CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3025 |
1.3050 |
0.0025 |
0.2% |
1.2820 |
| High |
1.3106 |
1.3272 |
0.0166 |
1.3% |
1.3139 |
| Low |
1.3023 |
1.3050 |
0.0027 |
0.2% |
1.2781 |
| Close |
1.3049 |
1.3234 |
0.0185 |
1.4% |
1.3032 |
| Range |
0.0083 |
0.0222 |
0.0139 |
167.5% |
0.0358 |
| ATR |
0.0088 |
0.0098 |
0.0010 |
10.9% |
0.0000 |
| Volume |
136 |
110 |
-26 |
-19.1% |
603 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3851 |
1.3765 |
1.3356 |
|
| R3 |
1.3629 |
1.3543 |
1.3295 |
|
| R2 |
1.3407 |
1.3407 |
1.3275 |
|
| R1 |
1.3321 |
1.3321 |
1.3254 |
1.3364 |
| PP |
1.3185 |
1.3185 |
1.3185 |
1.3207 |
| S1 |
1.3099 |
1.3099 |
1.3214 |
1.3142 |
| S2 |
1.2963 |
1.2963 |
1.3193 |
|
| S3 |
1.2741 |
1.2877 |
1.3173 |
|
| S4 |
1.2519 |
1.2655 |
1.3112 |
|
|
| 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 |
1.4216 |
|
2.618 |
1.3853 |
|
1.618 |
1.3631 |
|
1.000 |
1.3494 |
|
0.618 |
1.3409 |
|
HIGH |
1.3272 |
|
0.618 |
1.3187 |
|
0.500 |
1.3161 |
|
0.382 |
1.3135 |
|
LOW |
1.3050 |
|
0.618 |
1.2913 |
|
1.000 |
1.2828 |
|
1.618 |
1.2691 |
|
2.618 |
1.2469 |
|
4.250 |
1.2107 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3210 |
1.3205 |
| PP |
1.3185 |
1.3176 |
| S1 |
1.3161 |
1.3148 |
|