CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3455 |
1.3433 |
-0.0022 |
-0.2% |
1.3025 |
| High |
1.3493 |
1.3583 |
0.0090 |
0.7% |
1.3488 |
| Low |
1.3417 |
1.3374 |
-0.0043 |
-0.3% |
1.3023 |
| Close |
1.3464 |
1.3555 |
0.0091 |
0.7% |
1.3461 |
| Range |
0.0076 |
0.0209 |
0.0133 |
175.0% |
0.0465 |
| ATR |
0.0109 |
0.0116 |
0.0007 |
6.6% |
0.0000 |
| Volume |
882 |
430 |
-452 |
-51.2% |
1,063 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4131 |
1.4052 |
1.3670 |
|
| R3 |
1.3922 |
1.3843 |
1.3612 |
|
| R2 |
1.3713 |
1.3713 |
1.3593 |
|
| R1 |
1.3634 |
1.3634 |
1.3574 |
1.3674 |
| PP |
1.3504 |
1.3504 |
1.3504 |
1.3524 |
| S1 |
1.3425 |
1.3425 |
1.3536 |
1.3465 |
| S2 |
1.3295 |
1.3295 |
1.3517 |
|
| S3 |
1.3086 |
1.3216 |
1.3498 |
|
| S4 |
1.2877 |
1.3007 |
1.3440 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4719 |
1.4555 |
1.3717 |
|
| R3 |
1.4254 |
1.4090 |
1.3589 |
|
| R2 |
1.3789 |
1.3789 |
1.3546 |
|
| R1 |
1.3625 |
1.3625 |
1.3504 |
1.3707 |
| PP |
1.3324 |
1.3324 |
1.3324 |
1.3365 |
| S1 |
1.3160 |
1.3160 |
1.3418 |
1.3242 |
| S2 |
1.2859 |
1.2859 |
1.3376 |
|
| S3 |
1.2394 |
1.2695 |
1.3333 |
|
| S4 |
1.1929 |
1.2230 |
1.3205 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4471 |
|
2.618 |
1.4130 |
|
1.618 |
1.3921 |
|
1.000 |
1.3792 |
|
0.618 |
1.3712 |
|
HIGH |
1.3583 |
|
0.618 |
1.3503 |
|
0.500 |
1.3479 |
|
0.382 |
1.3454 |
|
LOW |
1.3374 |
|
0.618 |
1.3245 |
|
1.000 |
1.3165 |
|
1.618 |
1.3036 |
|
2.618 |
1.2827 |
|
4.250 |
1.2486 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3530 |
1.3514 |
| PP |
1.3504 |
1.3473 |
| S1 |
1.3479 |
1.3433 |
|