CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3532 |
1.3589 |
0.0057 |
0.4% |
1.3610 |
| High |
1.3601 |
1.3589 |
-0.0012 |
-0.1% |
1.3668 |
| Low |
1.3532 |
1.3500 |
-0.0032 |
-0.2% |
1.3465 |
| Close |
1.3614 |
1.3568 |
-0.0046 |
-0.3% |
1.3614 |
| Range |
0.0069 |
0.0089 |
0.0020 |
29.0% |
0.0203 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.6% |
0.0000 |
| Volume |
1 |
12 |
11 |
1,100.0% |
267 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3819 |
1.3783 |
1.3617 |
|
| R3 |
1.3730 |
1.3694 |
1.3592 |
|
| R2 |
1.3641 |
1.3641 |
1.3584 |
|
| R1 |
1.3605 |
1.3605 |
1.3576 |
1.3579 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3539 |
| S1 |
1.3516 |
1.3516 |
1.3560 |
1.3490 |
| S2 |
1.3463 |
1.3463 |
1.3552 |
|
| S3 |
1.3374 |
1.3427 |
1.3544 |
|
| S4 |
1.3285 |
1.3338 |
1.3519 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4191 |
1.4106 |
1.3726 |
|
| R3 |
1.3988 |
1.3903 |
1.3670 |
|
| R2 |
1.3785 |
1.3785 |
1.3651 |
|
| R1 |
1.3700 |
1.3700 |
1.3633 |
1.3743 |
| PP |
1.3582 |
1.3582 |
1.3582 |
1.3604 |
| S1 |
1.3497 |
1.3497 |
1.3595 |
1.3540 |
| S2 |
1.3379 |
1.3379 |
1.3577 |
|
| S3 |
1.3176 |
1.3294 |
1.3558 |
|
| S4 |
1.2973 |
1.3091 |
1.3502 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3967 |
|
2.618 |
1.3822 |
|
1.618 |
1.3733 |
|
1.000 |
1.3678 |
|
0.618 |
1.3644 |
|
HIGH |
1.3589 |
|
0.618 |
1.3555 |
|
0.500 |
1.3545 |
|
0.382 |
1.3534 |
|
LOW |
1.3500 |
|
0.618 |
1.3445 |
|
1.000 |
1.3411 |
|
1.618 |
1.3356 |
|
2.618 |
1.3267 |
|
4.250 |
1.3122 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3560 |
1.3556 |
| PP |
1.3552 |
1.3545 |
| S1 |
1.3545 |
1.3533 |
|