CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3641 |
1.3628 |
-0.0013 |
-0.1% |
1.3624 |
| High |
1.3705 |
1.3636 |
-0.0069 |
-0.5% |
1.3737 |
| Low |
1.3605 |
1.3536 |
-0.0069 |
-0.5% |
1.3433 |
| Close |
1.3633 |
1.3593 |
-0.0040 |
-0.3% |
1.3623 |
| Range |
0.0100 |
0.0100 |
0.0000 |
0.0% |
0.0304 |
| ATR |
0.0146 |
0.0143 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
297,999 |
238,518 |
-59,481 |
-20.0% |
1,840,669 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3888 |
1.3841 |
1.3648 |
|
| R3 |
1.3788 |
1.3741 |
1.3621 |
|
| R2 |
1.3688 |
1.3688 |
1.3611 |
|
| R1 |
1.3641 |
1.3641 |
1.3602 |
1.3615 |
| PP |
1.3588 |
1.3588 |
1.3588 |
1.3575 |
| S1 |
1.3541 |
1.3541 |
1.3584 |
1.3515 |
| S2 |
1.3488 |
1.3488 |
1.3575 |
|
| S3 |
1.3388 |
1.3441 |
1.3566 |
|
| S4 |
1.3288 |
1.3341 |
1.3538 |
|
|
| 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 |
1.3530 |
0.0207 |
1.5% |
0.0122 |
0.9% |
30% |
False |
False |
327,874 |
| 10 |
1.3737 |
1.3433 |
0.0304 |
2.2% |
0.0139 |
1.0% |
53% |
False |
False |
347,505 |
| 20 |
1.3840 |
1.3433 |
0.0407 |
3.0% |
0.0155 |
1.1% |
39% |
False |
False |
334,186 |
| 40 |
1.4577 |
1.3433 |
0.1144 |
8.4% |
0.0142 |
1.0% |
14% |
False |
False |
321,164 |
| 60 |
1.4772 |
1.3433 |
0.1339 |
9.9% |
0.0139 |
1.0% |
12% |
False |
False |
274,948 |
| 80 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0141 |
1.0% |
9% |
False |
False |
208,073 |
| 100 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0137 |
1.0% |
9% |
False |
False |
166,528 |
| 120 |
1.5137 |
1.3433 |
0.1704 |
12.5% |
0.0130 |
1.0% |
9% |
False |
False |
138,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4061 |
|
2.618 |
1.3898 |
|
1.618 |
1.3798 |
|
1.000 |
1.3736 |
|
0.618 |
1.3698 |
|
HIGH |
1.3636 |
|
0.618 |
1.3598 |
|
0.500 |
1.3586 |
|
0.382 |
1.3574 |
|
LOW |
1.3536 |
|
0.618 |
1.3474 |
|
1.000 |
1.3436 |
|
1.618 |
1.3374 |
|
2.618 |
1.3274 |
|
4.250 |
1.3111 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3591 |
1.3618 |
| PP |
1.3588 |
1.3609 |
| S1 |
1.3586 |
1.3601 |
|