CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3467 |
1.3476 |
0.0009 |
0.1% |
1.3531 |
| High |
1.3506 |
1.3538 |
0.0032 |
0.2% |
1.3570 |
| Low |
1.3418 |
1.3396 |
-0.0022 |
-0.2% |
1.3266 |
| Close |
1.3464 |
1.3421 |
-0.0043 |
-0.3% |
1.3400 |
| Range |
0.0088 |
0.0142 |
0.0054 |
61.4% |
0.0304 |
| ATR |
0.0131 |
0.0132 |
0.0001 |
0.6% |
0.0000 |
| Volume |
344,158 |
235,099 |
-109,059 |
-31.7% |
1,706,886 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3878 |
1.3791 |
1.3499 |
|
| R3 |
1.3736 |
1.3649 |
1.3460 |
|
| R2 |
1.3594 |
1.3594 |
1.3447 |
|
| R1 |
1.3507 |
1.3507 |
1.3434 |
1.3480 |
| PP |
1.3452 |
1.3452 |
1.3452 |
1.3438 |
| S1 |
1.3365 |
1.3365 |
1.3408 |
1.3338 |
| S2 |
1.3310 |
1.3310 |
1.3395 |
|
| S3 |
1.3168 |
1.3223 |
1.3382 |
|
| S4 |
1.3026 |
1.3081 |
1.3343 |
|
|
| 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 |
1.3538 |
1.3266 |
0.0272 |
2.0% |
0.0140 |
1.0% |
57% |
True |
False |
339,240 |
| 10 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0127 |
0.9% |
28% |
False |
False |
313,860 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0123 |
0.9% |
28% |
False |
False |
203,917 |
| 40 |
1.4017 |
1.3266 |
0.0751 |
5.6% |
0.0139 |
1.0% |
21% |
False |
False |
103,178 |
| 60 |
1.4569 |
1.3266 |
0.1303 |
9.7% |
0.0135 |
1.0% |
12% |
False |
False |
68,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4142 |
|
2.618 |
1.3910 |
|
1.618 |
1.3768 |
|
1.000 |
1.3680 |
|
0.618 |
1.3626 |
|
HIGH |
1.3538 |
|
0.618 |
1.3484 |
|
0.500 |
1.3467 |
|
0.382 |
1.3450 |
|
LOW |
1.3396 |
|
0.618 |
1.3308 |
|
1.000 |
1.3254 |
|
1.618 |
1.3166 |
|
2.618 |
1.3024 |
|
4.250 |
1.2793 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3467 |
1.3415 |
| PP |
1.3452 |
1.3409 |
| S1 |
1.3436 |
1.3403 |
|