CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3712 |
1.3770 |
0.0058 |
0.4% |
1.3629 |
| High |
1.3805 |
1.3770 |
-0.0035 |
-0.3% |
1.3805 |
| Low |
1.3712 |
1.3642 |
-0.0070 |
-0.5% |
1.3550 |
| Close |
1.3754 |
1.3670 |
-0.0084 |
-0.6% |
1.3754 |
| Range |
0.0093 |
0.0128 |
0.0035 |
37.6% |
0.0255 |
| ATR |
0.0071 |
0.0075 |
0.0004 |
5.7% |
0.0000 |
| Volume |
18 |
34 |
16 |
88.9% |
162 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4078 |
1.4002 |
1.3740 |
|
| R3 |
1.3950 |
1.3874 |
1.3705 |
|
| R2 |
1.3822 |
1.3822 |
1.3693 |
|
| R1 |
1.3746 |
1.3746 |
1.3682 |
1.3720 |
| PP |
1.3694 |
1.3694 |
1.3694 |
1.3681 |
| S1 |
1.3618 |
1.3618 |
1.3658 |
1.3592 |
| S2 |
1.3566 |
1.3566 |
1.3647 |
|
| S3 |
1.3438 |
1.3490 |
1.3635 |
|
| S4 |
1.3310 |
1.3362 |
1.3600 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4468 |
1.4366 |
1.3894 |
|
| R3 |
1.4213 |
1.4111 |
1.3824 |
|
| R2 |
1.3958 |
1.3958 |
1.3801 |
|
| R1 |
1.3856 |
1.3856 |
1.3777 |
1.3907 |
| PP |
1.3703 |
1.3703 |
1.3703 |
1.3729 |
| S1 |
1.3601 |
1.3601 |
1.3731 |
1.3652 |
| S2 |
1.3448 |
1.3448 |
1.3707 |
|
| S3 |
1.3193 |
1.3346 |
1.3684 |
|
| S4 |
1.2938 |
1.3091 |
1.3614 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4314 |
|
2.618 |
1.4105 |
|
1.618 |
1.3977 |
|
1.000 |
1.3898 |
|
0.618 |
1.3849 |
|
HIGH |
1.3770 |
|
0.618 |
1.3721 |
|
0.500 |
1.3706 |
|
0.382 |
1.3691 |
|
LOW |
1.3642 |
|
0.618 |
1.3563 |
|
1.000 |
1.3514 |
|
1.618 |
1.3435 |
|
2.618 |
1.3307 |
|
4.250 |
1.3098 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3706 |
1.3724 |
| PP |
1.3694 |
1.3706 |
| S1 |
1.3682 |
1.3688 |
|