CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3609 |
1.3531 |
-0.0078 |
-0.6% |
1.3762 |
| High |
1.3628 |
1.3569 |
-0.0059 |
-0.4% |
1.3819 |
| Low |
1.3503 |
1.3463 |
-0.0040 |
-0.3% |
1.3503 |
| Close |
1.3536 |
1.3544 |
0.0008 |
0.1% |
1.3536 |
| Range |
0.0125 |
0.0106 |
-0.0019 |
-15.2% |
0.0316 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
309,394 |
286,789 |
-22,605 |
-7.3% |
1,368,945 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3843 |
1.3800 |
1.3602 |
|
| R3 |
1.3737 |
1.3694 |
1.3573 |
|
| R2 |
1.3631 |
1.3631 |
1.3563 |
|
| R1 |
1.3588 |
1.3588 |
1.3554 |
1.3610 |
| PP |
1.3525 |
1.3525 |
1.3525 |
1.3536 |
| S1 |
1.3482 |
1.3482 |
1.3534 |
1.3504 |
| S2 |
1.3419 |
1.3419 |
1.3525 |
|
| S3 |
1.3313 |
1.3376 |
1.3515 |
|
| S4 |
1.3207 |
1.3270 |
1.3486 |
|
|
| 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 |
1.3463 |
0.0356 |
2.6% |
0.0121 |
0.9% |
23% |
False |
True |
272,984 |
| 10 |
1.3819 |
1.3463 |
0.0356 |
2.6% |
0.0117 |
0.9% |
23% |
False |
True |
202,199 |
| 20 |
1.3819 |
1.3433 |
0.0386 |
2.8% |
0.0132 |
1.0% |
29% |
False |
False |
105,417 |
| 40 |
1.4180 |
1.3433 |
0.0747 |
5.5% |
0.0133 |
1.0% |
15% |
False |
False |
53,267 |
| 60 |
1.4569 |
1.3433 |
0.1136 |
8.4% |
0.0131 |
1.0% |
10% |
False |
False |
35,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4020 |
|
2.618 |
1.3847 |
|
1.618 |
1.3741 |
|
1.000 |
1.3675 |
|
0.618 |
1.3635 |
|
HIGH |
1.3569 |
|
0.618 |
1.3529 |
|
0.500 |
1.3516 |
|
0.382 |
1.3503 |
|
LOW |
1.3463 |
|
0.618 |
1.3397 |
|
1.000 |
1.3357 |
|
1.618 |
1.3291 |
|
2.618 |
1.3185 |
|
4.250 |
1.3013 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3535 |
1.3603 |
| PP |
1.3525 |
1.3583 |
| S1 |
1.3516 |
1.3564 |
|