CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3314 |
1.3455 |
0.0141 |
1.1% |
1.3025 |
| High |
1.3488 |
1.3493 |
0.0005 |
0.0% |
1.3488 |
| Low |
1.3282 |
1.3417 |
0.0135 |
1.0% |
1.3023 |
| Close |
1.3461 |
1.3464 |
0.0003 |
0.0% |
1.3461 |
| Range |
0.0206 |
0.0076 |
-0.0130 |
-63.1% |
0.0465 |
| ATR |
0.0111 |
0.0109 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
218 |
882 |
664 |
304.6% |
1,063 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3686 |
1.3651 |
1.3506 |
|
| R3 |
1.3610 |
1.3575 |
1.3485 |
|
| R2 |
1.3534 |
1.3534 |
1.3478 |
|
| R1 |
1.3499 |
1.3499 |
1.3471 |
1.3517 |
| PP |
1.3458 |
1.3458 |
1.3458 |
1.3467 |
| S1 |
1.3423 |
1.3423 |
1.3457 |
1.3441 |
| S2 |
1.3382 |
1.3382 |
1.3450 |
|
| S3 |
1.3306 |
1.3347 |
1.3443 |
|
| S4 |
1.3230 |
1.3271 |
1.3422 |
|
|
| 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 |
1.3816 |
|
2.618 |
1.3692 |
|
1.618 |
1.3616 |
|
1.000 |
1.3569 |
|
0.618 |
1.3540 |
|
HIGH |
1.3493 |
|
0.618 |
1.3464 |
|
0.500 |
1.3455 |
|
0.382 |
1.3446 |
|
LOW |
1.3417 |
|
0.618 |
1.3370 |
|
1.000 |
1.3341 |
|
1.618 |
1.3294 |
|
2.618 |
1.3218 |
|
4.250 |
1.3094 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3461 |
1.3439 |
| PP |
1.3458 |
1.3413 |
| S1 |
1.3455 |
1.3388 |
|