CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.3532 |
1.3560 |
0.0028 |
0.2% |
1.3665 |
High |
1.3532 |
1.3560 |
0.0028 |
0.2% |
1.3765 |
Low |
1.3532 |
1.3560 |
0.0028 |
0.2% |
1.3532 |
Close |
1.3532 |
1.3540 |
0.0008 |
0.1% |
1.3532 |
Range |
|
|
|
|
|
ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.2% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3553 |
1.3547 |
1.3540 |
|
R3 |
1.3553 |
1.3547 |
1.3540 |
|
R2 |
1.3553 |
1.3553 |
1.3540 |
|
R1 |
1.3547 |
1.3547 |
1.3540 |
1.3550 |
PP |
1.3553 |
1.3553 |
1.3553 |
1.3555 |
S1 |
1.3547 |
1.3547 |
1.3540 |
1.3550 |
S2 |
1.3553 |
1.3553 |
1.3540 |
|
S3 |
1.3553 |
1.3547 |
1.3540 |
|
S4 |
1.3553 |
1.3547 |
1.3540 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4309 |
1.4153 |
1.3660 |
|
R3 |
1.4076 |
1.3920 |
1.3596 |
|
R2 |
1.3843 |
1.3843 |
1.3575 |
|
R1 |
1.3687 |
1.3687 |
1.3553 |
1.3649 |
PP |
1.3610 |
1.3610 |
1.3610 |
1.3590 |
S1 |
1.3454 |
1.3454 |
1.3511 |
1.3416 |
S2 |
1.3377 |
1.3377 |
1.3489 |
|
S3 |
1.3144 |
1.3221 |
1.3468 |
|
S4 |
1.2911 |
1.2988 |
1.3404 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3560 |
2.618 |
1.3560 |
1.618 |
1.3560 |
1.000 |
1.3560 |
0.618 |
1.3560 |
HIGH |
1.3560 |
0.618 |
1.3560 |
0.500 |
1.3560 |
0.382 |
1.3560 |
LOW |
1.3560 |
0.618 |
1.3560 |
1.000 |
1.3560 |
1.618 |
1.3560 |
2.618 |
1.3560 |
4.250 |
1.3560 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3560 |
1.3566 |
PP |
1.3553 |
1.3557 |
S1 |
1.3547 |
1.3549 |
|