CME Euro FX (E) Future December 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 |
1.3613 |
1.3625 |
0.0012 |
0.1% |
1.3562 |
| High |
1.3613 |
1.3625 |
0.0012 |
0.1% |
1.3687 |
| Low |
1.3613 |
1.3625 |
0.0012 |
0.1% |
1.3562 |
| Close |
1.3613 |
1.3625 |
0.0012 |
0.1% |
1.3613 |
| Range |
|
|
|
|
|
| ATR |
0.0066 |
0.0062 |
-0.0004 |
-5.8% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
30 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3625 |
1.3625 |
1.3625 |
|
| R3 |
1.3625 |
1.3625 |
1.3625 |
|
| R2 |
1.3625 |
1.3625 |
1.3625 |
|
| R1 |
1.3625 |
1.3625 |
1.3625 |
1.3625 |
| PP |
1.3625 |
1.3625 |
1.3625 |
1.3625 |
| S1 |
1.3625 |
1.3625 |
1.3625 |
1.3625 |
| S2 |
1.3625 |
1.3625 |
1.3625 |
|
| S3 |
1.3625 |
1.3625 |
1.3625 |
|
| S4 |
1.3625 |
1.3625 |
1.3625 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3996 |
1.3929 |
1.3682 |
|
| R3 |
1.3871 |
1.3804 |
1.3647 |
|
| R2 |
1.3746 |
1.3746 |
1.3636 |
|
| R1 |
1.3679 |
1.3679 |
1.3624 |
1.3713 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3637 |
| S1 |
1.3554 |
1.3554 |
1.3602 |
1.3588 |
| S2 |
1.3496 |
1.3496 |
1.3590 |
|
| S3 |
1.3371 |
1.3429 |
1.3579 |
|
| S4 |
1.3246 |
1.3304 |
1.3544 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3625 |
|
2.618 |
1.3625 |
|
1.618 |
1.3625 |
|
1.000 |
1.3625 |
|
0.618 |
1.3625 |
|
HIGH |
1.3625 |
|
0.618 |
1.3625 |
|
0.500 |
1.3625 |
|
0.382 |
1.3625 |
|
LOW |
1.3625 |
|
0.618 |
1.3625 |
|
1.000 |
1.3625 |
|
1.618 |
1.3625 |
|
2.618 |
1.3625 |
|
4.250 |
1.3625 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3625 |
1.3615 |
| PP |
1.3625 |
1.3606 |
| S1 |
1.3625 |
1.3596 |
|