CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3480 |
1.3490 |
0.0010 |
0.1% |
1.3521 |
| High |
1.3498 |
1.3527 |
0.0029 |
0.2% |
1.3562 |
| Low |
1.3423 |
1.3398 |
-0.0025 |
-0.2% |
1.3268 |
| Close |
1.3463 |
1.3420 |
-0.0043 |
-0.3% |
1.3399 |
| Range |
0.0075 |
0.0129 |
0.0054 |
72.0% |
0.0294 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
2.1% |
0.0000 |
| Volume |
492 |
165 |
-327 |
-66.5% |
1,728 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3835 |
1.3757 |
1.3491 |
|
| R3 |
1.3706 |
1.3628 |
1.3455 |
|
| R2 |
1.3577 |
1.3577 |
1.3444 |
|
| R1 |
1.3499 |
1.3499 |
1.3432 |
1.3474 |
| PP |
1.3448 |
1.3448 |
1.3448 |
1.3436 |
| S1 |
1.3370 |
1.3370 |
1.3408 |
1.3345 |
| S2 |
1.3319 |
1.3319 |
1.3396 |
|
| S3 |
1.3190 |
1.3241 |
1.3385 |
|
| S4 |
1.3061 |
1.3112 |
1.3349 |
|
|
| 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 |
1.4075 |
|
2.618 |
1.3865 |
|
1.618 |
1.3736 |
|
1.000 |
1.3656 |
|
0.618 |
1.3607 |
|
HIGH |
1.3527 |
|
0.618 |
1.3478 |
|
0.500 |
1.3463 |
|
0.382 |
1.3447 |
|
LOW |
1.3398 |
|
0.618 |
1.3318 |
|
1.000 |
1.3269 |
|
1.618 |
1.3189 |
|
2.618 |
1.3060 |
|
4.250 |
1.2850 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3463 |
1.3413 |
| PP |
1.3448 |
1.3406 |
| S1 |
1.3434 |
1.3400 |
|