CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2808 |
1.2848 |
0.0040 |
0.3% |
1.2660 |
| High |
1.2808 |
1.2880 |
0.0072 |
0.6% |
1.2880 |
| Low |
1.2808 |
1.2829 |
0.0021 |
0.2% |
1.2660 |
| Close |
1.2808 |
1.2869 |
0.0061 |
0.5% |
1.2869 |
| Range |
0.0000 |
0.0051 |
0.0051 |
|
0.0220 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
46 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3012 |
1.2992 |
1.2897 |
|
| R3 |
1.2961 |
1.2941 |
1.2883 |
|
| R2 |
1.2910 |
1.2910 |
1.2878 |
|
| R1 |
1.2890 |
1.2890 |
1.2874 |
1.2900 |
| PP |
1.2859 |
1.2859 |
1.2859 |
1.2865 |
| S1 |
1.2839 |
1.2839 |
1.2864 |
1.2849 |
| S2 |
1.2808 |
1.2808 |
1.2860 |
|
| S3 |
1.2757 |
1.2788 |
1.2855 |
|
| S4 |
1.2706 |
1.2737 |
1.2841 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3463 |
1.3386 |
1.2990 |
|
| R3 |
1.3243 |
1.3166 |
1.2930 |
|
| R2 |
1.3023 |
1.3023 |
1.2909 |
|
| R1 |
1.2946 |
1.2946 |
1.2889 |
1.2985 |
| PP |
1.2803 |
1.2803 |
1.2803 |
1.2822 |
| S1 |
1.2726 |
1.2726 |
1.2849 |
1.2765 |
| S2 |
1.2583 |
1.2583 |
1.2829 |
|
| S3 |
1.2363 |
1.2506 |
1.2809 |
|
| S4 |
1.2143 |
1.2286 |
1.2748 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3097 |
|
2.618 |
1.3014 |
|
1.618 |
1.2963 |
|
1.000 |
1.2931 |
|
0.618 |
1.2912 |
|
HIGH |
1.2880 |
|
0.618 |
1.2861 |
|
0.500 |
1.2855 |
|
0.382 |
1.2848 |
|
LOW |
1.2829 |
|
0.618 |
1.2797 |
|
1.000 |
1.2778 |
|
1.618 |
1.2746 |
|
2.618 |
1.2695 |
|
4.250 |
1.2612 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2864 |
1.2858 |
| PP |
1.2859 |
1.2847 |
| S1 |
1.2855 |
1.2836 |
|