CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3639 |
1.3630 |
-0.0009 |
-0.1% |
1.3618 |
| High |
1.3702 |
1.3635 |
-0.0067 |
-0.5% |
1.3734 |
| Low |
1.3604 |
1.3535 |
-0.0069 |
-0.5% |
1.3433 |
| Close |
1.3632 |
1.3591 |
-0.0041 |
-0.3% |
1.3621 |
| Range |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0301 |
| ATR |
0.0142 |
0.0139 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
28,650 |
38,243 |
9,593 |
33.5% |
42,346 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3887 |
1.3839 |
1.3646 |
|
| R3 |
1.3787 |
1.3739 |
1.3619 |
|
| R2 |
1.3687 |
1.3687 |
1.3609 |
|
| R1 |
1.3639 |
1.3639 |
1.3600 |
1.3613 |
| PP |
1.3587 |
1.3587 |
1.3587 |
1.3574 |
| S1 |
1.3539 |
1.3539 |
1.3582 |
1.3513 |
| S2 |
1.3487 |
1.3487 |
1.3573 |
|
| S3 |
1.3387 |
1.3439 |
1.3564 |
|
| S4 |
1.3287 |
1.3339 |
1.3536 |
|
|
| 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 |
1.3529 |
0.0205 |
1.5% |
0.0121 |
0.9% |
30% |
False |
False |
19,048 |
| 10 |
1.3734 |
1.3433 |
0.0301 |
2.2% |
0.0138 |
1.0% |
52% |
False |
False |
12,275 |
| 20 |
1.3834 |
1.3433 |
0.0401 |
3.0% |
0.0153 |
1.1% |
39% |
False |
False |
7,024 |
| 40 |
1.4569 |
1.3433 |
0.1136 |
8.4% |
0.0136 |
1.0% |
14% |
False |
False |
3,752 |
| 60 |
1.4715 |
1.3433 |
0.1282 |
9.4% |
0.0128 |
0.9% |
12% |
False |
False |
2,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4060 |
|
2.618 |
1.3897 |
|
1.618 |
1.3797 |
|
1.000 |
1.3735 |
|
0.618 |
1.3697 |
|
HIGH |
1.3635 |
|
0.618 |
1.3597 |
|
0.500 |
1.3585 |
|
0.382 |
1.3573 |
|
LOW |
1.3535 |
|
0.618 |
1.3473 |
|
1.000 |
1.3435 |
|
1.618 |
1.3373 |
|
2.618 |
1.3273 |
|
4.250 |
1.3110 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3589 |
1.3616 |
| PP |
1.3587 |
1.3607 |
| S1 |
1.3585 |
1.3599 |
|