CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3550 |
1.3397 |
-0.0153 |
-1.1% |
1.3665 |
| High |
1.3550 |
1.3397 |
-0.0153 |
-1.1% |
1.3765 |
| Low |
1.3550 |
1.3307 |
-0.0243 |
-1.8% |
1.3532 |
| Close |
1.3487 |
1.3337 |
-0.0150 |
-1.1% |
1.3532 |
| Range |
0.0000 |
0.0090 |
0.0090 |
|
0.0233 |
| ATR |
0.0062 |
0.0071 |
0.0008 |
13.6% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
8 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3617 |
1.3567 |
1.3387 |
|
| R3 |
1.3527 |
1.3477 |
1.3362 |
|
| R2 |
1.3437 |
1.3437 |
1.3354 |
|
| R1 |
1.3387 |
1.3387 |
1.3345 |
1.3367 |
| PP |
1.3347 |
1.3347 |
1.3347 |
1.3337 |
| S1 |
1.3297 |
1.3297 |
1.3329 |
1.3277 |
| S2 |
1.3257 |
1.3257 |
1.3321 |
|
| S3 |
1.3167 |
1.3207 |
1.3312 |
|
| S4 |
1.3077 |
1.3117 |
1.3288 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4309 |
1.4153 |
1.3660 |
|
| R3 |
1.4076 |
1.3920 |
1.3596 |
|
| R2 |
1.3843 |
1.3843 |
1.3575 |
|
| R1 |
1.3687 |
1.3687 |
1.3553 |
1.3649 |
| PP |
1.3610 |
1.3610 |
1.3610 |
1.3590 |
| S1 |
1.3454 |
1.3454 |
1.3511 |
1.3416 |
| S2 |
1.3377 |
1.3377 |
1.3489 |
|
| S3 |
1.3144 |
1.3221 |
1.3468 |
|
| S4 |
1.2911 |
1.2988 |
1.3404 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3780 |
|
2.618 |
1.3633 |
|
1.618 |
1.3543 |
|
1.000 |
1.3487 |
|
0.618 |
1.3453 |
|
HIGH |
1.3397 |
|
0.618 |
1.3363 |
|
0.500 |
1.3352 |
|
0.382 |
1.3341 |
|
LOW |
1.3307 |
|
0.618 |
1.3251 |
|
1.000 |
1.3217 |
|
1.618 |
1.3161 |
|
2.618 |
1.3071 |
|
4.250 |
1.2925 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3352 |
1.3434 |
| PP |
1.3347 |
1.3401 |
| S1 |
1.3342 |
1.3369 |
|