CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4512 |
1.4492 |
-0.0020 |
-0.1% |
1.4323 |
| High |
1.4544 |
1.4577 |
0.0033 |
0.2% |
1.4483 |
| Low |
1.4452 |
1.4455 |
0.0003 |
0.0% |
1.4256 |
| Close |
1.4495 |
1.4511 |
0.0016 |
0.1% |
1.4415 |
| Range |
0.0092 |
0.0122 |
0.0030 |
32.6% |
0.0227 |
| ATR |
0.0136 |
0.0135 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
212,215 |
226,302 |
14,087 |
6.6% |
1,050,899 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4880 |
1.4818 |
1.4578 |
|
| R3 |
1.4758 |
1.4696 |
1.4545 |
|
| R2 |
1.4636 |
1.4636 |
1.4533 |
|
| R1 |
1.4574 |
1.4574 |
1.4522 |
1.4605 |
| PP |
1.4514 |
1.4514 |
1.4514 |
1.4530 |
| S1 |
1.4452 |
1.4452 |
1.4500 |
1.4483 |
| S2 |
1.4392 |
1.4392 |
1.4489 |
|
| S3 |
1.4270 |
1.4330 |
1.4477 |
|
| S4 |
1.4148 |
1.4208 |
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 |
1.4577 |
1.4261 |
0.0316 |
2.2% |
0.0137 |
0.9% |
79% |
True |
False |
258,947 |
| 10 |
1.4577 |
1.4256 |
0.0321 |
2.2% |
0.0140 |
1.0% |
79% |
True |
False |
212,448 |
| 20 |
1.4655 |
1.4215 |
0.0440 |
3.0% |
0.0133 |
0.9% |
67% |
False |
False |
195,936 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0139 |
1.0% |
32% |
False |
False |
114,613 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0135 |
0.9% |
32% |
False |
False |
76,539 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0126 |
0.9% |
32% |
False |
False |
57,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5096 |
|
2.618 |
1.4896 |
|
1.618 |
1.4774 |
|
1.000 |
1.4699 |
|
0.618 |
1.4652 |
|
HIGH |
1.4577 |
|
0.618 |
1.4530 |
|
0.500 |
1.4516 |
|
0.382 |
1.4502 |
|
LOW |
1.4455 |
|
0.618 |
1.4380 |
|
1.000 |
1.4333 |
|
1.618 |
1.4258 |
|
2.618 |
1.4136 |
|
4.250 |
1.3937 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4516 |
1.4505 |
| PP |
1.4514 |
1.4499 |
| S1 |
1.4513 |
1.4493 |
|