CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3608 |
1.3694 |
0.0086 |
0.6% |
1.3617 |
| High |
1.3737 |
1.3713 |
-0.0024 |
-0.2% |
1.3692 |
| Low |
1.3592 |
1.3550 |
-0.0042 |
-0.3% |
1.3451 |
| Close |
1.3700 |
1.3577 |
-0.0123 |
-0.9% |
1.3621 |
| Range |
0.0145 |
0.0163 |
0.0018 |
12.4% |
0.0241 |
| ATR |
0.0153 |
0.0154 |
0.0001 |
0.5% |
0.0000 |
| Volume |
370,881 |
367,057 |
-3,824 |
-1.0% |
1,659,175 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4102 |
1.4003 |
1.3667 |
|
| R3 |
1.3939 |
1.3840 |
1.3622 |
|
| R2 |
1.3776 |
1.3776 |
1.3607 |
|
| R1 |
1.3677 |
1.3677 |
1.3592 |
1.3645 |
| PP |
1.3613 |
1.3613 |
1.3613 |
1.3598 |
| S1 |
1.3514 |
1.3514 |
1.3562 |
1.3482 |
| S2 |
1.3450 |
1.3450 |
1.3547 |
|
| S3 |
1.3287 |
1.3351 |
1.3532 |
|
| S4 |
1.3124 |
1.3188 |
1.3487 |
|
|
| 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% |
0.0169 |
1.2% |
47% |
False |
False |
372,018 |
| 10 |
1.3737 |
1.3433 |
0.0304 |
2.2% |
0.0155 |
1.1% |
47% |
False |
False |
348,136 |
| 20 |
1.3901 |
1.3433 |
0.0468 |
3.4% |
0.0162 |
1.2% |
31% |
False |
False |
348,997 |
| 40 |
1.4577 |
1.3433 |
0.1144 |
8.4% |
0.0146 |
1.1% |
13% |
False |
False |
316,779 |
| 60 |
1.4897 |
1.3433 |
0.1464 |
10.8% |
0.0141 |
1.0% |
10% |
False |
False |
261,563 |
| 80 |
1.5137 |
1.3433 |
0.1704 |
12.6% |
0.0141 |
1.0% |
8% |
False |
False |
196,826 |
| 100 |
1.5137 |
1.3433 |
0.1704 |
12.6% |
0.0137 |
1.0% |
8% |
False |
False |
157,524 |
| 120 |
1.5137 |
1.3433 |
0.1704 |
12.6% |
0.0129 |
1.0% |
8% |
False |
False |
131,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4406 |
|
2.618 |
1.4140 |
|
1.618 |
1.3977 |
|
1.000 |
1.3876 |
|
0.618 |
1.3814 |
|
HIGH |
1.3713 |
|
0.618 |
1.3651 |
|
0.500 |
1.3632 |
|
0.382 |
1.3612 |
|
LOW |
1.3550 |
|
0.618 |
1.3449 |
|
1.000 |
1.3387 |
|
1.618 |
1.3286 |
|
2.618 |
1.3123 |
|
4.250 |
1.2857 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3632 |
1.3585 |
| PP |
1.3613 |
1.3582 |
| S1 |
1.3595 |
1.3580 |
|