CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3595 |
1.3550 |
-0.0045 |
-0.3% |
1.3589 |
| High |
1.3595 |
1.3665 |
0.0070 |
0.5% |
1.3643 |
| Low |
1.3595 |
1.3550 |
-0.0045 |
-0.3% |
1.3436 |
| Close |
1.3589 |
1.3646 |
0.0057 |
0.4% |
1.3617 |
| Range |
0.0000 |
0.0115 |
0.0115 |
|
0.0207 |
| ATR |
0.0066 |
0.0069 |
0.0004 |
5.4% |
0.0000 |
| Volume |
3 |
9 |
6 |
200.0% |
543 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3965 |
1.3921 |
1.3709 |
|
| R3 |
1.3850 |
1.3806 |
1.3678 |
|
| R2 |
1.3735 |
1.3735 |
1.3667 |
|
| R1 |
1.3691 |
1.3691 |
1.3657 |
1.3713 |
| PP |
1.3620 |
1.3620 |
1.3620 |
1.3632 |
| S1 |
1.3576 |
1.3576 |
1.3635 |
1.3598 |
| S2 |
1.3505 |
1.3505 |
1.3625 |
|
| S3 |
1.3390 |
1.3461 |
1.3614 |
|
| S4 |
1.3275 |
1.3346 |
1.3583 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4186 |
1.4109 |
1.3731 |
|
| R3 |
1.3979 |
1.3902 |
1.3674 |
|
| R2 |
1.3772 |
1.3772 |
1.3655 |
|
| R1 |
1.3695 |
1.3695 |
1.3636 |
1.3734 |
| PP |
1.3565 |
1.3565 |
1.3565 |
1.3585 |
| S1 |
1.3488 |
1.3488 |
1.3598 |
1.3527 |
| S2 |
1.3358 |
1.3358 |
1.3579 |
|
| S3 |
1.3151 |
1.3281 |
1.3560 |
|
| S4 |
1.2944 |
1.3074 |
1.3503 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4154 |
|
2.618 |
1.3966 |
|
1.618 |
1.3851 |
|
1.000 |
1.3780 |
|
0.618 |
1.3736 |
|
HIGH |
1.3665 |
|
0.618 |
1.3621 |
|
0.500 |
1.3608 |
|
0.382 |
1.3594 |
|
LOW |
1.3550 |
|
0.618 |
1.3479 |
|
1.000 |
1.3435 |
|
1.618 |
1.3364 |
|
2.618 |
1.3249 |
|
4.250 |
1.3061 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3633 |
1.3633 |
| PP |
1.3620 |
1.3620 |
| S1 |
1.3608 |
1.3608 |
|