CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3618 |
1.3565 |
-0.0053 |
-0.4% |
1.3611 |
| High |
1.3651 |
1.3619 |
-0.0032 |
-0.2% |
1.3688 |
| Low |
1.3458 |
1.3433 |
-0.0025 |
-0.2% |
1.3450 |
| Close |
1.3573 |
1.3598 |
0.0025 |
0.2% |
1.3619 |
| Range |
0.0193 |
0.0186 |
-0.0007 |
-3.6% |
0.0238 |
| ATR |
0.0145 |
0.0148 |
0.0003 |
2.0% |
0.0000 |
| Volume |
7,921 |
6,075 |
-1,846 |
-23.3% |
17,629 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4108 |
1.4039 |
1.3700 |
|
| R3 |
1.3922 |
1.3853 |
1.3649 |
|
| R2 |
1.3736 |
1.3736 |
1.3632 |
|
| R1 |
1.3667 |
1.3667 |
1.3615 |
1.3702 |
| PP |
1.3550 |
1.3550 |
1.3550 |
1.3567 |
| S1 |
1.3481 |
1.3481 |
1.3581 |
1.3516 |
| S2 |
1.3364 |
1.3364 |
1.3564 |
|
| S3 |
1.3178 |
1.3295 |
1.3547 |
|
| S4 |
1.2992 |
1.3109 |
1.3496 |
|
|
| 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 |
1.4410 |
|
2.618 |
1.4106 |
|
1.618 |
1.3920 |
|
1.000 |
1.3805 |
|
0.618 |
1.3734 |
|
HIGH |
1.3619 |
|
0.618 |
1.3548 |
|
0.500 |
1.3526 |
|
0.382 |
1.3504 |
|
LOW |
1.3433 |
|
0.618 |
1.3318 |
|
1.000 |
1.3247 |
|
1.618 |
1.3132 |
|
2.618 |
1.2946 |
|
4.250 |
1.2643 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3574 |
1.3585 |
| PP |
1.3550 |
1.3571 |
| S1 |
1.3526 |
1.3558 |
|