CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3569 |
1.3608 |
0.0039 |
0.3% |
1.3617 |
| High |
1.3623 |
1.3737 |
0.0114 |
0.8% |
1.3692 |
| Low |
1.3433 |
1.3592 |
0.0159 |
1.2% |
1.3451 |
| Close |
1.3600 |
1.3700 |
0.0100 |
0.7% |
1.3621 |
| Range |
0.0190 |
0.0145 |
-0.0045 |
-23.7% |
0.0241 |
| ATR |
0.0154 |
0.0153 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
358,508 |
370,881 |
12,373 |
3.5% |
1,659,175 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4111 |
1.4051 |
1.3780 |
|
| R3 |
1.3966 |
1.3906 |
1.3740 |
|
| R2 |
1.3821 |
1.3821 |
1.3727 |
|
| R1 |
1.3761 |
1.3761 |
1.3713 |
1.3791 |
| PP |
1.3676 |
1.3676 |
1.3676 |
1.3692 |
| S1 |
1.3616 |
1.3616 |
1.3687 |
1.3646 |
| S2 |
1.3531 |
1.3531 |
1.3673 |
|
| S3 |
1.3386 |
1.3471 |
1.3660 |
|
| S4 |
1.3241 |
1.3326 |
1.3620 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4311 |
1.4207 |
1.3754 |
|
| R3 |
1.4070 |
1.3966 |
1.3687 |
|
| R2 |
1.3829 |
1.3829 |
1.3665 |
|
| R1 |
1.3725 |
1.3725 |
1.3643 |
1.3777 |
| PP |
1.3588 |
1.3588 |
1.3588 |
1.3614 |
| S1 |
1.3484 |
1.3484 |
1.3599 |
1.3536 |
| S2 |
1.3347 |
1.3347 |
1.3577 |
|
| S3 |
1.3106 |
1.3243 |
1.3555 |
|
| S4 |
1.2865 |
1.3002 |
1.3488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3737 |
1.3433 |
0.0304 |
2.2% |
0.0161 |
1.2% |
88% |
True |
False |
363,718 |
| 10 |
1.3737 |
1.3433 |
0.0304 |
2.2% |
0.0154 |
1.1% |
88% |
True |
False |
340,747 |
| 20 |
1.4026 |
1.3433 |
0.0593 |
4.3% |
0.0161 |
1.2% |
45% |
False |
False |
343,939 |
| 40 |
1.4577 |
1.3433 |
0.1144 |
8.4% |
0.0146 |
1.1% |
23% |
False |
False |
313,146 |
| 60 |
1.5083 |
1.3433 |
0.1650 |
12.0% |
0.0143 |
1.0% |
16% |
False |
False |
255,752 |
| 80 |
1.5137 |
1.3433 |
0.1704 |
12.4% |
0.0140 |
1.0% |
16% |
False |
False |
192,248 |
| 100 |
1.5137 |
1.3433 |
0.1704 |
12.4% |
0.0137 |
1.0% |
16% |
False |
False |
153,857 |
| 120 |
1.5137 |
1.3433 |
0.1704 |
12.4% |
0.0129 |
0.9% |
16% |
False |
False |
128,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4353 |
|
2.618 |
1.4117 |
|
1.618 |
1.3972 |
|
1.000 |
1.3882 |
|
0.618 |
1.3827 |
|
HIGH |
1.3737 |
|
0.618 |
1.3682 |
|
0.500 |
1.3665 |
|
0.382 |
1.3647 |
|
LOW |
1.3592 |
|
0.618 |
1.3502 |
|
1.000 |
1.3447 |
|
1.618 |
1.3357 |
|
2.618 |
1.3212 |
|
4.250 |
1.2976 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3688 |
1.3662 |
| PP |
1.3676 |
1.3623 |
| S1 |
1.3665 |
1.3585 |
|