CME Euro FX (E) Future September 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.3521 |
1.3558 |
0.0037 |
0.3% |
1.3770 |
High |
1.3562 |
1.3562 |
0.0000 |
0.0% |
1.3812 |
Low |
1.3468 |
1.3478 |
0.0010 |
0.1% |
1.3506 |
Close |
1.3542 |
1.3488 |
-0.0054 |
-0.4% |
1.3534 |
Range |
0.0094 |
0.0084 |
-0.0010 |
-10.6% |
0.0306 |
ATR |
0.0088 |
0.0088 |
0.0000 |
-0.3% |
0.0000 |
Volume |
319 |
241 |
-78 |
-24.5% |
2,636 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3761 |
1.3709 |
1.3534 |
|
R3 |
1.3677 |
1.3625 |
1.3511 |
|
R2 |
1.3593 |
1.3593 |
1.3503 |
|
R1 |
1.3541 |
1.3541 |
1.3496 |
1.3525 |
PP |
1.3509 |
1.3509 |
1.3509 |
1.3502 |
S1 |
1.3457 |
1.3457 |
1.3480 |
1.3441 |
S2 |
1.3425 |
1.3425 |
1.3473 |
|
S3 |
1.3341 |
1.3373 |
1.3465 |
|
S4 |
1.3257 |
1.3289 |
1.3442 |
|
|
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 |
1.3919 |
2.618 |
1.3782 |
1.618 |
1.3698 |
1.000 |
1.3646 |
0.618 |
1.3614 |
HIGH |
1.3562 |
0.618 |
1.3530 |
0.500 |
1.3520 |
0.382 |
1.3510 |
LOW |
1.3478 |
0.618 |
1.3426 |
1.000 |
1.3394 |
1.618 |
1.3342 |
2.618 |
1.3258 |
4.250 |
1.3121 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3520 |
1.3547 |
PP |
1.3509 |
1.3527 |
S1 |
1.3499 |
1.3508 |
|