CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3653 |
1.3772 |
0.0119 |
0.9% |
1.3629 |
| High |
1.3778 |
1.3812 |
0.0034 |
0.2% |
1.3805 |
| Low |
1.3653 |
1.3727 |
0.0074 |
0.5% |
1.3550 |
| Close |
1.3755 |
1.3751 |
-0.0004 |
0.0% |
1.3754 |
| Range |
0.0125 |
0.0085 |
-0.0040 |
-32.0% |
0.0255 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.6% |
0.0000 |
| Volume |
148 |
735 |
587 |
396.6% |
162 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4018 |
1.3970 |
1.3798 |
|
| R3 |
1.3933 |
1.3885 |
1.3774 |
|
| R2 |
1.3848 |
1.3848 |
1.3767 |
|
| R1 |
1.3800 |
1.3800 |
1.3759 |
1.3782 |
| PP |
1.3763 |
1.3763 |
1.3763 |
1.3754 |
| S1 |
1.3715 |
1.3715 |
1.3743 |
1.3697 |
| S2 |
1.3678 |
1.3678 |
1.3735 |
|
| S3 |
1.3593 |
1.3630 |
1.3728 |
|
| S4 |
1.3508 |
1.3545 |
1.3704 |
|
|
| 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 |
1.4173 |
|
2.618 |
1.4035 |
|
1.618 |
1.3950 |
|
1.000 |
1.3897 |
|
0.618 |
1.3865 |
|
HIGH |
1.3812 |
|
0.618 |
1.3780 |
|
0.500 |
1.3770 |
|
0.382 |
1.3759 |
|
LOW |
1.3727 |
|
0.618 |
1.3674 |
|
1.000 |
1.3642 |
|
1.618 |
1.3589 |
|
2.618 |
1.3504 |
|
4.250 |
1.3366 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3770 |
1.3743 |
| PP |
1.3763 |
1.3735 |
| S1 |
1.3757 |
1.3727 |
|