CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3325 |
1.3284 |
-0.0041 |
-0.3% |
1.3531 |
| High |
1.3388 |
1.3425 |
0.0037 |
0.3% |
1.3570 |
| Low |
1.3266 |
1.3268 |
0.0002 |
0.0% |
1.3266 |
| Close |
1.3291 |
1.3400 |
0.0109 |
0.8% |
1.3400 |
| Range |
0.0122 |
0.0157 |
0.0035 |
28.7% |
0.0304 |
| ATR |
0.0131 |
0.0133 |
0.0002 |
1.4% |
0.0000 |
| Volume |
413,012 |
379,887 |
-33,125 |
-8.0% |
1,706,886 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3835 |
1.3775 |
1.3486 |
|
| R3 |
1.3678 |
1.3618 |
1.3443 |
|
| R2 |
1.3521 |
1.3521 |
1.3429 |
|
| R1 |
1.3461 |
1.3461 |
1.3414 |
1.3491 |
| PP |
1.3364 |
1.3364 |
1.3364 |
1.3380 |
| S1 |
1.3304 |
1.3304 |
1.3386 |
1.3334 |
| S2 |
1.3207 |
1.3207 |
1.3371 |
|
| S3 |
1.3050 |
1.3147 |
1.3357 |
|
| S4 |
1.2893 |
1.2990 |
1.3314 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4324 |
1.4166 |
1.3567 |
|
| R3 |
1.4020 |
1.3862 |
1.3484 |
|
| R2 |
1.3716 |
1.3716 |
1.3456 |
|
| R1 |
1.3558 |
1.3558 |
1.3428 |
1.3485 |
| PP |
1.3412 |
1.3412 |
1.3412 |
1.3376 |
| S1 |
1.3254 |
1.3254 |
1.3372 |
1.3181 |
| S2 |
1.3108 |
1.3108 |
1.3344 |
|
| S3 |
1.2804 |
1.2950 |
1.3316 |
|
| S4 |
1.2500 |
1.2646 |
1.3233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3570 |
1.3266 |
0.0304 |
2.3% |
0.0134 |
1.0% |
44% |
False |
False |
341,377 |
| 10 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0131 |
1.0% |
24% |
False |
False |
307,583 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0131 |
1.0% |
24% |
False |
False |
175,654 |
| 40 |
1.4017 |
1.3266 |
0.0751 |
5.6% |
0.0138 |
1.0% |
18% |
False |
False |
88,725 |
| 60 |
1.4569 |
1.3266 |
0.1303 |
9.7% |
0.0134 |
1.0% |
10% |
False |
False |
59,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4092 |
|
2.618 |
1.3836 |
|
1.618 |
1.3679 |
|
1.000 |
1.3582 |
|
0.618 |
1.3522 |
|
HIGH |
1.3425 |
|
0.618 |
1.3365 |
|
0.500 |
1.3347 |
|
0.382 |
1.3328 |
|
LOW |
1.3268 |
|
0.618 |
1.3171 |
|
1.000 |
1.3111 |
|
1.618 |
1.3014 |
|
2.618 |
1.2857 |
|
4.250 |
1.2601 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3382 |
1.3395 |
| PP |
1.3364 |
1.3389 |
| S1 |
1.3347 |
1.3384 |
|