CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3678 |
1.3771 |
0.0093 |
0.7% |
1.3639 |
| High |
1.3785 |
1.3819 |
0.0034 |
0.2% |
1.3796 |
| Low |
1.3658 |
1.3727 |
0.0069 |
0.5% |
1.3535 |
| Close |
1.3757 |
1.3754 |
-0.0003 |
0.0% |
1.3757 |
| Range |
0.0127 |
0.0092 |
-0.0035 |
-27.6% |
0.0261 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
225,669 |
288,581 |
62,912 |
27.9% |
394,914 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4043 |
1.3990 |
1.3805 |
|
| R3 |
1.3951 |
1.3898 |
1.3779 |
|
| R2 |
1.3859 |
1.3859 |
1.3771 |
|
| R1 |
1.3806 |
1.3806 |
1.3762 |
1.3787 |
| PP |
1.3767 |
1.3767 |
1.3767 |
1.3757 |
| S1 |
1.3714 |
1.3714 |
1.3746 |
1.3695 |
| S2 |
1.3675 |
1.3675 |
1.3737 |
|
| S3 |
1.3583 |
1.3622 |
1.3729 |
|
| S4 |
1.3491 |
1.3530 |
1.3703 |
|
|
| 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 |
1.3819 |
1.3619 |
0.0200 |
1.5% |
0.0110 |
0.8% |
68% |
True |
False |
215,370 |
| 10 |
1.3819 |
1.3529 |
0.0290 |
2.1% |
0.0115 |
0.8% |
78% |
True |
False |
122,158 |
| 20 |
1.3819 |
1.3433 |
0.0386 |
2.8% |
0.0133 |
1.0% |
83% |
True |
False |
63,244 |
| 40 |
1.4277 |
1.3433 |
0.0844 |
6.1% |
0.0134 |
1.0% |
38% |
False |
False |
32,034 |
| 60 |
1.4569 |
1.3433 |
0.1136 |
8.3% |
0.0130 |
0.9% |
28% |
False |
False |
21,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4210 |
|
2.618 |
1.4060 |
|
1.618 |
1.3968 |
|
1.000 |
1.3911 |
|
0.618 |
1.3876 |
|
HIGH |
1.3819 |
|
0.618 |
1.3784 |
|
0.500 |
1.3773 |
|
0.382 |
1.3762 |
|
LOW |
1.3727 |
|
0.618 |
1.3670 |
|
1.000 |
1.3635 |
|
1.618 |
1.3578 |
|
2.618 |
1.3486 |
|
4.250 |
1.3336 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3773 |
1.3746 |
| PP |
1.3767 |
1.3737 |
| S1 |
1.3760 |
1.3729 |
|