CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4492 |
1.4500 |
0.0008 |
0.1% |
1.4323 |
| High |
1.4577 |
1.4555 |
-0.0022 |
-0.2% |
1.4483 |
| Low |
1.4455 |
1.4443 |
-0.0012 |
-0.1% |
1.4256 |
| Close |
1.4511 |
1.4501 |
-0.0010 |
-0.1% |
1.4415 |
| Range |
0.0122 |
0.0112 |
-0.0010 |
-8.2% |
0.0227 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
226,302 |
271,150 |
44,848 |
19.8% |
1,050,899 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4836 |
1.4780 |
1.4563 |
|
| R3 |
1.4724 |
1.4668 |
1.4532 |
|
| R2 |
1.4612 |
1.4612 |
1.4522 |
|
| R1 |
1.4556 |
1.4556 |
1.4511 |
1.4584 |
| PP |
1.4500 |
1.4500 |
1.4500 |
1.4514 |
| S1 |
1.4444 |
1.4444 |
1.4491 |
1.4472 |
| S2 |
1.4388 |
1.4388 |
1.4480 |
|
| S3 |
1.4276 |
1.4332 |
1.4470 |
|
| S4 |
1.4164 |
1.4220 |
1.4439 |
|
|
| 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% |
0.0130 |
0.9% |
76% |
False |
False |
260,411 |
| 10 |
1.4577 |
1.4256 |
0.0321 |
2.2% |
0.0143 |
1.0% |
76% |
False |
False |
224,382 |
| 20 |
1.4588 |
1.4215 |
0.0373 |
2.6% |
0.0131 |
0.9% |
77% |
False |
False |
199,752 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0138 |
1.0% |
31% |
False |
False |
121,385 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0135 |
0.9% |
31% |
False |
False |
81,055 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0126 |
0.9% |
31% |
False |
False |
60,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5031 |
|
2.618 |
1.4848 |
|
1.618 |
1.4736 |
|
1.000 |
1.4667 |
|
0.618 |
1.4624 |
|
HIGH |
1.4555 |
|
0.618 |
1.4512 |
|
0.500 |
1.4499 |
|
0.382 |
1.4486 |
|
LOW |
1.4443 |
|
0.618 |
1.4374 |
|
1.000 |
1.4331 |
|
1.618 |
1.4262 |
|
2.618 |
1.4150 |
|
4.250 |
1.3967 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4500 |
1.4510 |
| PP |
1.4500 |
1.4507 |
| S1 |
1.4499 |
1.4504 |
|