CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4410 |
1.4512 |
0.0102 |
0.7% |
1.4323 |
| High |
1.4555 |
1.4544 |
-0.0011 |
-0.1% |
1.4483 |
| Low |
1.4409 |
1.4452 |
0.0043 |
0.3% |
1.4256 |
| Close |
1.4518 |
1.4495 |
-0.0023 |
-0.2% |
1.4415 |
| Range |
0.0146 |
0.0092 |
-0.0054 |
-37.0% |
0.0227 |
| ATR |
0.0139 |
0.0136 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
348,468 |
212,215 |
-136,253 |
-39.1% |
1,050,899 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4773 |
1.4726 |
1.4546 |
|
| R3 |
1.4681 |
1.4634 |
1.4520 |
|
| R2 |
1.4589 |
1.4589 |
1.4512 |
|
| R1 |
1.4542 |
1.4542 |
1.4503 |
1.4520 |
| PP |
1.4497 |
1.4497 |
1.4497 |
1.4486 |
| S1 |
1.4450 |
1.4450 |
1.4487 |
1.4428 |
| S2 |
1.4405 |
1.4405 |
1.4478 |
|
| S3 |
1.4313 |
1.4358 |
1.4470 |
|
| S4 |
1.4221 |
1.4266 |
1.4444 |
|
|
| 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 |
1.4555 |
1.4261 |
0.0294 |
2.0% |
0.0143 |
1.0% |
80% |
False |
False |
257,341 |
| 10 |
1.4555 |
1.4256 |
0.0299 |
2.1% |
0.0141 |
1.0% |
80% |
False |
False |
195,745 |
| 20 |
1.4682 |
1.4215 |
0.0467 |
3.2% |
0.0131 |
0.9% |
60% |
False |
False |
198,254 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0138 |
1.0% |
30% |
False |
False |
108,978 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0134 |
0.9% |
30% |
False |
False |
72,772 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0125 |
0.9% |
30% |
False |
False |
54,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4935 |
|
2.618 |
1.4785 |
|
1.618 |
1.4693 |
|
1.000 |
1.4636 |
|
0.618 |
1.4601 |
|
HIGH |
1.4544 |
|
0.618 |
1.4509 |
|
0.500 |
1.4498 |
|
0.382 |
1.4487 |
|
LOW |
1.4452 |
|
0.618 |
1.4395 |
|
1.000 |
1.4360 |
|
1.618 |
1.4303 |
|
2.618 |
1.4211 |
|
4.250 |
1.4061 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4498 |
1.4466 |
| PP |
1.4497 |
1.4437 |
| S1 |
1.4496 |
1.4408 |
|