CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3734 |
1.3606 |
-0.0128 |
-0.9% |
1.3770 |
| High |
1.3738 |
1.3625 |
-0.0113 |
-0.8% |
1.3812 |
| Low |
1.3589 |
1.3506 |
-0.0083 |
-0.6% |
1.3506 |
| Close |
1.3618 |
1.3534 |
-0.0084 |
-0.6% |
1.3534 |
| Range |
0.0149 |
0.0119 |
-0.0030 |
-20.1% |
0.0306 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.8% |
0.0000 |
| Volume |
772 |
947 |
175 |
22.7% |
2,636 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3912 |
1.3842 |
1.3599 |
|
| R3 |
1.3793 |
1.3723 |
1.3567 |
|
| R2 |
1.3674 |
1.3674 |
1.3556 |
|
| R1 |
1.3604 |
1.3604 |
1.3545 |
1.3580 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3543 |
| S1 |
1.3485 |
1.3485 |
1.3523 |
1.3461 |
| S2 |
1.3436 |
1.3436 |
1.3512 |
|
| S3 |
1.3317 |
1.3366 |
1.3501 |
|
| S4 |
1.3198 |
1.3247 |
1.3469 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4535 |
1.4341 |
1.3702 |
|
| R3 |
1.4229 |
1.4035 |
1.3618 |
|
| R2 |
1.3923 |
1.3923 |
1.3590 |
|
| R1 |
1.3729 |
1.3729 |
1.3562 |
1.3673 |
| PP |
1.3617 |
1.3617 |
1.3617 |
1.3590 |
| S1 |
1.3423 |
1.3423 |
1.3506 |
1.3367 |
| S2 |
1.3311 |
1.3311 |
1.3478 |
|
| S3 |
1.3005 |
1.3117 |
1.3450 |
|
| S4 |
1.2699 |
1.2811 |
1.3366 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4131 |
|
2.618 |
1.3937 |
|
1.618 |
1.3818 |
|
1.000 |
1.3744 |
|
0.618 |
1.3699 |
|
HIGH |
1.3625 |
|
0.618 |
1.3580 |
|
0.500 |
1.3566 |
|
0.382 |
1.3551 |
|
LOW |
1.3506 |
|
0.618 |
1.3432 |
|
1.000 |
1.3387 |
|
1.618 |
1.3313 |
|
2.618 |
1.3194 |
|
4.250 |
1.3000 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3566 |
1.3659 |
| PP |
1.3555 |
1.3617 |
| S1 |
1.3545 |
1.3576 |
|