CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3376 |
1.3314 |
-0.0062 |
-0.5% |
1.3025 |
| High |
1.3396 |
1.3488 |
0.0092 |
0.7% |
1.3488 |
| Low |
1.3300 |
1.3282 |
-0.0018 |
-0.1% |
1.3023 |
| Close |
1.3325 |
1.3461 |
0.0136 |
1.0% |
1.3461 |
| Range |
0.0096 |
0.0206 |
0.0110 |
114.6% |
0.0465 |
| ATR |
0.0104 |
0.0111 |
0.0007 |
7.0% |
0.0000 |
| Volume |
259 |
218 |
-41 |
-15.8% |
1,063 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4028 |
1.3951 |
1.3574 |
|
| R3 |
1.3822 |
1.3745 |
1.3518 |
|
| R2 |
1.3616 |
1.3616 |
1.3499 |
|
| R1 |
1.3539 |
1.3539 |
1.3480 |
1.3578 |
| PP |
1.3410 |
1.3410 |
1.3410 |
1.3430 |
| S1 |
1.3333 |
1.3333 |
1.3442 |
1.3372 |
| S2 |
1.3204 |
1.3204 |
1.3423 |
|
| S3 |
1.2998 |
1.3127 |
1.3404 |
|
| S4 |
1.2792 |
1.2921 |
1.3348 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4719 |
1.4555 |
1.3717 |
|
| R3 |
1.4254 |
1.4090 |
1.3589 |
|
| R2 |
1.3789 |
1.3789 |
1.3546 |
|
| R1 |
1.3625 |
1.3625 |
1.3504 |
1.3707 |
| PP |
1.3324 |
1.3324 |
1.3324 |
1.3365 |
| S1 |
1.3160 |
1.3160 |
1.3418 |
1.3242 |
| S2 |
1.2859 |
1.2859 |
1.3376 |
|
| S3 |
1.2394 |
1.2695 |
1.3333 |
|
| S4 |
1.1929 |
1.2230 |
1.3205 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4364 |
|
2.618 |
1.4027 |
|
1.618 |
1.3821 |
|
1.000 |
1.3694 |
|
0.618 |
1.3615 |
|
HIGH |
1.3488 |
|
0.618 |
1.3409 |
|
0.500 |
1.3385 |
|
0.382 |
1.3361 |
|
LOW |
1.3282 |
|
0.618 |
1.3155 |
|
1.000 |
1.3076 |
|
1.618 |
1.2949 |
|
2.618 |
1.2743 |
|
4.250 |
1.2407 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3436 |
1.3433 |
| PP |
1.3410 |
1.3404 |
| S1 |
1.3385 |
1.3376 |
|