CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4107 |
1.4082 |
-0.0025 |
-0.2% |
1.4348 |
| High |
1.4142 |
1.4180 |
0.0038 |
0.3% |
1.4413 |
| Low |
1.4027 |
1.4064 |
0.0037 |
0.3% |
1.4027 |
| Close |
1.4103 |
1.4134 |
0.0031 |
0.2% |
1.4134 |
| Range |
0.0115 |
0.0116 |
0.0001 |
0.9% |
0.0386 |
| ATR |
0.0141 |
0.0140 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
341,110 |
366,647 |
25,537 |
7.5% |
1,305,630 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4474 |
1.4420 |
1.4198 |
|
| R3 |
1.4358 |
1.4304 |
1.4166 |
|
| R2 |
1.4242 |
1.4242 |
1.4155 |
|
| R1 |
1.4188 |
1.4188 |
1.4145 |
1.4215 |
| PP |
1.4126 |
1.4126 |
1.4126 |
1.4140 |
| S1 |
1.4072 |
1.4072 |
1.4123 |
1.4099 |
| S2 |
1.4010 |
1.4010 |
1.4113 |
|
| S3 |
1.3894 |
1.3956 |
1.4102 |
|
| S4 |
1.3778 |
1.3840 |
1.4070 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5349 |
1.5128 |
1.4346 |
|
| R3 |
1.4963 |
1.4742 |
1.4240 |
|
| R2 |
1.4577 |
1.4577 |
1.4205 |
|
| R1 |
1.4356 |
1.4356 |
1.4169 |
1.4274 |
| PP |
1.4191 |
1.4191 |
1.4191 |
1.4150 |
| S1 |
1.3970 |
1.3970 |
1.4099 |
1.3888 |
| S2 |
1.3805 |
1.3805 |
1.4063 |
|
| S3 |
1.3419 |
1.3584 |
1.4028 |
|
| S4 |
1.3033 |
1.3198 |
1.3922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4511 |
1.4027 |
0.0484 |
3.4% |
0.0156 |
1.1% |
22% |
False |
False |
310,238 |
| 10 |
1.4577 |
1.4027 |
0.0550 |
3.9% |
0.0143 |
1.0% |
19% |
False |
False |
285,325 |
| 20 |
1.4577 |
1.4027 |
0.0550 |
3.9% |
0.0135 |
1.0% |
19% |
False |
False |
218,963 |
| 40 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0141 |
1.0% |
10% |
False |
False |
159,987 |
| 60 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0138 |
1.0% |
10% |
False |
False |
106,892 |
| 80 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0129 |
0.9% |
10% |
False |
False |
80,220 |
| 100 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0117 |
0.8% |
10% |
False |
False |
64,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4673 |
|
2.618 |
1.4484 |
|
1.618 |
1.4368 |
|
1.000 |
1.4296 |
|
0.618 |
1.4252 |
|
HIGH |
1.4180 |
|
0.618 |
1.4136 |
|
0.500 |
1.4122 |
|
0.382 |
1.4108 |
|
LOW |
1.4064 |
|
0.618 |
1.3992 |
|
1.000 |
1.3948 |
|
1.618 |
1.3876 |
|
2.618 |
1.3760 |
|
4.250 |
1.3571 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4130 |
1.4158 |
| PP |
1.4126 |
1.4150 |
| S1 |
1.4122 |
1.4142 |
|