CME Euro FX (E) Future September 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.3606 |
1.3521 |
-0.0085 |
-0.6% |
1.3770 |
High |
1.3625 |
1.3562 |
-0.0063 |
-0.5% |
1.3812 |
Low |
1.3506 |
1.3468 |
-0.0038 |
-0.3% |
1.3506 |
Close |
1.3534 |
1.3542 |
0.0008 |
0.1% |
1.3534 |
Range |
0.0119 |
0.0094 |
-0.0025 |
-21.0% |
0.0306 |
ATR |
0.0087 |
0.0088 |
0.0000 |
0.5% |
0.0000 |
Volume |
947 |
319 |
-628 |
-66.3% |
2,636 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3806 |
1.3768 |
1.3594 |
|
R3 |
1.3712 |
1.3674 |
1.3568 |
|
R2 |
1.3618 |
1.3618 |
1.3559 |
|
R1 |
1.3580 |
1.3580 |
1.3551 |
1.3599 |
PP |
1.3524 |
1.3524 |
1.3524 |
1.3534 |
S1 |
1.3486 |
1.3486 |
1.3533 |
1.3505 |
S2 |
1.3430 |
1.3430 |
1.3525 |
|
S3 |
1.3336 |
1.3392 |
1.3516 |
|
S4 |
1.3242 |
1.3298 |
1.3490 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4535 |
1.4341 |
1.3702 |
|
R3 |
1.4229 |
1.4035 |
1.3618 |
|
R2 |
1.3923 |
1.3923 |
1.3590 |
|
R1 |
1.3729 |
1.3729 |
1.3562 |
1.3673 |
PP |
1.3617 |
1.3617 |
1.3617 |
1.3590 |
S1 |
1.3423 |
1.3423 |
1.3506 |
1.3367 |
S2 |
1.3311 |
1.3311 |
1.3478 |
|
S3 |
1.3005 |
1.3117 |
1.3450 |
|
S4 |
1.2699 |
1.2811 |
1.3366 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3962 |
2.618 |
1.3808 |
1.618 |
1.3714 |
1.000 |
1.3656 |
0.618 |
1.3620 |
HIGH |
1.3562 |
0.618 |
1.3526 |
0.500 |
1.3515 |
0.382 |
1.3504 |
LOW |
1.3468 |
0.618 |
1.3410 |
1.000 |
1.3374 |
1.618 |
1.3316 |
2.618 |
1.3222 |
4.250 |
1.3069 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3533 |
1.3603 |
PP |
1.3524 |
1.3583 |
S1 |
1.3515 |
1.3562 |
|