CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3542 |
1.3618 |
0.0076 |
0.6% |
1.3611 |
| High |
1.3683 |
1.3651 |
-0.0032 |
-0.2% |
1.3688 |
| Low |
1.3529 |
1.3458 |
-0.0071 |
-0.5% |
1.3450 |
| Close |
1.3619 |
1.3573 |
-0.0046 |
-0.3% |
1.3619 |
| Range |
0.0154 |
0.0193 |
0.0039 |
25.3% |
0.0238 |
| ATR |
0.0142 |
0.0145 |
0.0004 |
2.6% |
0.0000 |
| Volume |
6,313 |
7,921 |
1,608 |
25.5% |
17,629 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4140 |
1.4049 |
1.3679 |
|
| R3 |
1.3947 |
1.3856 |
1.3626 |
|
| R2 |
1.3754 |
1.3754 |
1.3608 |
|
| R1 |
1.3663 |
1.3663 |
1.3591 |
1.3612 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3535 |
| S1 |
1.3470 |
1.3470 |
1.3555 |
1.3419 |
| S2 |
1.3368 |
1.3368 |
1.3538 |
|
| S3 |
1.3175 |
1.3277 |
1.3520 |
|
| S4 |
1.2982 |
1.3084 |
1.3467 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4300 |
1.4197 |
1.3750 |
|
| R3 |
1.4062 |
1.3959 |
1.3684 |
|
| R2 |
1.3824 |
1.3824 |
1.3663 |
|
| R1 |
1.3721 |
1.3721 |
1.3641 |
1.3773 |
| PP |
1.3586 |
1.3586 |
1.3586 |
1.3611 |
| S1 |
1.3483 |
1.3483 |
1.3597 |
1.3535 |
| S2 |
1.3348 |
1.3348 |
1.3575 |
|
| S3 |
1.3110 |
1.3245 |
1.3554 |
|
| S4 |
1.2872 |
1.3007 |
1.3488 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4471 |
|
2.618 |
1.4156 |
|
1.618 |
1.3963 |
|
1.000 |
1.3844 |
|
0.618 |
1.3770 |
|
HIGH |
1.3651 |
|
0.618 |
1.3577 |
|
0.500 |
1.3555 |
|
0.382 |
1.3532 |
|
LOW |
1.3458 |
|
0.618 |
1.3339 |
|
1.000 |
1.3265 |
|
1.618 |
1.3146 |
|
2.618 |
1.2953 |
|
4.250 |
1.2638 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3567 |
1.3571 |
| PP |
1.3561 |
1.3569 |
| S1 |
1.3555 |
1.3567 |
|