CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3050 |
1.3280 |
0.0230 |
1.8% |
1.2820 |
| High |
1.3272 |
1.3427 |
0.0155 |
1.2% |
1.3139 |
| Low |
1.3050 |
1.3264 |
0.0214 |
1.6% |
1.2781 |
| Close |
1.3234 |
1.3377 |
0.0143 |
1.1% |
1.3032 |
| Range |
0.0222 |
0.0163 |
-0.0059 |
-26.6% |
0.0358 |
| ATR |
0.0098 |
0.0105 |
0.0007 |
7.0% |
0.0000 |
| Volume |
110 |
340 |
230 |
209.1% |
603 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3845 |
1.3774 |
1.3467 |
|
| R3 |
1.3682 |
1.3611 |
1.3422 |
|
| R2 |
1.3519 |
1.3519 |
1.3407 |
|
| R1 |
1.3448 |
1.3448 |
1.3392 |
1.3484 |
| PP |
1.3356 |
1.3356 |
1.3356 |
1.3374 |
| S1 |
1.3285 |
1.3285 |
1.3362 |
1.3321 |
| S2 |
1.3193 |
1.3193 |
1.3347 |
|
| S3 |
1.3030 |
1.3122 |
1.3332 |
|
| S4 |
1.2867 |
1.2959 |
1.3287 |
|
|
| 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 |
1.4120 |
|
2.618 |
1.3854 |
|
1.618 |
1.3691 |
|
1.000 |
1.3590 |
|
0.618 |
1.3528 |
|
HIGH |
1.3427 |
|
0.618 |
1.3365 |
|
0.500 |
1.3346 |
|
0.382 |
1.3326 |
|
LOW |
1.3264 |
|
0.618 |
1.3163 |
|
1.000 |
1.3101 |
|
1.618 |
1.3000 |
|
2.618 |
1.2837 |
|
4.250 |
1.2571 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3367 |
1.3326 |
| PP |
1.3356 |
1.3276 |
| S1 |
1.3346 |
1.3225 |
|