CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3581 |
1.3641 |
0.0060 |
0.4% |
1.3624 |
| High |
1.3630 |
1.3705 |
0.0075 |
0.6% |
1.3737 |
| Low |
1.3530 |
1.3605 |
0.0075 |
0.6% |
1.3433 |
| Close |
1.3623 |
1.3633 |
0.0010 |
0.1% |
1.3623 |
| Range |
0.0100 |
0.0100 |
0.0000 |
0.0% |
0.0304 |
| ATR |
0.0150 |
0.0146 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
364,918 |
297,999 |
-66,919 |
-18.3% |
1,840,669 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3948 |
1.3890 |
1.3688 |
|
| R3 |
1.3848 |
1.3790 |
1.3661 |
|
| R2 |
1.3748 |
1.3748 |
1.3651 |
|
| R1 |
1.3690 |
1.3690 |
1.3642 |
1.3669 |
| PP |
1.3648 |
1.3648 |
1.3648 |
1.3637 |
| S1 |
1.3590 |
1.3590 |
1.3624 |
1.3569 |
| S2 |
1.3548 |
1.3548 |
1.3615 |
|
| S3 |
1.3448 |
1.3490 |
1.3606 |
|
| S4 |
1.3348 |
1.3390 |
1.3578 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4510 |
1.4370 |
1.3790 |
|
| R3 |
1.4206 |
1.4066 |
1.3707 |
|
| R2 |
1.3902 |
1.3902 |
1.3679 |
|
| R1 |
1.3762 |
1.3762 |
1.3651 |
1.3680 |
| PP |
1.3598 |
1.3598 |
1.3598 |
1.3557 |
| S1 |
1.3458 |
1.3458 |
1.3595 |
1.3376 |
| S2 |
1.3294 |
1.3294 |
1.3567 |
|
| S3 |
1.2990 |
1.3154 |
1.3539 |
|
| S4 |
1.2686 |
1.2850 |
1.3456 |
|
|
| 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% |
0.0140 |
1.0% |
66% |
False |
False |
351,872 |
| 10 |
1.3737 |
1.3433 |
0.0304 |
2.2% |
0.0149 |
1.1% |
66% |
False |
False |
345,559 |
| 20 |
1.3840 |
1.3433 |
0.0407 |
3.0% |
0.0155 |
1.1% |
49% |
False |
False |
345,508 |
| 40 |
1.4577 |
1.3433 |
0.1144 |
8.4% |
0.0144 |
1.1% |
17% |
False |
False |
321,299 |
| 60 |
1.4777 |
1.3433 |
0.1344 |
9.9% |
0.0139 |
1.0% |
15% |
False |
False |
271,880 |
| 80 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0140 |
1.0% |
12% |
False |
False |
205,099 |
| 100 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0137 |
1.0% |
12% |
False |
False |
164,145 |
| 120 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0130 |
1.0% |
12% |
False |
False |
136,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4130 |
|
2.618 |
1.3967 |
|
1.618 |
1.3867 |
|
1.000 |
1.3805 |
|
0.618 |
1.3767 |
|
HIGH |
1.3705 |
|
0.618 |
1.3667 |
|
0.500 |
1.3655 |
|
0.382 |
1.3643 |
|
LOW |
1.3605 |
|
0.618 |
1.3543 |
|
1.000 |
1.3505 |
|
1.618 |
1.3443 |
|
2.618 |
1.3343 |
|
4.250 |
1.3180 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3655 |
1.3629 |
| PP |
1.3648 |
1.3625 |
| S1 |
1.3640 |
1.3622 |
|