CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2725 |
1.2650 |
-0.0075 |
-0.6% |
1.2897 |
| High |
1.2725 |
1.2729 |
0.0004 |
0.0% |
1.2897 |
| Low |
1.2700 |
1.2650 |
-0.0050 |
-0.4% |
1.2650 |
| Close |
1.2691 |
1.2709 |
0.0018 |
0.1% |
1.2709 |
| Range |
0.0025 |
0.0079 |
0.0054 |
216.0% |
0.0247 |
| ATR |
0.0071 |
0.0071 |
0.0001 |
0.8% |
0.0000 |
| Volume |
17 |
60 |
43 |
252.9% |
302 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2933 |
1.2900 |
1.2752 |
|
| R3 |
1.2854 |
1.2821 |
1.2731 |
|
| R2 |
1.2775 |
1.2775 |
1.2723 |
|
| R1 |
1.2742 |
1.2742 |
1.2716 |
1.2759 |
| PP |
1.2696 |
1.2696 |
1.2696 |
1.2704 |
| S1 |
1.2663 |
1.2663 |
1.2702 |
1.2680 |
| S2 |
1.2617 |
1.2617 |
1.2695 |
|
| S3 |
1.2538 |
1.2584 |
1.2687 |
|
| S4 |
1.2459 |
1.2505 |
1.2666 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3493 |
1.3348 |
1.2845 |
|
| R3 |
1.3246 |
1.3101 |
1.2777 |
|
| R2 |
1.2999 |
1.2999 |
1.2754 |
|
| R1 |
1.2854 |
1.2854 |
1.2732 |
1.2803 |
| PP |
1.2752 |
1.2752 |
1.2752 |
1.2727 |
| S1 |
1.2607 |
1.2607 |
1.2686 |
1.2556 |
| S2 |
1.2505 |
1.2505 |
1.2664 |
|
| S3 |
1.2258 |
1.2360 |
1.2641 |
|
| S4 |
1.2011 |
1.2113 |
1.2573 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3065 |
|
2.618 |
1.2936 |
|
1.618 |
1.2857 |
|
1.000 |
1.2808 |
|
0.618 |
1.2778 |
|
HIGH |
1.2729 |
|
0.618 |
1.2699 |
|
0.500 |
1.2690 |
|
0.382 |
1.2680 |
|
LOW |
1.2650 |
|
0.618 |
1.2601 |
|
1.000 |
1.2571 |
|
1.618 |
1.2522 |
|
2.618 |
1.2443 |
|
4.250 |
1.2314 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2703 |
1.2704 |
| PP |
1.2696 |
1.2700 |
| S1 |
1.2690 |
1.2695 |
|