CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3558 |
1.3494 |
-0.0064 |
-0.5% |
1.3770 |
| High |
1.3562 |
1.3494 |
-0.0068 |
-0.5% |
1.3812 |
| Low |
1.3478 |
1.3313 |
-0.0165 |
-1.2% |
1.3506 |
| Close |
1.3488 |
1.3337 |
-0.0151 |
-1.1% |
1.3534 |
| Range |
0.0084 |
0.0181 |
0.0097 |
115.5% |
0.0306 |
| ATR |
0.0088 |
0.0094 |
0.0007 |
7.6% |
0.0000 |
| Volume |
241 |
240 |
-1 |
-0.4% |
2,636 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3924 |
1.3812 |
1.3437 |
|
| R3 |
1.3743 |
1.3631 |
1.3387 |
|
| R2 |
1.3562 |
1.3562 |
1.3370 |
|
| R1 |
1.3450 |
1.3450 |
1.3354 |
1.3416 |
| PP |
1.3381 |
1.3381 |
1.3381 |
1.3364 |
| S1 |
1.3269 |
1.3269 |
1.3320 |
1.3235 |
| S2 |
1.3200 |
1.3200 |
1.3304 |
|
| S3 |
1.3019 |
1.3088 |
1.3287 |
|
| S4 |
1.2838 |
1.2907 |
1.3237 |
|
|
| 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 |
1.4263 |
|
2.618 |
1.3968 |
|
1.618 |
1.3787 |
|
1.000 |
1.3675 |
|
0.618 |
1.3606 |
|
HIGH |
1.3494 |
|
0.618 |
1.3425 |
|
0.500 |
1.3404 |
|
0.382 |
1.3382 |
|
LOW |
1.3313 |
|
0.618 |
1.3201 |
|
1.000 |
1.3132 |
|
1.618 |
1.3020 |
|
2.618 |
1.2839 |
|
4.250 |
1.2544 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3404 |
1.3438 |
| PP |
1.3381 |
1.3404 |
| S1 |
1.3359 |
1.3371 |
|