CME Euro FX (E) Future June 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.3565 |
1.3608 |
0.0043 |
0.3% |
1.3611 |
High |
1.3619 |
1.3734 |
0.0115 |
0.8% |
1.3688 |
Low |
1.3433 |
1.3590 |
0.0157 |
1.2% |
1.3450 |
Close |
1.3598 |
1.3698 |
0.0100 |
0.7% |
1.3619 |
Range |
0.0186 |
0.0144 |
-0.0042 |
-22.6% |
0.0238 |
ATR |
0.0148 |
0.0148 |
0.0000 |
-0.2% |
0.0000 |
Volume |
6,075 |
6,745 |
670 |
11.0% |
17,629 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4106 |
1.4046 |
1.3777 |
|
R3 |
1.3962 |
1.3902 |
1.3738 |
|
R2 |
1.3818 |
1.3818 |
1.3724 |
|
R1 |
1.3758 |
1.3758 |
1.3711 |
1.3788 |
PP |
1.3674 |
1.3674 |
1.3674 |
1.3689 |
S1 |
1.3614 |
1.3614 |
1.3685 |
1.3644 |
S2 |
1.3530 |
1.3530 |
1.3672 |
|
S3 |
1.3386 |
1.3470 |
1.3658 |
|
S4 |
1.3242 |
1.3326 |
1.3619 |
|
|
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 |
1.4346 |
2.618 |
1.4111 |
1.618 |
1.3967 |
1.000 |
1.3878 |
0.618 |
1.3823 |
HIGH |
1.3734 |
0.618 |
1.3679 |
0.500 |
1.3662 |
0.382 |
1.3645 |
LOW |
1.3590 |
0.618 |
1.3501 |
1.000 |
1.3446 |
1.618 |
1.3357 |
2.618 |
1.3213 |
4.250 |
1.2978 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3686 |
1.3660 |
PP |
1.3674 |
1.3622 |
S1 |
1.3662 |
1.3584 |
|