CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2848 |
1.2897 |
0.0049 |
0.4% |
1.2660 |
| High |
1.2880 |
1.2897 |
0.0017 |
0.1% |
1.2880 |
| Low |
1.2829 |
1.2673 |
-0.0156 |
-1.2% |
1.2660 |
| Close |
1.2869 |
1.2694 |
-0.0175 |
-1.4% |
1.2869 |
| Range |
0.0051 |
0.0224 |
0.0173 |
339.2% |
0.0220 |
| ATR |
0.0064 |
0.0076 |
0.0011 |
17.8% |
0.0000 |
| Volume |
1 |
16 |
15 |
1,500.0% |
46 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3427 |
1.3284 |
1.2817 |
|
| R3 |
1.3203 |
1.3060 |
1.2756 |
|
| R2 |
1.2979 |
1.2979 |
1.2735 |
|
| R1 |
1.2836 |
1.2836 |
1.2715 |
1.2796 |
| PP |
1.2755 |
1.2755 |
1.2755 |
1.2734 |
| S1 |
1.2612 |
1.2612 |
1.2673 |
1.2572 |
| S2 |
1.2531 |
1.2531 |
1.2653 |
|
| S3 |
1.2307 |
1.2388 |
1.2632 |
|
| S4 |
1.2083 |
1.2164 |
1.2571 |
|
|
| 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 |
1.3849 |
|
2.618 |
1.3483 |
|
1.618 |
1.3259 |
|
1.000 |
1.3121 |
|
0.618 |
1.3035 |
|
HIGH |
1.2897 |
|
0.618 |
1.2811 |
|
0.500 |
1.2785 |
|
0.382 |
1.2759 |
|
LOW |
1.2673 |
|
0.618 |
1.2535 |
|
1.000 |
1.2449 |
|
1.618 |
1.2311 |
|
2.618 |
1.2087 |
|
4.250 |
1.1721 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2785 |
1.2785 |
| PP |
1.2755 |
1.2755 |
| S1 |
1.2724 |
1.2724 |
|