CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3476 |
1.3421 |
-0.0055 |
-0.4% |
1.3531 |
| High |
1.3538 |
1.3549 |
0.0011 |
0.1% |
1.3570 |
| Low |
1.3396 |
1.3385 |
-0.0011 |
-0.1% |
1.3266 |
| Close |
1.3421 |
1.3510 |
0.0089 |
0.7% |
1.3400 |
| Range |
0.0142 |
0.0164 |
0.0022 |
15.5% |
0.0304 |
| ATR |
0.0132 |
0.0134 |
0.0002 |
1.7% |
0.0000 |
| Volume |
235,099 |
305,069 |
69,970 |
29.8% |
1,706,886 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3973 |
1.3906 |
1.3600 |
|
| R3 |
1.3809 |
1.3742 |
1.3555 |
|
| R2 |
1.3645 |
1.3645 |
1.3540 |
|
| R1 |
1.3578 |
1.3578 |
1.3525 |
1.3612 |
| PP |
1.3481 |
1.3481 |
1.3481 |
1.3498 |
| S1 |
1.3414 |
1.3414 |
1.3495 |
1.3448 |
| S2 |
1.3317 |
1.3317 |
1.3480 |
|
| S3 |
1.3153 |
1.3250 |
1.3465 |
|
| S4 |
1.2989 |
1.3086 |
1.3420 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4324 |
1.4166 |
1.3567 |
|
| R3 |
1.4020 |
1.3862 |
1.3484 |
|
| R2 |
1.3716 |
1.3716 |
1.3456 |
|
| R1 |
1.3558 |
1.3558 |
1.3428 |
1.3485 |
| PP |
1.3412 |
1.3412 |
1.3412 |
1.3376 |
| S1 |
1.3254 |
1.3254 |
1.3372 |
1.3181 |
| S2 |
1.3108 |
1.3108 |
1.3344 |
|
| S3 |
1.2804 |
1.2950 |
1.3316 |
|
| S4 |
1.2500 |
1.2646 |
1.3233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3549 |
1.3266 |
0.0283 |
2.1% |
0.0135 |
1.0% |
86% |
True |
False |
335,445 |
| 10 |
1.3742 |
1.3266 |
0.0476 |
3.5% |
0.0134 |
1.0% |
51% |
False |
False |
315,509 |
| 20 |
1.3819 |
1.3266 |
0.0553 |
4.1% |
0.0124 |
0.9% |
44% |
False |
False |
218,833 |
| 40 |
1.4017 |
1.3266 |
0.0751 |
5.6% |
0.0141 |
1.0% |
32% |
False |
False |
110,799 |
| 60 |
1.4569 |
1.3266 |
0.1303 |
9.6% |
0.0134 |
1.0% |
19% |
False |
False |
73,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4246 |
|
2.618 |
1.3978 |
|
1.618 |
1.3814 |
|
1.000 |
1.3713 |
|
0.618 |
1.3650 |
|
HIGH |
1.3549 |
|
0.618 |
1.3486 |
|
0.500 |
1.3467 |
|
0.382 |
1.3448 |
|
LOW |
1.3385 |
|
0.618 |
1.3284 |
|
1.000 |
1.3221 |
|
1.618 |
1.3120 |
|
2.618 |
1.2956 |
|
4.250 |
1.2688 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3496 |
1.3496 |
| PP |
1.3481 |
1.3481 |
| S1 |
1.3467 |
1.3467 |
|