CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4407 |
1.4362 |
-0.0045 |
-0.3% |
1.4372 |
| High |
1.4483 |
1.4433 |
-0.0050 |
-0.3% |
1.4457 |
| Low |
1.4344 |
1.4281 |
-0.0063 |
-0.4% |
1.4271 |
| Close |
1.4367 |
1.4408 |
0.0041 |
0.3% |
1.4334 |
| Range |
0.0139 |
0.0152 |
0.0013 |
9.4% |
0.0186 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
1.0% |
0.0000 |
| Volume |
221,750 |
218,270 |
-3,480 |
-1.6% |
403,067 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4830 |
1.4771 |
1.4492 |
|
| R3 |
1.4678 |
1.4619 |
1.4450 |
|
| R2 |
1.4526 |
1.4526 |
1.4436 |
|
| R1 |
1.4467 |
1.4467 |
1.4422 |
1.4497 |
| PP |
1.4374 |
1.4374 |
1.4374 |
1.4389 |
| S1 |
1.4315 |
1.4315 |
1.4394 |
1.4345 |
| S2 |
1.4222 |
1.4222 |
1.4380 |
|
| S3 |
1.4070 |
1.4163 |
1.4366 |
|
| S4 |
1.3918 |
1.4011 |
1.4324 |
|
|
| 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 |
1.4483 |
1.4256 |
0.0227 |
1.6% |
0.0143 |
1.0% |
67% |
False |
False |
165,948 |
| 10 |
1.4483 |
1.4215 |
0.0268 |
1.9% |
0.0124 |
0.9% |
72% |
False |
False |
140,192 |
| 20 |
1.4860 |
1.4215 |
0.0645 |
4.5% |
0.0131 |
0.9% |
30% |
False |
False |
161,208 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0136 |
0.9% |
21% |
False |
False |
82,320 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0132 |
0.9% |
21% |
False |
False |
54,984 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0122 |
0.8% |
21% |
False |
False |
41,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5079 |
|
2.618 |
1.4831 |
|
1.618 |
1.4679 |
|
1.000 |
1.4585 |
|
0.618 |
1.4527 |
|
HIGH |
1.4433 |
|
0.618 |
1.4375 |
|
0.500 |
1.4357 |
|
0.382 |
1.4339 |
|
LOW |
1.4281 |
|
0.618 |
1.4187 |
|
1.000 |
1.4129 |
|
1.618 |
1.4035 |
|
2.618 |
1.3883 |
|
4.250 |
1.3635 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4391 |
1.4395 |
| PP |
1.4374 |
1.4382 |
| S1 |
1.4357 |
1.4370 |
|