CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.3567 |
1.3613 |
0.0046 |
0.3% |
1.3562 |
High |
1.3567 |
1.3613 |
0.0046 |
0.3% |
1.3687 |
Low |
1.3567 |
1.3613 |
0.0046 |
0.3% |
1.3562 |
Close |
1.3567 |
1.3613 |
0.0046 |
0.3% |
1.3613 |
Range |
|
|
|
|
|
ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
6 |
6 |
0 |
0.0% |
30 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3613 |
1.3613 |
1.3613 |
|
R3 |
1.3613 |
1.3613 |
1.3613 |
|
R2 |
1.3613 |
1.3613 |
1.3613 |
|
R1 |
1.3613 |
1.3613 |
1.3613 |
1.3613 |
PP |
1.3613 |
1.3613 |
1.3613 |
1.3613 |
S1 |
1.3613 |
1.3613 |
1.3613 |
1.3613 |
S2 |
1.3613 |
1.3613 |
1.3613 |
|
S3 |
1.3613 |
1.3613 |
1.3613 |
|
S4 |
1.3613 |
1.3613 |
1.3613 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3996 |
1.3929 |
1.3682 |
|
R3 |
1.3871 |
1.3804 |
1.3647 |
|
R2 |
1.3746 |
1.3746 |
1.3636 |
|
R1 |
1.3679 |
1.3679 |
1.3624 |
1.3713 |
PP |
1.3621 |
1.3621 |
1.3621 |
1.3637 |
S1 |
1.3554 |
1.3554 |
1.3602 |
1.3588 |
S2 |
1.3496 |
1.3496 |
1.3590 |
|
S3 |
1.3371 |
1.3429 |
1.3579 |
|
S4 |
1.3246 |
1.3304 |
1.3544 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3613 |
2.618 |
1.3613 |
1.618 |
1.3613 |
1.000 |
1.3613 |
0.618 |
1.3613 |
HIGH |
1.3613 |
0.618 |
1.3613 |
0.500 |
1.3613 |
0.382 |
1.3613 |
LOW |
1.3613 |
0.618 |
1.3613 |
1.000 |
1.3613 |
1.618 |
1.3613 |
2.618 |
1.3613 |
4.250 |
1.3613 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3613 |
1.3627 |
PP |
1.3613 |
1.3622 |
S1 |
1.3613 |
1.3618 |
|