CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2998 |
1.3091 |
0.0093 |
0.7% |
1.2820 |
| High |
1.3093 |
1.3139 |
0.0046 |
0.4% |
1.3139 |
| Low |
1.2975 |
1.3028 |
0.0053 |
0.4% |
1.2781 |
| Close |
1.3068 |
1.3032 |
-0.0036 |
-0.3% |
1.3032 |
| Range |
0.0118 |
0.0111 |
-0.0007 |
-5.9% |
0.0358 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.0% |
0.0000 |
| Volume |
311 |
105 |
-206 |
-66.2% |
603 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3399 |
1.3327 |
1.3093 |
|
| R3 |
1.3288 |
1.3216 |
1.3063 |
|
| R2 |
1.3177 |
1.3177 |
1.3052 |
|
| R1 |
1.3105 |
1.3105 |
1.3042 |
1.3086 |
| PP |
1.3066 |
1.3066 |
1.3066 |
1.3057 |
| S1 |
1.2994 |
1.2994 |
1.3022 |
1.2975 |
| S2 |
1.2955 |
1.2955 |
1.3012 |
|
| S3 |
1.2844 |
1.2883 |
1.3001 |
|
| S4 |
1.2733 |
1.2772 |
1.2971 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4058 |
1.3903 |
1.3229 |
|
| R3 |
1.3700 |
1.3545 |
1.3130 |
|
| R2 |
1.3342 |
1.3342 |
1.3098 |
|
| R1 |
1.3187 |
1.3187 |
1.3065 |
1.3265 |
| PP |
1.2984 |
1.2984 |
1.2984 |
1.3023 |
| S1 |
1.2829 |
1.2829 |
1.2999 |
1.2907 |
| S2 |
1.2626 |
1.2626 |
1.2966 |
|
| S3 |
1.2268 |
1.2471 |
1.2934 |
|
| S4 |
1.1910 |
1.2113 |
1.2835 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3611 |
|
2.618 |
1.3430 |
|
1.618 |
1.3319 |
|
1.000 |
1.3250 |
|
0.618 |
1.3208 |
|
HIGH |
1.3139 |
|
0.618 |
1.3097 |
|
0.500 |
1.3084 |
|
0.382 |
1.3070 |
|
LOW |
1.3028 |
|
0.618 |
1.2959 |
|
1.000 |
1.2917 |
|
1.618 |
1.2848 |
|
2.618 |
1.2737 |
|
4.250 |
1.2556 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3084 |
1.3047 |
| PP |
1.3066 |
1.3042 |
| S1 |
1.3049 |
1.3037 |
|