CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3589 |
1.3436 |
-0.0153 |
-1.1% |
1.3610 |
| High |
1.3589 |
1.3629 |
0.0040 |
0.3% |
1.3668 |
| Low |
1.3500 |
1.3436 |
-0.0064 |
-0.5% |
1.3465 |
| Close |
1.3568 |
1.3593 |
0.0025 |
0.2% |
1.3614 |
| Range |
0.0089 |
0.0193 |
0.0104 |
116.9% |
0.0203 |
| ATR |
0.0072 |
0.0081 |
0.0009 |
11.9% |
0.0000 |
| Volume |
12 |
10 |
-2 |
-16.7% |
267 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4132 |
1.4055 |
1.3699 |
|
| R3 |
1.3939 |
1.3862 |
1.3646 |
|
| R2 |
1.3746 |
1.3746 |
1.3628 |
|
| R1 |
1.3669 |
1.3669 |
1.3611 |
1.3708 |
| PP |
1.3553 |
1.3553 |
1.3553 |
1.3572 |
| S1 |
1.3476 |
1.3476 |
1.3575 |
1.3515 |
| S2 |
1.3360 |
1.3360 |
1.3558 |
|
| S3 |
1.3167 |
1.3283 |
1.3540 |
|
| S4 |
1.2974 |
1.3090 |
1.3487 |
|
|
| 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 |
1.4449 |
|
2.618 |
1.4134 |
|
1.618 |
1.3941 |
|
1.000 |
1.3822 |
|
0.618 |
1.3748 |
|
HIGH |
1.3629 |
|
0.618 |
1.3555 |
|
0.500 |
1.3533 |
|
0.382 |
1.3510 |
|
LOW |
1.3436 |
|
0.618 |
1.3317 |
|
1.000 |
1.3243 |
|
1.618 |
1.3124 |
|
2.618 |
1.2931 |
|
4.250 |
1.2616 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3573 |
1.3573 |
| PP |
1.3553 |
1.3553 |
| S1 |
1.3533 |
1.3533 |
|