CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3736 |
1.3609 |
-0.0127 |
-0.9% |
1.3762 |
| High |
1.3742 |
1.3628 |
-0.0114 |
-0.8% |
1.3819 |
| Low |
1.3587 |
1.3503 |
-0.0084 |
-0.6% |
1.3503 |
| Close |
1.3620 |
1.3536 |
-0.0084 |
-0.6% |
1.3536 |
| Range |
0.0155 |
0.0125 |
-0.0030 |
-19.4% |
0.0316 |
| ATR |
0.0133 |
0.0132 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
254,489 |
309,394 |
54,905 |
21.6% |
1,368,945 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3931 |
1.3858 |
1.3605 |
|
| R3 |
1.3806 |
1.3733 |
1.3570 |
|
| R2 |
1.3681 |
1.3681 |
1.3559 |
|
| R1 |
1.3608 |
1.3608 |
1.3547 |
1.3582 |
| PP |
1.3556 |
1.3556 |
1.3556 |
1.3543 |
| S1 |
1.3483 |
1.3483 |
1.3525 |
1.3457 |
| S2 |
1.3431 |
1.3431 |
1.3513 |
|
| S3 |
1.3306 |
1.3358 |
1.3502 |
|
| S4 |
1.3181 |
1.3233 |
1.3467 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4567 |
1.4368 |
1.3710 |
|
| R3 |
1.4251 |
1.4052 |
1.3623 |
|
| R2 |
1.3935 |
1.3935 |
1.3594 |
|
| R1 |
1.3736 |
1.3736 |
1.3565 |
1.3678 |
| PP |
1.3619 |
1.3619 |
1.3619 |
1.3590 |
| S1 |
1.3420 |
1.3420 |
1.3507 |
1.3362 |
| S2 |
1.3303 |
1.3303 |
1.3478 |
|
| S3 |
1.2987 |
1.3104 |
1.3449 |
|
| S4 |
1.2671 |
1.2788 |
1.3362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3819 |
1.3503 |
0.0316 |
2.3% |
0.0127 |
0.9% |
10% |
False |
True |
273,789 |
| 10 |
1.3819 |
1.3503 |
0.0316 |
2.3% |
0.0116 |
0.9% |
10% |
False |
True |
176,385 |
| 20 |
1.3819 |
1.3433 |
0.0386 |
2.9% |
0.0131 |
1.0% |
27% |
False |
False |
91,191 |
| 40 |
1.4180 |
1.3433 |
0.0747 |
5.5% |
0.0133 |
1.0% |
14% |
False |
False |
46,110 |
| 60 |
1.4569 |
1.3433 |
0.1136 |
8.4% |
0.0131 |
1.0% |
9% |
False |
False |
30,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4159 |
|
2.618 |
1.3955 |
|
1.618 |
1.3830 |
|
1.000 |
1.3753 |
|
0.618 |
1.3705 |
|
HIGH |
1.3628 |
|
0.618 |
1.3580 |
|
0.500 |
1.3566 |
|
0.382 |
1.3551 |
|
LOW |
1.3503 |
|
0.618 |
1.3426 |
|
1.000 |
1.3378 |
|
1.618 |
1.3301 |
|
2.618 |
1.3176 |
|
4.250 |
1.2972 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3566 |
1.3661 |
| PP |
1.3556 |
1.3619 |
| S1 |
1.3546 |
1.3578 |
|