CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3278 |
1.3480 |
0.0202 |
1.5% |
1.3521 |
| High |
1.3420 |
1.3498 |
0.0078 |
0.6% |
1.3562 |
| Low |
1.3272 |
1.3423 |
0.0151 |
1.1% |
1.3268 |
| Close |
1.3399 |
1.3463 |
0.0064 |
0.5% |
1.3399 |
| Range |
0.0148 |
0.0075 |
-0.0073 |
-49.3% |
0.0294 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.0% |
0.0000 |
| Volume |
458 |
492 |
34 |
7.4% |
1,728 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3686 |
1.3650 |
1.3504 |
|
| R3 |
1.3611 |
1.3575 |
1.3484 |
|
| R2 |
1.3536 |
1.3536 |
1.3477 |
|
| R1 |
1.3500 |
1.3500 |
1.3470 |
1.3481 |
| PP |
1.3461 |
1.3461 |
1.3461 |
1.3452 |
| S1 |
1.3425 |
1.3425 |
1.3456 |
1.3406 |
| S2 |
1.3386 |
1.3386 |
1.3449 |
|
| S3 |
1.3311 |
1.3350 |
1.3442 |
|
| S4 |
1.3236 |
1.3275 |
1.3422 |
|
|
| 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 |
1.3817 |
|
2.618 |
1.3694 |
|
1.618 |
1.3619 |
|
1.000 |
1.3573 |
|
0.618 |
1.3544 |
|
HIGH |
1.3498 |
|
0.618 |
1.3469 |
|
0.500 |
1.3461 |
|
0.382 |
1.3452 |
|
LOW |
1.3423 |
|
0.618 |
1.3377 |
|
1.000 |
1.3348 |
|
1.618 |
1.3302 |
|
2.618 |
1.3227 |
|
4.250 |
1.3104 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3462 |
1.3436 |
| PP |
1.3461 |
1.3410 |
| S1 |
1.3461 |
1.3383 |
|