CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3284 |
1.3467 |
0.0183 |
1.4% |
1.3531 |
| High |
1.3425 |
1.3506 |
0.0081 |
0.6% |
1.3570 |
| Low |
1.3268 |
1.3418 |
0.0150 |
1.1% |
1.3266 |
| Close |
1.3400 |
1.3464 |
0.0064 |
0.5% |
1.3400 |
| Range |
0.0157 |
0.0088 |
-0.0069 |
-43.9% |
0.0304 |
| ATR |
0.0133 |
0.0131 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
379,887 |
344,158 |
-35,729 |
-9.4% |
1,706,886 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3727 |
1.3683 |
1.3512 |
|
| R3 |
1.3639 |
1.3595 |
1.3488 |
|
| R2 |
1.3551 |
1.3551 |
1.3480 |
|
| R1 |
1.3507 |
1.3507 |
1.3472 |
1.3485 |
| PP |
1.3463 |
1.3463 |
1.3463 |
1.3452 |
| S1 |
1.3419 |
1.3419 |
1.3456 |
1.3397 |
| S2 |
1.3375 |
1.3375 |
1.3448 |
|
| S3 |
1.3287 |
1.3331 |
1.3440 |
|
| S4 |
1.3199 |
1.3243 |
1.3416 |
|
|
| 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% |
0.0130 |
1.0% |
65% |
False |
False |
352,851 |
| 10 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0126 |
0.9% |
36% |
False |
False |
312,917 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0126 |
0.9% |
36% |
False |
False |
192,466 |
| 40 |
1.4017 |
1.3266 |
0.0751 |
5.6% |
0.0137 |
1.0% |
26% |
False |
False |
97,314 |
| 60 |
1.4569 |
1.3266 |
0.1303 |
9.7% |
0.0134 |
1.0% |
15% |
False |
False |
64,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3880 |
|
2.618 |
1.3736 |
|
1.618 |
1.3648 |
|
1.000 |
1.3594 |
|
0.618 |
1.3560 |
|
HIGH |
1.3506 |
|
0.618 |
1.3472 |
|
0.500 |
1.3462 |
|
0.382 |
1.3452 |
|
LOW |
1.3418 |
|
0.618 |
1.3364 |
|
1.000 |
1.3330 |
|
1.618 |
1.3276 |
|
2.618 |
1.3188 |
|
4.250 |
1.3044 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3463 |
1.3438 |
| PP |
1.3463 |
1.3412 |
| S1 |
1.3462 |
1.3386 |
|