CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3762 |
1.3678 |
-0.0084 |
-0.6% |
1.3639 |
| High |
1.3776 |
1.3785 |
0.0009 |
0.1% |
1.3796 |
| Low |
1.3639 |
1.3658 |
0.0019 |
0.1% |
1.3535 |
| Close |
1.3673 |
1.3757 |
0.0084 |
0.6% |
1.3757 |
| Range |
0.0137 |
0.0127 |
-0.0010 |
-7.3% |
0.0261 |
| ATR |
0.0134 |
0.0133 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
290,812 |
225,669 |
-65,143 |
-22.4% |
394,914 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4114 |
1.4063 |
1.3827 |
|
| R3 |
1.3987 |
1.3936 |
1.3792 |
|
| R2 |
1.3860 |
1.3860 |
1.3780 |
|
| R1 |
1.3809 |
1.3809 |
1.3769 |
1.3835 |
| PP |
1.3733 |
1.3733 |
1.3733 |
1.3746 |
| S1 |
1.3682 |
1.3682 |
1.3745 |
1.3708 |
| S2 |
1.3606 |
1.3606 |
1.3734 |
|
| S3 |
1.3479 |
1.3555 |
1.3722 |
|
| S4 |
1.3352 |
1.3428 |
1.3687 |
|
|
| 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 |
1.3543 |
0.0253 |
1.8% |
0.0119 |
0.9% |
85% |
False |
False |
168,900 |
| 10 |
1.3796 |
1.3529 |
0.0267 |
1.9% |
0.0120 |
0.9% |
85% |
False |
False |
93,974 |
| 20 |
1.3796 |
1.3433 |
0.0363 |
2.6% |
0.0139 |
1.0% |
89% |
False |
False |
48,942 |
| 40 |
1.4402 |
1.3433 |
0.0969 |
7.0% |
0.0136 |
1.0% |
33% |
False |
False |
24,827 |
| 60 |
1.4569 |
1.3433 |
0.1136 |
8.3% |
0.0132 |
1.0% |
29% |
False |
False |
16,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4325 |
|
2.618 |
1.4117 |
|
1.618 |
1.3990 |
|
1.000 |
1.3912 |
|
0.618 |
1.3863 |
|
HIGH |
1.3785 |
|
0.618 |
1.3736 |
|
0.500 |
1.3722 |
|
0.382 |
1.3707 |
|
LOW |
1.3658 |
|
0.618 |
1.3580 |
|
1.000 |
1.3531 |
|
1.618 |
1.3453 |
|
2.618 |
1.3326 |
|
4.250 |
1.3118 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3745 |
1.3744 |
| PP |
1.3733 |
1.3731 |
| S1 |
1.3722 |
1.3718 |
|