CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3771 |
1.3736 |
-0.0035 |
-0.3% |
1.3639 |
| High |
1.3819 |
1.3742 |
-0.0077 |
-0.6% |
1.3796 |
| Low |
1.3727 |
1.3587 |
-0.0140 |
-1.0% |
1.3535 |
| Close |
1.3754 |
1.3620 |
-0.0134 |
-1.0% |
1.3757 |
| Range |
0.0092 |
0.0155 |
0.0063 |
68.5% |
0.0261 |
| ATR |
0.0130 |
0.0133 |
0.0003 |
2.0% |
0.0000 |
| Volume |
288,581 |
254,489 |
-34,092 |
-11.8% |
394,914 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4115 |
1.4022 |
1.3705 |
|
| R3 |
1.3960 |
1.3867 |
1.3663 |
|
| R2 |
1.3805 |
1.3805 |
1.3648 |
|
| R1 |
1.3712 |
1.3712 |
1.3634 |
1.3681 |
| PP |
1.3650 |
1.3650 |
1.3650 |
1.3634 |
| S1 |
1.3557 |
1.3557 |
1.3606 |
1.3526 |
| S2 |
1.3495 |
1.3495 |
1.3592 |
|
| S3 |
1.3340 |
1.3402 |
1.3577 |
|
| S4 |
1.3185 |
1.3247 |
1.3535 |
|
|
| 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 |
1.3587 |
0.0232 |
1.7% |
0.0128 |
0.9% |
14% |
False |
True |
246,503 |
| 10 |
1.3819 |
1.3529 |
0.0290 |
2.1% |
0.0114 |
0.8% |
31% |
False |
False |
146,782 |
| 20 |
1.3819 |
1.3433 |
0.0386 |
2.8% |
0.0133 |
1.0% |
48% |
False |
False |
75,871 |
| 40 |
1.4180 |
1.3433 |
0.0747 |
5.5% |
0.0133 |
1.0% |
25% |
False |
False |
38,389 |
| 60 |
1.4569 |
1.3433 |
0.1136 |
8.3% |
0.0130 |
1.0% |
16% |
False |
False |
25,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4401 |
|
2.618 |
1.4148 |
|
1.618 |
1.3993 |
|
1.000 |
1.3897 |
|
0.618 |
1.3838 |
|
HIGH |
1.3742 |
|
0.618 |
1.3683 |
|
0.500 |
1.3665 |
|
0.382 |
1.3646 |
|
LOW |
1.3587 |
|
0.618 |
1.3491 |
|
1.000 |
1.3432 |
|
1.618 |
1.3336 |
|
2.618 |
1.3181 |
|
4.250 |
1.2928 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3665 |
1.3703 |
| PP |
1.3650 |
1.3675 |
| S1 |
1.3635 |
1.3648 |
|