CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3333 |
1.3278 |
-0.0055 |
-0.4% |
1.3521 |
| High |
1.3378 |
1.3420 |
0.0042 |
0.3% |
1.3562 |
| Low |
1.3268 |
1.3272 |
0.0004 |
0.0% |
1.3268 |
| Close |
1.3291 |
1.3399 |
0.0108 |
0.8% |
1.3399 |
| Range |
0.0110 |
0.0148 |
0.0038 |
34.5% |
0.0294 |
| ATR |
0.0095 |
0.0099 |
0.0004 |
3.9% |
0.0000 |
| Volume |
470 |
458 |
-12 |
-2.6% |
1,728 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3808 |
1.3751 |
1.3480 |
|
| R3 |
1.3660 |
1.3603 |
1.3440 |
|
| R2 |
1.3512 |
1.3512 |
1.3426 |
|
| R1 |
1.3455 |
1.3455 |
1.3413 |
1.3484 |
| PP |
1.3364 |
1.3364 |
1.3364 |
1.3378 |
| S1 |
1.3307 |
1.3307 |
1.3385 |
1.3336 |
| S2 |
1.3216 |
1.3216 |
1.3372 |
|
| S3 |
1.3068 |
1.3159 |
1.3358 |
|
| S4 |
1.2920 |
1.3011 |
1.3318 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4292 |
1.4139 |
1.3561 |
|
| R3 |
1.3998 |
1.3845 |
1.3480 |
|
| R2 |
1.3704 |
1.3704 |
1.3453 |
|
| R1 |
1.3551 |
1.3551 |
1.3426 |
1.3481 |
| PP |
1.3410 |
1.3410 |
1.3410 |
1.3374 |
| S1 |
1.3257 |
1.3257 |
1.3372 |
1.3187 |
| S2 |
1.3116 |
1.3116 |
1.3345 |
|
| S3 |
1.2822 |
1.2963 |
1.3318 |
|
| S4 |
1.2528 |
1.2669 |
1.3237 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4049 |
|
2.618 |
1.3807 |
|
1.618 |
1.3659 |
|
1.000 |
1.3568 |
|
0.618 |
1.3511 |
|
HIGH |
1.3420 |
|
0.618 |
1.3363 |
|
0.500 |
1.3346 |
|
0.382 |
1.3329 |
|
LOW |
1.3272 |
|
0.618 |
1.3181 |
|
1.000 |
1.3124 |
|
1.618 |
1.3033 |
|
2.618 |
1.2885 |
|
4.250 |
1.2643 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3381 |
1.3393 |
| PP |
1.3364 |
1.3387 |
| S1 |
1.3346 |
1.3381 |
|