CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3496 |
1.3325 |
-0.0171 |
-1.3% |
1.3762 |
| High |
1.3501 |
1.3388 |
-0.0113 |
-0.8% |
1.3819 |
| Low |
1.3312 |
1.3266 |
-0.0046 |
-0.3% |
1.3503 |
| Close |
1.3338 |
1.3291 |
-0.0047 |
-0.4% |
1.3536 |
| Range |
0.0189 |
0.0122 |
-0.0067 |
-35.4% |
0.0316 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
324,045 |
413,012 |
88,967 |
27.5% |
1,368,945 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3681 |
1.3608 |
1.3358 |
|
| R3 |
1.3559 |
1.3486 |
1.3325 |
|
| R2 |
1.3437 |
1.3437 |
1.3313 |
|
| R1 |
1.3364 |
1.3364 |
1.3302 |
1.3340 |
| PP |
1.3315 |
1.3315 |
1.3315 |
1.3303 |
| S1 |
1.3242 |
1.3242 |
1.3280 |
1.3218 |
| S2 |
1.3193 |
1.3193 |
1.3269 |
|
| S3 |
1.3071 |
1.3120 |
1.3257 |
|
| S4 |
1.2949 |
1.2998 |
1.3224 |
|
|
| 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 |
1.3628 |
1.3266 |
0.0362 |
2.7% |
0.0127 |
1.0% |
7% |
False |
True |
327,278 |
| 10 |
1.3819 |
1.3266 |
0.0553 |
4.2% |
0.0128 |
1.0% |
5% |
False |
True |
286,891 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.2% |
0.0131 |
1.0% |
5% |
False |
True |
156,975 |
| 40 |
1.4030 |
1.3266 |
0.0764 |
5.7% |
0.0137 |
1.0% |
3% |
False |
True |
79,242 |
| 60 |
1.4569 |
1.3266 |
0.1303 |
9.8% |
0.0134 |
1.0% |
2% |
False |
True |
52,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3907 |
|
2.618 |
1.3707 |
|
1.618 |
1.3585 |
|
1.000 |
1.3510 |
|
0.618 |
1.3463 |
|
HIGH |
1.3388 |
|
0.618 |
1.3341 |
|
0.500 |
1.3327 |
|
0.382 |
1.3313 |
|
LOW |
1.3266 |
|
0.618 |
1.3191 |
|
1.000 |
1.3144 |
|
1.618 |
1.3069 |
|
2.618 |
1.2947 |
|
4.250 |
1.2748 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3327 |
1.3418 |
| PP |
1.3315 |
1.3376 |
| S1 |
1.3303 |
1.3333 |
|