CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3617 |
1.3629 |
0.0012 |
0.1% |
1.3589 |
| High |
1.3617 |
1.3629 |
0.0012 |
0.1% |
1.3643 |
| Low |
1.3617 |
1.3629 |
0.0012 |
0.1% |
1.3436 |
| Close |
1.3617 |
1.3629 |
0.0012 |
0.1% |
1.3617 |
| Range |
|
|
|
|
|
| ATR |
0.0072 |
0.0068 |
-0.0004 |
-6.0% |
0.0000 |
| Volume |
106 |
106 |
0 |
0.0% |
543 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3629 |
1.3629 |
1.3629 |
|
| R3 |
1.3629 |
1.3629 |
1.3629 |
|
| R2 |
1.3629 |
1.3629 |
1.3629 |
|
| R1 |
1.3629 |
1.3629 |
1.3629 |
1.3629 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3629 |
| S1 |
1.3629 |
1.3629 |
1.3629 |
1.3629 |
| S2 |
1.3629 |
1.3629 |
1.3629 |
|
| S3 |
1.3629 |
1.3629 |
1.3629 |
|
| S4 |
1.3629 |
1.3629 |
1.3629 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4186 |
1.4109 |
1.3731 |
|
| R3 |
1.3979 |
1.3902 |
1.3674 |
|
| R2 |
1.3772 |
1.3772 |
1.3655 |
|
| R1 |
1.3695 |
1.3695 |
1.3636 |
1.3734 |
| PP |
1.3565 |
1.3565 |
1.3565 |
1.3585 |
| S1 |
1.3488 |
1.3488 |
1.3598 |
1.3527 |
| S2 |
1.3358 |
1.3358 |
1.3579 |
|
| S3 |
1.3151 |
1.3281 |
1.3560 |
|
| S4 |
1.2944 |
1.3074 |
1.3503 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3629 |
|
2.618 |
1.3629 |
|
1.618 |
1.3629 |
|
1.000 |
1.3629 |
|
0.618 |
1.3629 |
|
HIGH |
1.3629 |
|
0.618 |
1.3629 |
|
0.500 |
1.3629 |
|
0.382 |
1.3629 |
|
LOW |
1.3629 |
|
0.618 |
1.3629 |
|
1.000 |
1.3629 |
|
1.618 |
1.3629 |
|
2.618 |
1.3629 |
|
4.250 |
1.3629 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3629 |
1.3630 |
| PP |
1.3629 |
1.3630 |
| S1 |
1.3629 |
1.3629 |
|