CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3772 |
1.3734 |
-0.0038 |
-0.3% |
1.3629 |
| High |
1.3812 |
1.3738 |
-0.0074 |
-0.5% |
1.3805 |
| Low |
1.3727 |
1.3589 |
-0.0138 |
-1.0% |
1.3550 |
| Close |
1.3751 |
1.3618 |
-0.0133 |
-1.0% |
1.3754 |
| Range |
0.0085 |
0.0149 |
0.0064 |
75.3% |
0.0255 |
| ATR |
0.0079 |
0.0085 |
0.0006 |
7.5% |
0.0000 |
| Volume |
735 |
772 |
37 |
5.0% |
162 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4095 |
1.4006 |
1.3700 |
|
| R3 |
1.3946 |
1.3857 |
1.3659 |
|
| R2 |
1.3797 |
1.3797 |
1.3645 |
|
| R1 |
1.3708 |
1.3708 |
1.3632 |
1.3678 |
| PP |
1.3648 |
1.3648 |
1.3648 |
1.3634 |
| S1 |
1.3559 |
1.3559 |
1.3604 |
1.3529 |
| S2 |
1.3499 |
1.3499 |
1.3591 |
|
| S3 |
1.3350 |
1.3410 |
1.3577 |
|
| S4 |
1.3201 |
1.3261 |
1.3536 |
|
|
| 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 |
1.4371 |
|
2.618 |
1.4128 |
|
1.618 |
1.3979 |
|
1.000 |
1.3887 |
|
0.618 |
1.3830 |
|
HIGH |
1.3738 |
|
0.618 |
1.3681 |
|
0.500 |
1.3664 |
|
0.382 |
1.3646 |
|
LOW |
1.3589 |
|
0.618 |
1.3497 |
|
1.000 |
1.3440 |
|
1.618 |
1.3348 |
|
2.618 |
1.3199 |
|
4.250 |
1.2956 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3664 |
1.3701 |
| PP |
1.3648 |
1.3673 |
| S1 |
1.3633 |
1.3646 |
|