CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3630 |
1.3603 |
-0.0027 |
-0.2% |
1.3618 |
| High |
1.3635 |
1.3678 |
0.0043 |
0.3% |
1.3734 |
| Low |
1.3535 |
1.3543 |
0.0008 |
0.1% |
1.3433 |
| Close |
1.3591 |
1.3649 |
0.0058 |
0.4% |
1.3621 |
| Range |
0.0100 |
0.0135 |
0.0035 |
35.0% |
0.0301 |
| ATR |
0.0139 |
0.0139 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
38,243 |
56,231 |
17,988 |
47.0% |
42,346 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4028 |
1.3974 |
1.3723 |
|
| R3 |
1.3893 |
1.3839 |
1.3686 |
|
| R2 |
1.3758 |
1.3758 |
1.3674 |
|
| R1 |
1.3704 |
1.3704 |
1.3661 |
1.3731 |
| PP |
1.3623 |
1.3623 |
1.3623 |
1.3637 |
| S1 |
1.3569 |
1.3569 |
1.3637 |
1.3596 |
| S2 |
1.3488 |
1.3488 |
1.3624 |
|
| S3 |
1.3353 |
1.3434 |
1.3612 |
|
| S4 |
1.3218 |
1.3299 |
1.3575 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4499 |
1.4361 |
1.3787 |
|
| R3 |
1.4198 |
1.4060 |
1.3704 |
|
| R2 |
1.3897 |
1.3897 |
1.3676 |
|
| R1 |
1.3759 |
1.3759 |
1.3649 |
1.3828 |
| PP |
1.3596 |
1.3596 |
1.3596 |
1.3631 |
| S1 |
1.3458 |
1.3458 |
1.3593 |
1.3527 |
| S2 |
1.3295 |
1.3295 |
1.3566 |
|
| S3 |
1.2994 |
1.3157 |
1.3538 |
|
| S4 |
1.2693 |
1.2856 |
1.3455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3710 |
1.3529 |
0.0181 |
1.3% |
0.0119 |
0.9% |
66% |
False |
False |
28,945 |
| 10 |
1.3734 |
1.3433 |
0.0301 |
2.2% |
0.0139 |
1.0% |
72% |
False |
False |
17,468 |
| 20 |
1.3809 |
1.3433 |
0.0376 |
2.8% |
0.0150 |
1.1% |
57% |
False |
False |
9,801 |
| 40 |
1.4569 |
1.3433 |
0.1136 |
8.3% |
0.0136 |
1.0% |
19% |
False |
False |
5,142 |
| 60 |
1.4661 |
1.3433 |
0.1228 |
9.0% |
0.0130 |
1.0% |
18% |
False |
False |
3,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4252 |
|
2.618 |
1.4031 |
|
1.618 |
1.3896 |
|
1.000 |
1.3813 |
|
0.618 |
1.3761 |
|
HIGH |
1.3678 |
|
0.618 |
1.3626 |
|
0.500 |
1.3611 |
|
0.382 |
1.3595 |
|
LOW |
1.3543 |
|
0.618 |
1.3460 |
|
1.000 |
1.3408 |
|
1.618 |
1.3325 |
|
2.618 |
1.3190 |
|
4.250 |
1.2969 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3636 |
1.3639 |
| PP |
1.3623 |
1.3629 |
| S1 |
1.3611 |
1.3619 |
|