CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2845 |
1.2992 |
0.0147 |
1.1% |
1.2897 |
| High |
1.3015 |
1.3020 |
0.0005 |
0.0% |
1.2897 |
| Low |
1.2825 |
1.2954 |
0.0129 |
1.0% |
1.2650 |
| Close |
1.3009 |
1.2996 |
-0.0013 |
-0.1% |
1.2709 |
| Range |
0.0190 |
0.0066 |
-0.0124 |
-65.3% |
0.0247 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
60 |
96 |
36 |
60.0% |
302 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3188 |
1.3158 |
1.3032 |
|
| R3 |
1.3122 |
1.3092 |
1.3014 |
|
| R2 |
1.3056 |
1.3056 |
1.3008 |
|
| R1 |
1.3026 |
1.3026 |
1.3002 |
1.3041 |
| PP |
1.2990 |
1.2990 |
1.2990 |
1.2998 |
| S1 |
1.2960 |
1.2960 |
1.2990 |
1.2975 |
| S2 |
1.2924 |
1.2924 |
1.2984 |
|
| S3 |
1.2858 |
1.2894 |
1.2978 |
|
| S4 |
1.2792 |
1.2828 |
1.2960 |
|
|
| 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 |
1.3301 |
|
2.618 |
1.3193 |
|
1.618 |
1.3127 |
|
1.000 |
1.3086 |
|
0.618 |
1.3061 |
|
HIGH |
1.3020 |
|
0.618 |
1.2995 |
|
0.500 |
1.2987 |
|
0.382 |
1.2979 |
|
LOW |
1.2954 |
|
0.618 |
1.2913 |
|
1.000 |
1.2888 |
|
1.618 |
1.2847 |
|
2.618 |
1.2781 |
|
4.250 |
1.2674 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2993 |
1.2964 |
| PP |
1.2990 |
1.2932 |
| S1 |
1.2987 |
1.2901 |
|