CME Euro FX (E) Future September 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.3494 |
1.3333 |
-0.0161 |
-1.2% |
1.3770 |
High |
1.3494 |
1.3378 |
-0.0116 |
-0.9% |
1.3812 |
Low |
1.3313 |
1.3268 |
-0.0045 |
-0.3% |
1.3506 |
Close |
1.3337 |
1.3291 |
-0.0046 |
-0.3% |
1.3534 |
Range |
0.0181 |
0.0110 |
-0.0071 |
-39.2% |
0.0306 |
ATR |
0.0094 |
0.0095 |
0.0001 |
1.2% |
0.0000 |
Volume |
240 |
470 |
230 |
95.8% |
2,636 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3642 |
1.3577 |
1.3352 |
|
R3 |
1.3532 |
1.3467 |
1.3321 |
|
R2 |
1.3422 |
1.3422 |
1.3311 |
|
R1 |
1.3357 |
1.3357 |
1.3301 |
1.3335 |
PP |
1.3312 |
1.3312 |
1.3312 |
1.3301 |
S1 |
1.3247 |
1.3247 |
1.3281 |
1.3225 |
S2 |
1.3202 |
1.3202 |
1.3271 |
|
S3 |
1.3092 |
1.3137 |
1.3261 |
|
S4 |
1.2982 |
1.3027 |
1.3231 |
|
|
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 |
1.3846 |
2.618 |
1.3666 |
1.618 |
1.3556 |
1.000 |
1.3488 |
0.618 |
1.3446 |
HIGH |
1.3378 |
0.618 |
1.3336 |
0.500 |
1.3323 |
0.382 |
1.3310 |
LOW |
1.3268 |
0.618 |
1.3200 |
1.000 |
1.3158 |
1.618 |
1.3090 |
2.618 |
1.2980 |
4.250 |
1.2801 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3323 |
1.3415 |
PP |
1.3312 |
1.3374 |
S1 |
1.3302 |
1.3332 |
|