CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3490 |
1.3419 |
-0.0071 |
-0.5% |
1.3521 |
| High |
1.3527 |
1.3546 |
0.0019 |
0.1% |
1.3562 |
| Low |
1.3398 |
1.3385 |
-0.0013 |
-0.1% |
1.3268 |
| Close |
1.3420 |
1.3509 |
0.0089 |
0.7% |
1.3399 |
| Range |
0.0129 |
0.0161 |
0.0032 |
24.8% |
0.0294 |
| ATR |
0.0101 |
0.0106 |
0.0004 |
4.2% |
0.0000 |
| Volume |
165 |
338 |
173 |
104.8% |
1,728 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3963 |
1.3897 |
1.3598 |
|
| R3 |
1.3802 |
1.3736 |
1.3553 |
|
| R2 |
1.3641 |
1.3641 |
1.3539 |
|
| R1 |
1.3575 |
1.3575 |
1.3524 |
1.3608 |
| PP |
1.3480 |
1.3480 |
1.3480 |
1.3497 |
| S1 |
1.3414 |
1.3414 |
1.3494 |
1.3447 |
| S2 |
1.3319 |
1.3319 |
1.3479 |
|
| S3 |
1.3158 |
1.3253 |
1.3465 |
|
| S4 |
1.2997 |
1.3092 |
1.3420 |
|
|
| 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 |
1.4230 |
|
2.618 |
1.3967 |
|
1.618 |
1.3806 |
|
1.000 |
1.3707 |
|
0.618 |
1.3645 |
|
HIGH |
1.3546 |
|
0.618 |
1.3484 |
|
0.500 |
1.3466 |
|
0.382 |
1.3447 |
|
LOW |
1.3385 |
|
0.618 |
1.3286 |
|
1.000 |
1.3224 |
|
1.618 |
1.3125 |
|
2.618 |
1.2964 |
|
4.250 |
1.2701 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3495 |
1.3495 |
| PP |
1.3480 |
1.3480 |
| S1 |
1.3466 |
1.3466 |
|