CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2689 |
1.2725 |
0.0036 |
0.3% |
1.2660 |
| High |
1.2740 |
1.2725 |
-0.0015 |
-0.1% |
1.2880 |
| Low |
1.2680 |
1.2700 |
0.0020 |
0.2% |
1.2660 |
| Close |
1.2716 |
1.2691 |
-0.0025 |
-0.2% |
1.2869 |
| Range |
0.0060 |
0.0025 |
-0.0035 |
-58.3% |
0.0220 |
| ATR |
0.0074 |
0.0071 |
-0.0004 |
-4.7% |
0.0000 |
| Volume |
209 |
17 |
-192 |
-91.9% |
46 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2780 |
1.2761 |
1.2705 |
|
| R3 |
1.2755 |
1.2736 |
1.2698 |
|
| R2 |
1.2730 |
1.2730 |
1.2696 |
|
| R1 |
1.2711 |
1.2711 |
1.2693 |
1.2708 |
| PP |
1.2705 |
1.2705 |
1.2705 |
1.2704 |
| S1 |
1.2686 |
1.2686 |
1.2689 |
1.2683 |
| S2 |
1.2680 |
1.2680 |
1.2686 |
|
| S3 |
1.2655 |
1.2661 |
1.2684 |
|
| S4 |
1.2630 |
1.2636 |
1.2677 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3463 |
1.3386 |
1.2990 |
|
| R3 |
1.3243 |
1.3166 |
1.2930 |
|
| R2 |
1.3023 |
1.3023 |
1.2909 |
|
| R1 |
1.2946 |
1.2946 |
1.2889 |
1.2985 |
| PP |
1.2803 |
1.2803 |
1.2803 |
1.2822 |
| S1 |
1.2726 |
1.2726 |
1.2849 |
1.2765 |
| S2 |
1.2583 |
1.2583 |
1.2829 |
|
| S3 |
1.2363 |
1.2506 |
1.2809 |
|
| S4 |
1.2143 |
1.2286 |
1.2748 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2831 |
|
2.618 |
1.2790 |
|
1.618 |
1.2765 |
|
1.000 |
1.2750 |
|
0.618 |
1.2740 |
|
HIGH |
1.2725 |
|
0.618 |
1.2715 |
|
0.500 |
1.2713 |
|
0.382 |
1.2710 |
|
LOW |
1.2700 |
|
0.618 |
1.2685 |
|
1.000 |
1.2675 |
|
1.618 |
1.2660 |
|
2.618 |
1.2635 |
|
4.250 |
1.2594 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2713 |
1.2785 |
| PP |
1.2705 |
1.2754 |
| S1 |
1.2698 |
1.2722 |
|