CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3678 |
1.3764 |
0.0086 |
0.6% |
1.3641 |
| High |
1.3796 |
1.3776 |
-0.0020 |
-0.1% |
1.3796 |
| Low |
1.3670 |
1.3693 |
0.0023 |
0.2% |
1.3536 |
| Close |
1.3758 |
1.3698 |
-0.0060 |
-0.4% |
1.3758 |
| Range |
0.0126 |
0.0083 |
-0.0043 |
-34.1% |
0.0260 |
| ATR |
0.0136 |
0.0133 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
156,228 |
59,243 |
-96,985 |
-62.1% |
1,262,383 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3971 |
1.3918 |
1.3744 |
|
| R3 |
1.3888 |
1.3835 |
1.3721 |
|
| R2 |
1.3805 |
1.3805 |
1.3713 |
|
| R1 |
1.3752 |
1.3752 |
1.3706 |
1.3737 |
| PP |
1.3722 |
1.3722 |
1.3722 |
1.3715 |
| S1 |
1.3669 |
1.3669 |
1.3690 |
1.3654 |
| S2 |
1.3639 |
1.3639 |
1.3683 |
|
| S3 |
1.3556 |
1.3586 |
1.3675 |
|
| S4 |
1.3473 |
1.3503 |
1.3652 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4477 |
1.4377 |
1.3901 |
|
| R3 |
1.4217 |
1.4117 |
1.3830 |
|
| R2 |
1.3957 |
1.3957 |
1.3806 |
|
| R1 |
1.3857 |
1.3857 |
1.3782 |
1.3907 |
| PP |
1.3697 |
1.3697 |
1.3697 |
1.3722 |
| S1 |
1.3597 |
1.3597 |
1.3734 |
1.3647 |
| S2 |
1.3437 |
1.3437 |
1.3710 |
|
| S3 |
1.3177 |
1.3337 |
1.3687 |
|
| S4 |
1.2917 |
1.3077 |
1.3615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3796 |
1.3536 |
0.0260 |
1.9% |
0.0103 |
0.7% |
62% |
False |
False |
204,725 |
| 10 |
1.3796 |
1.3433 |
0.0363 |
2.7% |
0.0121 |
0.9% |
73% |
False |
False |
278,299 |
| 20 |
1.3796 |
1.3433 |
0.0363 |
2.7% |
0.0141 |
1.0% |
73% |
False |
False |
306,081 |
| 40 |
1.4511 |
1.3433 |
0.1078 |
7.9% |
0.0140 |
1.0% |
25% |
False |
False |
314,338 |
| 60 |
1.4588 |
1.3433 |
0.1155 |
8.4% |
0.0137 |
1.0% |
23% |
False |
False |
276,143 |
| 80 |
1.5137 |
1.3433 |
0.1704 |
12.4% |
0.0139 |
1.0% |
16% |
False |
False |
217,862 |
| 100 |
1.5137 |
1.3433 |
0.1704 |
12.4% |
0.0137 |
1.0% |
16% |
False |
False |
174,368 |
| 120 |
1.5137 |
1.3433 |
0.1704 |
12.4% |
0.0131 |
1.0% |
16% |
False |
False |
145,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4129 |
|
2.618 |
1.3993 |
|
1.618 |
1.3910 |
|
1.000 |
1.3859 |
|
0.618 |
1.3827 |
|
HIGH |
1.3776 |
|
0.618 |
1.3744 |
|
0.500 |
1.3735 |
|
0.382 |
1.3725 |
|
LOW |
1.3693 |
|
0.618 |
1.3642 |
|
1.000 |
1.3610 |
|
1.618 |
1.3559 |
|
2.618 |
1.3476 |
|
4.250 |
1.3340 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3735 |
1.3708 |
| PP |
1.3722 |
1.3705 |
| S1 |
1.3710 |
1.3701 |
|