CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3654 |
1.3674 |
0.0020 |
0.1% |
1.3639 |
| High |
1.3686 |
1.3796 |
0.0110 |
0.8% |
1.3796 |
| Low |
1.3619 |
1.3668 |
0.0049 |
0.4% |
1.3535 |
| Close |
1.3671 |
1.3757 |
0.0086 |
0.6% |
1.3757 |
| Range |
0.0067 |
0.0128 |
0.0061 |
91.0% |
0.0261 |
| ATR |
0.0134 |
0.0133 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
98,822 |
172,968 |
74,146 |
75.0% |
394,914 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4124 |
1.4069 |
1.3827 |
|
| R3 |
1.3996 |
1.3941 |
1.3792 |
|
| R2 |
1.3868 |
1.3868 |
1.3780 |
|
| R1 |
1.3813 |
1.3813 |
1.3769 |
1.3841 |
| PP |
1.3740 |
1.3740 |
1.3740 |
1.3754 |
| S1 |
1.3685 |
1.3685 |
1.3745 |
1.3713 |
| S2 |
1.3612 |
1.3612 |
1.3734 |
|
| S3 |
1.3484 |
1.3557 |
1.3722 |
|
| S4 |
1.3356 |
1.3429 |
1.3687 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4479 |
1.4379 |
1.3901 |
|
| R3 |
1.4218 |
1.4118 |
1.3829 |
|
| R2 |
1.3957 |
1.3957 |
1.3805 |
|
| R1 |
1.3857 |
1.3857 |
1.3781 |
1.3907 |
| PP |
1.3696 |
1.3696 |
1.3696 |
1.3721 |
| S1 |
1.3596 |
1.3596 |
1.3733 |
1.3646 |
| S2 |
1.3435 |
1.3435 |
1.3709 |
|
| S3 |
1.3174 |
1.3335 |
1.3685 |
|
| S4 |
1.2913 |
1.3074 |
1.3613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3796 |
1.3535 |
0.0261 |
1.9% |
0.0106 |
0.8% |
85% |
True |
False |
78,982 |
| 10 |
1.3796 |
1.3433 |
0.0363 |
2.6% |
0.0131 |
1.0% |
89% |
True |
False |
43,726 |
| 20 |
1.3796 |
1.3433 |
0.0363 |
2.6% |
0.0143 |
1.0% |
89% |
True |
False |
23,288 |
| 40 |
1.4545 |
1.3433 |
0.1112 |
8.1% |
0.0136 |
1.0% |
29% |
False |
False |
11,927 |
| 60 |
1.4615 |
1.3433 |
0.1182 |
8.6% |
0.0131 |
1.0% |
27% |
False |
False |
8,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4340 |
|
2.618 |
1.4131 |
|
1.618 |
1.4003 |
|
1.000 |
1.3924 |
|
0.618 |
1.3875 |
|
HIGH |
1.3796 |
|
0.618 |
1.3747 |
|
0.500 |
1.3732 |
|
0.382 |
1.3717 |
|
LOW |
1.3668 |
|
0.618 |
1.3589 |
|
1.000 |
1.3540 |
|
1.618 |
1.3461 |
|
2.618 |
1.3333 |
|
4.250 |
1.3124 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3749 |
1.3728 |
| PP |
1.3740 |
1.3699 |
| S1 |
1.3732 |
1.3670 |
|