CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3674 |
1.3762 |
0.0088 |
0.6% |
1.3639 |
| High |
1.3796 |
1.3776 |
-0.0020 |
-0.1% |
1.3796 |
| Low |
1.3668 |
1.3639 |
-0.0029 |
-0.2% |
1.3535 |
| Close |
1.3757 |
1.3673 |
-0.0084 |
-0.6% |
1.3757 |
| Range |
0.0128 |
0.0137 |
0.0009 |
7.0% |
0.0261 |
| ATR |
0.0133 |
0.0134 |
0.0000 |
0.2% |
0.0000 |
| Volume |
172,968 |
290,812 |
117,844 |
68.1% |
394,914 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4107 |
1.4027 |
1.3748 |
|
| R3 |
1.3970 |
1.3890 |
1.3711 |
|
| R2 |
1.3833 |
1.3833 |
1.3698 |
|
| R1 |
1.3753 |
1.3753 |
1.3686 |
1.3725 |
| PP |
1.3696 |
1.3696 |
1.3696 |
1.3682 |
| S1 |
1.3616 |
1.3616 |
1.3660 |
1.3588 |
| S2 |
1.3559 |
1.3559 |
1.3648 |
|
| S3 |
1.3422 |
1.3479 |
1.3635 |
|
| S4 |
1.3285 |
1.3342 |
1.3598 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4479 |
1.4379 |
1.3901 |
|
| R3 |
1.4218 |
1.4118 |
1.3829 |
|
| R2 |
1.3957 |
1.3957 |
1.3805 |
|
| R1 |
1.3857 |
1.3857 |
1.3781 |
1.3907 |
| PP |
1.3696 |
1.3696 |
1.3696 |
1.3721 |
| S1 |
1.3596 |
1.3596 |
1.3733 |
1.3646 |
| S2 |
1.3435 |
1.3435 |
1.3709 |
|
| S3 |
1.3174 |
1.3335 |
1.3685 |
|
| S4 |
1.2913 |
1.3074 |
1.3613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3796 |
1.3535 |
0.0261 |
1.9% |
0.0113 |
0.8% |
53% |
False |
False |
131,415 |
| 10 |
1.3796 |
1.3433 |
0.0363 |
2.7% |
0.0126 |
0.9% |
66% |
False |
False |
72,015 |
| 20 |
1.3796 |
1.3433 |
0.0363 |
2.7% |
0.0143 |
1.0% |
66% |
False |
False |
37,762 |
| 40 |
1.4499 |
1.3433 |
0.1066 |
7.8% |
0.0137 |
1.0% |
23% |
False |
False |
19,190 |
| 60 |
1.4578 |
1.3433 |
0.1145 |
8.4% |
0.0131 |
1.0% |
21% |
False |
False |
12,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4358 |
|
2.618 |
1.4135 |
|
1.618 |
1.3998 |
|
1.000 |
1.3913 |
|
0.618 |
1.3861 |
|
HIGH |
1.3776 |
|
0.618 |
1.3724 |
|
0.500 |
1.3708 |
|
0.382 |
1.3691 |
|
LOW |
1.3639 |
|
0.618 |
1.3554 |
|
1.000 |
1.3502 |
|
1.618 |
1.3417 |
|
2.618 |
1.3280 |
|
4.250 |
1.3057 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3708 |
1.3708 |
| PP |
1.3696 |
1.3696 |
| S1 |
1.3685 |
1.3685 |
|