0.0152 |
1.1% |
50% |
False |
False |
5,179 |
| 40 |
1.4569 |
1.3433 |
0.1136 |
8.3% |
0.0137 |
1.0% |
18% |
False |
False |
2,801 |
| 60 |
1.4720 |
1.3433 |
0.1287 |
9.4% |
0.0127 |
0.9% |
15% |
False |
False |
1,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4119 |
|
2.618 |
1.3959 |
|
1.618 |
1.3861 |
|
1.000 |
1.3800 |
|
0.618 |
1.3763 |
|
HIGH |
1.3702 |
|
0.618 |
1.3665 |
|
0.500 |
1.3653 |
|
0.382 |
1.3641 |
|
LOW |
1.3604 |
|
0.618 |
1.3543 |
|
1.000 |
1.3506 |
|
1.618 |
1.3445 |
|
2.618 |
1.3347 |
|
4.250 |
1.3188 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3653 |
1.3628 |
| PP |
1.3646 |
1.3624 |
| S1 |
1.3639 |
1.3620 |
|