CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2992 |
1.2998 |
0.0006 |
0.0% |
1.2897 |
| High |
1.3020 |
1.3093 |
0.0073 |
0.6% |
1.2897 |
| Low |
1.2954 |
1.2975 |
0.0021 |
0.2% |
1.2650 |
| Close |
1.2996 |
1.3068 |
0.0072 |
0.6% |
1.2709 |
| Range |
0.0066 |
0.0118 |
0.0052 |
78.8% |
0.0247 |
| ATR |
0.0084 |
0.0087 |
0.0002 |
2.8% |
0.0000 |
| Volume |
96 |
311 |
215 |
224.0% |
302 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3399 |
1.3352 |
1.3133 |
|
| R3 |
1.3281 |
1.3234 |
1.3100 |
|
| R2 |
1.3163 |
1.3163 |
1.3090 |
|
| R1 |
1.3116 |
1.3116 |
1.3079 |
1.3140 |
| PP |
1.3045 |
1.3045 |
1.3045 |
1.3057 |
| S1 |
1.2998 |
1.2998 |
1.3057 |
1.3022 |
| S2 |
1.2927 |
1.2927 |
1.3046 |
|
| S3 |
1.2809 |
1.2880 |
1.3036 |
|
| S4 |
1.2691 |
1.2762 |
1.3003 |
|
|
| 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 |
1.3595 |
|
2.618 |
1.3402 |
|
1.618 |
1.3284 |
|
1.000 |
1.3211 |
|
0.618 |
1.3166 |
|
HIGH |
1.3093 |
|
0.618 |
1.3048 |
|
0.500 |
1.3034 |
|
0.382 |
1.3020 |
|
LOW |
1.2975 |
|
0.618 |
1.2902 |
|
1.000 |
1.2857 |
|
1.618 |
1.2784 |
|
2.618 |
1.2666 |
|
4.250 |
1.2474 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3057 |
1.3032 |
| PP |
1.3045 |
1.2995 |
| S1 |
1.3034 |
1.2959 |
|