CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3565 |
1.3496 |
-0.0069 |
-0.5% |
1.3762 |
| High |
1.3570 |
1.3501 |
-0.0069 |
-0.5% |
1.3819 |
| Low |
1.3475 |
1.3312 |
-0.0163 |
-1.2% |
1.3503 |
| Close |
1.3489 |
1.3338 |
-0.0151 |
-1.1% |
1.3536 |
| Range |
0.0095 |
0.0189 |
0.0094 |
98.9% |
0.0316 |
| ATR |
0.0128 |
0.0132 |
0.0004 |
3.4% |
0.0000 |
| Volume |
303,153 |
324,045 |
20,892 |
6.9% |
1,368,945 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3951 |
1.3833 |
1.3442 |
|
| R3 |
1.3762 |
1.3644 |
1.3390 |
|
| R2 |
1.3573 |
1.3573 |
1.3373 |
|
| R1 |
1.3455 |
1.3455 |
1.3355 |
1.3420 |
| PP |
1.3384 |
1.3384 |
1.3384 |
1.3366 |
| S1 |
1.3266 |
1.3266 |
1.3321 |
1.3231 |
| S2 |
1.3195 |
1.3195 |
1.3303 |
|
| S3 |
1.3006 |
1.3077 |
1.3286 |
|
| S4 |
1.2817 |
1.2888 |
1.3234 |
|
|
| 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 |
1.3742 |
1.3312 |
0.0430 |
3.2% |
0.0134 |
1.0% |
6% |
False |
True |
295,574 |
| 10 |
1.3819 |
1.3312 |
0.0507 |
3.8% |
0.0122 |
0.9% |
5% |
False |
True |
255,472 |
| 20 |
1.3819 |
1.3312 |
0.0507 |
3.8% |
0.0131 |
1.0% |
5% |
False |
True |
136,470 |
| 40 |
1.4077 |
1.3312 |
0.0765 |
5.7% |
0.0136 |
1.0% |
3% |
False |
True |
68,927 |
| 60 |
1.4569 |
1.3312 |
0.1257 |
9.4% |
0.0132 |
1.0% |
2% |
False |
True |
46,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4304 |
|
2.618 |
1.3996 |
|
1.618 |
1.3807 |
|
1.000 |
1.3690 |
|
0.618 |
1.3618 |
|
HIGH |
1.3501 |
|
0.618 |
1.3429 |
|
0.500 |
1.3407 |
|
0.382 |
1.3384 |
|
LOW |
1.3312 |
|
0.618 |
1.3195 |
|
1.000 |
1.3123 |
|
1.618 |
1.3006 |
|
2.618 |
1.2817 |
|
4.250 |
1.2509 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3407 |
1.3441 |
| PP |
1.3384 |
1.3407 |
| S1 |
1.3361 |
1.3372 |
|