CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3280 |
1.3376 |
0.0096 |
0.7% |
1.2820 |
| High |
1.3427 |
1.3396 |
-0.0031 |
-0.2% |
1.3139 |
| Low |
1.3264 |
1.3300 |
0.0036 |
0.3% |
1.2781 |
| Close |
1.3377 |
1.3325 |
-0.0052 |
-0.4% |
1.3032 |
| Range |
0.0163 |
0.0096 |
-0.0067 |
-41.1% |
0.0358 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
340 |
259 |
-81 |
-23.8% |
603 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3628 |
1.3573 |
1.3378 |
|
| R3 |
1.3532 |
1.3477 |
1.3351 |
|
| R2 |
1.3436 |
1.3436 |
1.3343 |
|
| R1 |
1.3381 |
1.3381 |
1.3334 |
1.3361 |
| PP |
1.3340 |
1.3340 |
1.3340 |
1.3330 |
| S1 |
1.3285 |
1.3285 |
1.3316 |
1.3265 |
| S2 |
1.3244 |
1.3244 |
1.3307 |
|
| S3 |
1.3148 |
1.3189 |
1.3299 |
|
| S4 |
1.3052 |
1.3093 |
1.3272 |
|
|
| 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 |
1.3804 |
|
2.618 |
1.3647 |
|
1.618 |
1.3551 |
|
1.000 |
1.3492 |
|
0.618 |
1.3455 |
|
HIGH |
1.3396 |
|
0.618 |
1.3359 |
|
0.500 |
1.3348 |
|
0.382 |
1.3337 |
|
LOW |
1.3300 |
|
0.618 |
1.3241 |
|
1.000 |
1.3204 |
|
1.618 |
1.3145 |
|
2.618 |
1.3049 |
|
4.250 |
1.2892 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3348 |
1.3296 |
| PP |
1.3340 |
1.3267 |
| S1 |
1.3333 |
1.3239 |
|