CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4497 |
1.4348 |
-0.0149 |
-1.0% |
1.4410 |
| High |
1.4511 |
1.4413 |
-0.0098 |
-0.7% |
1.4577 |
| Low |
1.4334 |
1.4249 |
-0.0085 |
-0.6% |
1.4334 |
| Close |
1.4355 |
1.4290 |
-0.0065 |
-0.5% |
1.4355 |
| Range |
0.0177 |
0.0164 |
-0.0013 |
-7.3% |
0.0243 |
| ATR |
0.0136 |
0.0138 |
0.0002 |
1.5% |
0.0000 |
| Volume |
245,562 |
252,339 |
6,777 |
2.8% |
1,303,697 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4809 |
1.4714 |
1.4380 |
|
| R3 |
1.4645 |
1.4550 |
1.4335 |
|
| R2 |
1.4481 |
1.4481 |
1.4320 |
|
| R1 |
1.4386 |
1.4386 |
1.4305 |
1.4352 |
| PP |
1.4317 |
1.4317 |
1.4317 |
1.4300 |
| S1 |
1.4222 |
1.4222 |
1.4275 |
1.4188 |
| S2 |
1.4153 |
1.4153 |
1.4260 |
|
| S3 |
1.3989 |
1.4058 |
1.4245 |
|
| S4 |
1.3825 |
1.3894 |
1.4200 |
|
|
| 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 |
1.4249 |
0.0328 |
2.3% |
0.0133 |
0.9% |
13% |
False |
True |
241,513 |
| 10 |
1.4577 |
1.4249 |
0.0328 |
2.3% |
0.0143 |
1.0% |
13% |
False |
True |
250,381 |
| 20 |
1.4577 |
1.4215 |
0.0362 |
2.5% |
0.0132 |
0.9% |
21% |
False |
False |
200,684 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.5% |
0.0140 |
1.0% |
8% |
False |
False |
133,757 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.5% |
0.0136 |
1.0% |
8% |
False |
False |
89,348 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.5% |
0.0128 |
0.9% |
8% |
False |
False |
67,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5110 |
|
2.618 |
1.4842 |
|
1.618 |
1.4678 |
|
1.000 |
1.4577 |
|
0.618 |
1.4514 |
|
HIGH |
1.4413 |
|
0.618 |
1.4350 |
|
0.500 |
1.4331 |
|
0.382 |
1.4312 |
|
LOW |
1.4249 |
|
0.618 |
1.4148 |
|
1.000 |
1.4085 |
|
1.618 |
1.3984 |
|
2.618 |
1.3820 |
|
4.250 |
1.3552 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4331 |
1.4402 |
| PP |
1.4317 |
1.4365 |
| S1 |
1.4304 |
1.4327 |
|