CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4339 |
1.4323 |
-0.0016 |
-0.1% |
1.4372 |
| High |
1.4440 |
1.4455 |
0.0015 |
0.1% |
1.4457 |
| Low |
1.4304 |
1.4256 |
-0.0048 |
-0.3% |
1.4271 |
| Close |
1.4334 |
1.4410 |
0.0076 |
0.5% |
1.4334 |
| Range |
0.0136 |
0.0199 |
0.0063 |
46.3% |
0.0186 |
| ATR |
0.0127 |
0.0133 |
0.0005 |
4.0% |
0.0000 |
| Volume |
134,788 |
103,125 |
-31,663 |
-23.5% |
403,067 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4971 |
1.4889 |
1.4519 |
|
| R3 |
1.4772 |
1.4690 |
1.4465 |
|
| R2 |
1.4573 |
1.4573 |
1.4446 |
|
| R1 |
1.4491 |
1.4491 |
1.4428 |
1.4532 |
| PP |
1.4374 |
1.4374 |
1.4374 |
1.4394 |
| S1 |
1.4292 |
1.4292 |
1.4392 |
1.4333 |
| S2 |
1.4175 |
1.4175 |
1.4374 |
|
| S3 |
1.3976 |
1.4093 |
1.4355 |
|
| S4 |
1.3777 |
1.3894 |
1.4301 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4912 |
1.4809 |
1.4436 |
|
| R3 |
1.4726 |
1.4623 |
1.4385 |
|
| R2 |
1.4540 |
1.4540 |
1.4368 |
|
| R1 |
1.4437 |
1.4437 |
1.4351 |
1.4396 |
| PP |
1.4354 |
1.4354 |
1.4354 |
1.4333 |
| S1 |
1.4251 |
1.4251 |
1.4317 |
1.4210 |
| S2 |
1.4168 |
1.4168 |
1.4300 |
|
| S3 |
1.3982 |
1.4065 |
1.4283 |
|
| S4 |
1.3796 |
1.3879 |
1.4232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4457 |
1.4256 |
0.0201 |
1.4% |
0.0123 |
0.9% |
77% |
False |
True |
101,238 |
| 10 |
1.4457 |
1.4215 |
0.0242 |
1.7% |
0.0121 |
0.8% |
81% |
False |
False |
150,988 |
| 20 |
1.5083 |
1.4215 |
0.0868 |
6.0% |
0.0137 |
1.0% |
22% |
False |
False |
140,965 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0134 |
0.9% |
21% |
False |
False |
71,350 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0131 |
0.9% |
21% |
False |
False |
47,664 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0120 |
0.8% |
21% |
False |
False |
35,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5301 |
|
2.618 |
1.4976 |
|
1.618 |
1.4777 |
|
1.000 |
1.4654 |
|
0.618 |
1.4578 |
|
HIGH |
1.4455 |
|
0.618 |
1.4379 |
|
0.500 |
1.4356 |
|
0.382 |
1.4332 |
|
LOW |
1.4256 |
|
0.618 |
1.4133 |
|
1.000 |
1.4057 |
|
1.618 |
1.3934 |
|
2.618 |
1.3735 |
|
4.250 |
1.3410 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4392 |
1.4392 |
| PP |
1.4374 |
1.4374 |
| S1 |
1.4356 |
1.4356 |
|