CME Euro FX (E) Future March 2011
Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1.3091 |
1.3025 |
-0.0066 |
-0.5% |
1.2820 |
High |
1.3139 |
1.3106 |
-0.0033 |
-0.3% |
1.3139 |
Low |
1.3028 |
1.3023 |
-0.0005 |
0.0% |
1.2781 |
Close |
1.3032 |
1.3049 |
0.0017 |
0.1% |
1.3032 |
Range |
0.0111 |
0.0083 |
-0.0028 |
-25.2% |
0.0358 |
ATR |
0.0089 |
0.0088 |
0.0000 |
-0.4% |
0.0000 |
Volume |
105 |
136 |
31 |
29.5% |
603 |
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3308 |
1.3262 |
1.3095 |
|
R3 |
1.3225 |
1.3179 |
1.3072 |
|
R2 |
1.3142 |
1.3142 |
1.3064 |
|
R1 |
1.3096 |
1.3096 |
1.3057 |
1.3119 |
PP |
1.3059 |
1.3059 |
1.3059 |
1.3071 |
S1 |
1.3013 |
1.3013 |
1.3041 |
1.3036 |
S2 |
1.2976 |
1.2976 |
1.3034 |
|
S3 |
1.2893 |
1.2930 |
1.3026 |
|
S4 |
1.2810 |
1.2847 |
1.3003 |
|
|
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 |
1.3459 |
2.618 |
1.3323 |
1.618 |
1.3240 |
1.000 |
1.3189 |
0.618 |
1.3157 |
HIGH |
1.3106 |
0.618 |
1.3074 |
0.500 |
1.3065 |
0.382 |
1.3055 |
LOW |
1.3023 |
0.618 |
1.2972 |
1.000 |
1.2940 |
1.618 |
1.2889 |
2.618 |
1.2806 |
4.250 |
1.2670 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3065 |
1.3057 |
PP |
1.3059 |
1.3054 |
S1 |
1.3054 |
1.3052 |
|