CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3531 |
1.3565 |
0.0034 |
0.3% |
1.3762 |
| High |
1.3569 |
1.3570 |
0.0001 |
0.0% |
1.3819 |
| Low |
1.3463 |
1.3475 |
0.0012 |
0.1% |
1.3503 |
| Close |
1.3544 |
1.3489 |
-0.0055 |
-0.4% |
1.3536 |
| Range |
0.0106 |
0.0095 |
-0.0011 |
-10.4% |
0.0316 |
| ATR |
0.0130 |
0.0128 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
286,789 |
303,153 |
16,364 |
5.7% |
1,368,945 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3796 |
1.3738 |
1.3541 |
|
| R3 |
1.3701 |
1.3643 |
1.3515 |
|
| R2 |
1.3606 |
1.3606 |
1.3506 |
|
| R1 |
1.3548 |
1.3548 |
1.3498 |
1.3530 |
| PP |
1.3511 |
1.3511 |
1.3511 |
1.3502 |
| S1 |
1.3453 |
1.3453 |
1.3480 |
1.3435 |
| S2 |
1.3416 |
1.3416 |
1.3472 |
|
| S3 |
1.3321 |
1.3358 |
1.3463 |
|
| S4 |
1.3226 |
1.3263 |
1.3437 |
|
|
| 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% |
0.0115 |
0.8% |
7% |
False |
False |
288,481 |
| 10 |
1.3819 |
1.3463 |
0.0356 |
2.6% |
0.0117 |
0.9% |
7% |
False |
False |
228,690 |
| 20 |
1.3819 |
1.3433 |
0.0386 |
2.9% |
0.0127 |
0.9% |
15% |
False |
False |
120,483 |
| 40 |
1.4165 |
1.3433 |
0.0732 |
5.4% |
0.0134 |
1.0% |
8% |
False |
False |
60,831 |
| 60 |
1.4569 |
1.3433 |
0.1136 |
8.4% |
0.0130 |
1.0% |
5% |
False |
False |
40,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3974 |
|
2.618 |
1.3819 |
|
1.618 |
1.3724 |
|
1.000 |
1.3665 |
|
0.618 |
1.3629 |
|
HIGH |
1.3570 |
|
0.618 |
1.3534 |
|
0.500 |
1.3523 |
|
0.382 |
1.3511 |
|
LOW |
1.3475 |
|
0.618 |
1.3416 |
|
1.000 |
1.3380 |
|
1.618 |
1.3321 |
|
2.618 |
1.3226 |
|
4.250 |
1.3071 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3523 |
1.3546 |
| PP |
1.3511 |
1.3527 |
| S1 |
1.3500 |
1.3508 |
|