CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4400 |
1.4306 |
-0.0094 |
-0.7% |
1.4323 |
| High |
1.4446 |
1.4438 |
-0.0008 |
-0.1% |
1.4483 |
| Low |
1.4296 |
1.4261 |
-0.0035 |
-0.2% |
1.4256 |
| Close |
1.4325 |
1.4415 |
0.0090 |
0.6% |
1.4415 |
| Range |
0.0150 |
0.0177 |
0.0027 |
18.0% |
0.0227 |
| ATR |
0.0136 |
0.0138 |
0.0003 |
2.2% |
0.0000 |
| Volume |
263,831 |
243,923 |
-19,908 |
-7.5% |
1,050,899 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4902 |
1.4836 |
1.4512 |
|
| R3 |
1.4725 |
1.4659 |
1.4464 |
|
| R2 |
1.4548 |
1.4548 |
1.4447 |
|
| R1 |
1.4482 |
1.4482 |
1.4431 |
1.4515 |
| PP |
1.4371 |
1.4371 |
1.4371 |
1.4388 |
| S1 |
1.4305 |
1.4305 |
1.4399 |
1.4338 |
| S2 |
1.4194 |
1.4194 |
1.4383 |
|
| S3 |
1.4017 |
1.4128 |
1.4366 |
|
| S4 |
1.3840 |
1.3951 |
1.4318 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5066 |
1.4967 |
1.4540 |
|
| R3 |
1.4839 |
1.4740 |
1.4477 |
|
| R2 |
1.4612 |
1.4612 |
1.4457 |
|
| R1 |
1.4513 |
1.4513 |
1.4436 |
1.4563 |
| PP |
1.4385 |
1.4385 |
1.4385 |
1.4409 |
| S1 |
1.4286 |
1.4286 |
1.4394 |
1.4336 |
| S2 |
1.4158 |
1.4158 |
1.4373 |
|
| S3 |
1.3931 |
1.4059 |
1.4353 |
|
| S4 |
1.3704 |
1.3832 |
1.4290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4483 |
1.4256 |
0.0227 |
1.6% |
0.0163 |
1.1% |
70% |
False |
False |
210,179 |
| 10 |
1.4483 |
1.4256 |
0.0227 |
1.6% |
0.0132 |
0.9% |
70% |
False |
False |
159,362 |
| 20 |
1.4772 |
1.4215 |
0.0557 |
3.9% |
0.0132 |
0.9% |
36% |
False |
False |
182,517 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0139 |
1.0% |
22% |
False |
False |
94,982 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0134 |
0.9% |
22% |
False |
False |
63,437 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0124 |
0.9% |
22% |
False |
False |
47,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5190 |
|
2.618 |
1.4901 |
|
1.618 |
1.4724 |
|
1.000 |
1.4615 |
|
0.618 |
1.4547 |
|
HIGH |
1.4438 |
|
0.618 |
1.4370 |
|
0.500 |
1.4350 |
|
0.382 |
1.4329 |
|
LOW |
1.4261 |
|
0.618 |
1.4152 |
|
1.000 |
1.4084 |
|
1.618 |
1.3975 |
|
2.618 |
1.3798 |
|
4.250 |
1.3509 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4393 |
1.4395 |
| PP |
1.4371 |
1.4374 |
| S1 |
1.4350 |
1.4354 |
|