CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4500 |
1.4497 |
-0.0003 |
0.0% |
1.4410 |
| High |
1.4555 |
1.4511 |
-0.0044 |
-0.3% |
1.4577 |
| Low |
1.4443 |
1.4334 |
-0.0109 |
-0.8% |
1.4334 |
| Close |
1.4501 |
1.4355 |
-0.0146 |
-1.0% |
1.4355 |
| Range |
0.0112 |
0.0177 |
0.0065 |
58.0% |
0.0243 |
| ATR |
0.0133 |
0.0136 |
0.0003 |
2.4% |
0.0000 |
| Volume |
271,150 |
245,562 |
-25,588 |
-9.4% |
1,303,697 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4931 |
1.4820 |
1.4452 |
|
| R3 |
1.4754 |
1.4643 |
1.4404 |
|
| R2 |
1.4577 |
1.4577 |
1.4387 |
|
| R1 |
1.4466 |
1.4466 |
1.4371 |
1.4433 |
| PP |
1.4400 |
1.4400 |
1.4400 |
1.4384 |
| S1 |
1.4289 |
1.4289 |
1.4339 |
1.4256 |
| S2 |
1.4223 |
1.4223 |
1.4323 |
|
| S3 |
1.4046 |
1.4112 |
1.4306 |
|
| S4 |
1.3869 |
1.3935 |
1.4258 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5151 |
1.4996 |
1.4489 |
|
| R3 |
1.4908 |
1.4753 |
1.4422 |
|
| R2 |
1.4665 |
1.4665 |
1.4400 |
|
| R1 |
1.4510 |
1.4510 |
1.4377 |
1.4466 |
| PP |
1.4422 |
1.4422 |
1.4422 |
1.4400 |
| S1 |
1.4267 |
1.4267 |
1.4333 |
1.4223 |
| S2 |
1.4179 |
1.4179 |
1.4310 |
|
| S3 |
1.3936 |
1.4024 |
1.4288 |
|
| S4 |
1.3693 |
1.3781 |
1.4221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4577 |
1.4334 |
0.0243 |
1.7% |
0.0130 |
0.9% |
9% |
False |
True |
260,739 |
| 10 |
1.4577 |
1.4256 |
0.0321 |
2.2% |
0.0147 |
1.0% |
31% |
False |
False |
235,459 |
| 20 |
1.4577 |
1.4215 |
0.0362 |
2.5% |
0.0135 |
0.9% |
39% |
False |
False |
199,976 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0138 |
1.0% |
15% |
False |
False |
127,477 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0136 |
0.9% |
15% |
False |
False |
85,147 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0127 |
0.9% |
15% |
False |
False |
63,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5263 |
|
2.618 |
1.4974 |
|
1.618 |
1.4797 |
|
1.000 |
1.4688 |
|
0.618 |
1.4620 |
|
HIGH |
1.4511 |
|
0.618 |
1.4443 |
|
0.500 |
1.4423 |
|
0.382 |
1.4402 |
|
LOW |
1.4334 |
|
0.618 |
1.4225 |
|
1.000 |
1.4157 |
|
1.618 |
1.4048 |
|
2.618 |
1.3871 |
|
4.250 |
1.3582 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4423 |
1.4456 |
| PP |
1.4400 |
1.4422 |
| S1 |
1.4378 |
1.4389 |
|