CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3397 |
1.3335 |
-0.0062 |
-0.5% |
1.3665 |
| High |
1.3397 |
1.3335 |
-0.0062 |
-0.5% |
1.3765 |
| Low |
1.3307 |
1.3273 |
-0.0034 |
-0.3% |
1.3532 |
| Close |
1.3337 |
1.3291 |
-0.0046 |
-0.3% |
1.3532 |
| Range |
0.0090 |
0.0062 |
-0.0028 |
-31.1% |
0.0233 |
| ATR |
0.0071 |
0.0070 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
8 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3486 |
1.3450 |
1.3325 |
|
| R3 |
1.3424 |
1.3388 |
1.3308 |
|
| R2 |
1.3362 |
1.3362 |
1.3302 |
|
| R1 |
1.3326 |
1.3326 |
1.3297 |
1.3313 |
| PP |
1.3300 |
1.3300 |
1.3300 |
1.3293 |
| S1 |
1.3264 |
1.3264 |
1.3285 |
1.3251 |
| S2 |
1.3238 |
1.3238 |
1.3280 |
|
| S3 |
1.3176 |
1.3202 |
1.3274 |
|
| S4 |
1.3114 |
1.3140 |
1.3257 |
|
|
| 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 |
1.3599 |
|
2.618 |
1.3497 |
|
1.618 |
1.3435 |
|
1.000 |
1.3397 |
|
0.618 |
1.3373 |
|
HIGH |
1.3335 |
|
0.618 |
1.3311 |
|
0.500 |
1.3304 |
|
0.382 |
1.3297 |
|
LOW |
1.3273 |
|
0.618 |
1.3235 |
|
1.000 |
1.3211 |
|
1.618 |
1.3173 |
|
2.618 |
1.3111 |
|
4.250 |
1.3010 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3304 |
1.3412 |
| PP |
1.3300 |
1.3371 |
| S1 |
1.3295 |
1.3331 |
|