CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3770 |
1.3653 |
-0.0117 |
-0.8% |
1.3629 |
| High |
1.3770 |
1.3778 |
0.0008 |
0.1% |
1.3805 |
| Low |
1.3642 |
1.3653 |
0.0011 |
0.1% |
1.3550 |
| Close |
1.3670 |
1.3755 |
0.0085 |
0.6% |
1.3754 |
| Range |
0.0128 |
0.0125 |
-0.0003 |
-2.3% |
0.0255 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
4.7% |
0.0000 |
| Volume |
34 |
148 |
114 |
335.3% |
162 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4104 |
1.4054 |
1.3824 |
|
| R3 |
1.3979 |
1.3929 |
1.3789 |
|
| R2 |
1.3854 |
1.3854 |
1.3778 |
|
| R1 |
1.3804 |
1.3804 |
1.3766 |
1.3829 |
| PP |
1.3729 |
1.3729 |
1.3729 |
1.3741 |
| S1 |
1.3679 |
1.3679 |
1.3744 |
1.3704 |
| S2 |
1.3604 |
1.3604 |
1.3732 |
|
| S3 |
1.3479 |
1.3554 |
1.3721 |
|
| S4 |
1.3354 |
1.3429 |
1.3686 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4468 |
1.4366 |
1.3894 |
|
| R3 |
1.4213 |
1.4111 |
1.3824 |
|
| R2 |
1.3958 |
1.3958 |
1.3801 |
|
| R1 |
1.3856 |
1.3856 |
1.3777 |
1.3907 |
| PP |
1.3703 |
1.3703 |
1.3703 |
1.3729 |
| S1 |
1.3601 |
1.3601 |
1.3731 |
1.3652 |
| S2 |
1.3448 |
1.3448 |
1.3707 |
|
| S3 |
1.3193 |
1.3346 |
1.3684 |
|
| S4 |
1.2938 |
1.3091 |
1.3614 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4309 |
|
2.618 |
1.4105 |
|
1.618 |
1.3980 |
|
1.000 |
1.3903 |
|
0.618 |
1.3855 |
|
HIGH |
1.3778 |
|
0.618 |
1.3730 |
|
0.500 |
1.3716 |
|
0.382 |
1.3701 |
|
LOW |
1.3653 |
|
0.618 |
1.3576 |
|
1.000 |
1.3528 |
|
1.618 |
1.3451 |
|
2.618 |
1.3326 |
|
4.250 |
1.3122 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3742 |
1.3745 |
| PP |
1.3729 |
1.3734 |
| S1 |
1.3716 |
1.3724 |
|