CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2897 |
1.2689 |
-0.0208 |
-1.6% |
1.2660 |
| High |
1.2897 |
1.2740 |
-0.0157 |
-1.2% |
1.2880 |
| Low |
1.2673 |
1.2680 |
0.0007 |
0.1% |
1.2660 |
| Close |
1.2694 |
1.2716 |
0.0022 |
0.2% |
1.2869 |
| Range |
0.0224 |
0.0060 |
-0.0164 |
-73.2% |
0.0220 |
| ATR |
0.0076 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
16 |
209 |
193 |
1,206.3% |
46 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2864 |
1.2749 |
|
| R3 |
1.2832 |
1.2804 |
1.2733 |
|
| R2 |
1.2772 |
1.2772 |
1.2727 |
|
| R1 |
1.2744 |
1.2744 |
1.2722 |
1.2758 |
| PP |
1.2712 |
1.2712 |
1.2712 |
1.2719 |
| S1 |
1.2684 |
1.2684 |
1.2711 |
1.2698 |
| S2 |
1.2652 |
1.2652 |
1.2705 |
|
| S3 |
1.2592 |
1.2624 |
1.2700 |
|
| S4 |
1.2532 |
1.2564 |
1.2683 |
|
|
| 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 |
1.2995 |
|
2.618 |
1.2897 |
|
1.618 |
1.2837 |
|
1.000 |
1.2800 |
|
0.618 |
1.2777 |
|
HIGH |
1.2740 |
|
0.618 |
1.2717 |
|
0.500 |
1.2710 |
|
0.382 |
1.2703 |
|
LOW |
1.2680 |
|
0.618 |
1.2643 |
|
1.000 |
1.2620 |
|
1.618 |
1.2583 |
|
2.618 |
1.2523 |
|
4.250 |
1.2425 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2714 |
1.2785 |
| PP |
1.2712 |
1.2762 |
| S1 |
1.2710 |
1.2739 |
|