CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4288 |
1.4107 |
-0.0181 |
-1.3% |
1.4410 |
| High |
1.4288 |
1.4142 |
-0.0146 |
-1.0% |
1.4577 |
| Low |
1.4078 |
1.4027 |
-0.0051 |
-0.4% |
1.4334 |
| Close |
1.4105 |
1.4103 |
-0.0002 |
0.0% |
1.4355 |
| Range |
0.0210 |
0.0115 |
-0.0095 |
-45.2% |
0.0243 |
| ATR |
0.0143 |
0.0141 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
345,534 |
341,110 |
-4,424 |
-1.3% |
1,303,697 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4436 |
1.4384 |
1.4166 |
|
| R3 |
1.4321 |
1.4269 |
1.4135 |
|
| R2 |
1.4206 |
1.4206 |
1.4124 |
|
| R1 |
1.4154 |
1.4154 |
1.4114 |
1.4123 |
| PP |
1.4091 |
1.4091 |
1.4091 |
1.4075 |
| S1 |
1.4039 |
1.4039 |
1.4092 |
1.4008 |
| S2 |
1.3976 |
1.3976 |
1.4082 |
|
| S3 |
1.3861 |
1.3924 |
1.4071 |
|
| S4 |
1.3746 |
1.3809 |
1.4040 |
|
|
| 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 |
1.4555 |
1.4027 |
0.0528 |
3.7% |
0.0156 |
1.1% |
14% |
False |
True |
291,139 |
| 10 |
1.4577 |
1.4027 |
0.0550 |
3.9% |
0.0147 |
1.0% |
14% |
False |
True |
275,043 |
| 20 |
1.4577 |
1.4027 |
0.0550 |
3.9% |
0.0135 |
1.0% |
14% |
False |
True |
207,617 |
| 40 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0141 |
1.0% |
7% |
False |
True |
150,852 |
| 60 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0139 |
1.0% |
7% |
False |
True |
100,784 |
| 80 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0129 |
0.9% |
7% |
False |
True |
75,638 |
| 100 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0116 |
0.8% |
7% |
False |
True |
60,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4631 |
|
2.618 |
1.4443 |
|
1.618 |
1.4328 |
|
1.000 |
1.4257 |
|
0.618 |
1.4213 |
|
HIGH |
1.4142 |
|
0.618 |
1.4098 |
|
0.500 |
1.4085 |
|
0.382 |
1.4071 |
|
LOW |
1.4027 |
|
0.618 |
1.3956 |
|
1.000 |
1.3912 |
|
1.618 |
1.3841 |
|
2.618 |
1.3726 |
|
4.250 |
1.3538 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4097 |
1.4220 |
| PP |
1.4091 |
1.4181 |
| S1 |
1.4085 |
1.4142 |
|