CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4362 |
1.4400 |
0.0038 |
0.3% |
1.4372 |
| High |
1.4433 |
1.4446 |
0.0013 |
0.1% |
1.4457 |
| Low |
1.4281 |
1.4296 |
0.0015 |
0.1% |
1.4271 |
| Close |
1.4408 |
1.4325 |
-0.0083 |
-0.6% |
1.4334 |
| Range |
0.0152 |
0.0150 |
-0.0002 |
-1.3% |
0.0186 |
| ATR |
0.0134 |
0.0136 |
0.0001 |
0.8% |
0.0000 |
| Volume |
218,270 |
263,831 |
45,561 |
20.9% |
403,067 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4806 |
1.4715 |
1.4408 |
|
| R3 |
1.4656 |
1.4565 |
1.4366 |
|
| R2 |
1.4506 |
1.4506 |
1.4353 |
|
| R1 |
1.4415 |
1.4415 |
1.4339 |
1.4386 |
| PP |
1.4356 |
1.4356 |
1.4356 |
1.4341 |
| S1 |
1.4265 |
1.4265 |
1.4311 |
1.4236 |
| S2 |
1.4206 |
1.4206 |
1.4298 |
|
| S3 |
1.4056 |
1.4115 |
1.4284 |
|
| S4 |
1.3906 |
1.3965 |
1.4243 |
|
|
| 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% |
0.0155 |
1.1% |
30% |
False |
False |
188,352 |
| 10 |
1.4483 |
1.4232 |
0.0251 |
1.8% |
0.0128 |
0.9% |
37% |
False |
False |
152,601 |
| 20 |
1.4777 |
1.4215 |
0.0562 |
3.9% |
0.0129 |
0.9% |
20% |
False |
False |
173,043 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0137 |
1.0% |
12% |
False |
False |
88,898 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0133 |
0.9% |
12% |
False |
False |
59,376 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0123 |
0.9% |
12% |
False |
False |
44,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5084 |
|
2.618 |
1.4839 |
|
1.618 |
1.4689 |
|
1.000 |
1.4596 |
|
0.618 |
1.4539 |
|
HIGH |
1.4446 |
|
0.618 |
1.4389 |
|
0.500 |
1.4371 |
|
0.382 |
1.4353 |
|
LOW |
1.4296 |
|
0.618 |
1.4203 |
|
1.000 |
1.4146 |
|
1.618 |
1.4053 |
|
2.618 |
1.3903 |
|
4.250 |
1.3659 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4371 |
1.4382 |
| PP |
1.4356 |
1.4363 |
| S1 |
1.4340 |
1.4344 |
|