CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4348 |
1.4288 |
-0.0060 |
-0.4% |
1.4410 |
| High |
1.4413 |
1.4288 |
-0.0125 |
-0.9% |
1.4577 |
| Low |
1.4249 |
1.4078 |
-0.0171 |
-1.2% |
1.4334 |
| Close |
1.4290 |
1.4105 |
-0.0185 |
-1.3% |
1.4355 |
| Range |
0.0164 |
0.0210 |
0.0046 |
28.0% |
0.0243 |
| ATR |
0.0138 |
0.0143 |
0.0005 |
3.8% |
0.0000 |
| Volume |
252,339 |
345,534 |
93,195 |
36.9% |
1,303,697 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4787 |
1.4656 |
1.4221 |
|
| R3 |
1.4577 |
1.4446 |
1.4163 |
|
| R2 |
1.4367 |
1.4367 |
1.4144 |
|
| R1 |
1.4236 |
1.4236 |
1.4124 |
1.4197 |
| PP |
1.4157 |
1.4157 |
1.4157 |
1.4137 |
| S1 |
1.4026 |
1.4026 |
1.4086 |
1.3987 |
| S2 |
1.3947 |
1.3947 |
1.4067 |
|
| S3 |
1.3737 |
1.3816 |
1.4047 |
|
| S4 |
1.3527 |
1.3606 |
1.3990 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5151 |
1.4996 |
1.4489 |
|
| R3 |
1.4908 |
1.4753 |
1.4422 |
|
| R2 |
1.4665 |
1.4665 |
1.4400 |
|
| R1 |
1.4510 |
1.4510 |
1.4377 |
1.4466 |
| PP |
1.4422 |
1.4422 |
1.4422 |
1.4400 |
| S1 |
1.4267 |
1.4267 |
1.4333 |
1.4223 |
| S2 |
1.4179 |
1.4179 |
1.4310 |
|
| S3 |
1.3936 |
1.4024 |
1.4288 |
|
| S4 |
1.3693 |
1.3781 |
1.4221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4577 |
1.4078 |
0.0499 |
3.5% |
0.0157 |
1.1% |
5% |
False |
True |
268,177 |
| 10 |
1.4577 |
1.4078 |
0.0499 |
3.5% |
0.0150 |
1.1% |
5% |
False |
True |
262,759 |
| 20 |
1.4577 |
1.4078 |
0.0499 |
3.5% |
0.0135 |
1.0% |
5% |
False |
True |
202,860 |
| 40 |
1.5137 |
1.4078 |
0.1059 |
7.5% |
0.0142 |
1.0% |
3% |
False |
True |
142,367 |
| 60 |
1.5137 |
1.4078 |
0.1059 |
7.5% |
0.0138 |
1.0% |
3% |
False |
True |
95,104 |
| 80 |
1.5137 |
1.4078 |
0.1059 |
7.5% |
0.0128 |
0.9% |
3% |
False |
True |
71,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5181 |
|
2.618 |
1.4838 |
|
1.618 |
1.4628 |
|
1.000 |
1.4498 |
|
0.618 |
1.4418 |
|
HIGH |
1.4288 |
|
0.618 |
1.4208 |
|
0.500 |
1.4183 |
|
0.382 |
1.4158 |
|
LOW |
1.4078 |
|
0.618 |
1.3948 |
|
1.000 |
1.3868 |
|
1.618 |
1.3738 |
|
2.618 |
1.3528 |
|
4.250 |
1.3186 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4183 |
1.4295 |
| PP |
1.4157 |
1.4231 |
| S1 |
1.4131 |
1.4168 |
|