CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.3665 |
1.3752 |
0.0087 |
0.6% |
1.3625 |
High |
1.3665 |
1.3752 |
0.0087 |
0.6% |
1.3760 |
Low |
1.3665 |
1.3752 |
0.0087 |
0.6% |
1.3550 |
Close |
1.3665 |
1.3752 |
0.0087 |
0.6% |
1.3749 |
Range |
|
|
|
|
|
ATR |
0.0064 |
0.0066 |
0.0002 |
2.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
18 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3752 |
1.3752 |
1.3752 |
|
R3 |
1.3752 |
1.3752 |
1.3752 |
|
R2 |
1.3752 |
1.3752 |
1.3752 |
|
R1 |
1.3752 |
1.3752 |
1.3752 |
1.3752 |
PP |
1.3752 |
1.3752 |
1.3752 |
1.3752 |
S1 |
1.3752 |
1.3752 |
1.3752 |
1.3752 |
S2 |
1.3752 |
1.3752 |
1.3752 |
|
S3 |
1.3752 |
1.3752 |
1.3752 |
|
S4 |
1.3752 |
1.3752 |
1.3752 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4316 |
1.4243 |
1.3865 |
|
R3 |
1.4106 |
1.4033 |
1.3807 |
|
R2 |
1.3896 |
1.3896 |
1.3788 |
|
R1 |
1.3823 |
1.3823 |
1.3768 |
1.3860 |
PP |
1.3686 |
1.3686 |
1.3686 |
1.3705 |
S1 |
1.3613 |
1.3613 |
1.3730 |
1.3650 |
S2 |
1.3476 |
1.3476 |
1.3711 |
|
S3 |
1.3266 |
1.3403 |
1.3691 |
|
S4 |
1.3056 |
1.3193 |
1.3634 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3752 |
2.618 |
1.3752 |
1.618 |
1.3752 |
1.000 |
1.3752 |
0.618 |
1.3752 |
HIGH |
1.3752 |
0.618 |
1.3752 |
0.500 |
1.3752 |
0.382 |
1.3752 |
LOW |
1.3752 |
0.618 |
1.3752 |
1.000 |
1.3752 |
1.618 |
1.3752 |
2.618 |
1.3752 |
4.250 |
1.3752 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3752 |
1.3739 |
PP |
1.3752 |
1.3726 |
S1 |
1.3752 |
1.3713 |
|