CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4082 |
1.4147 |
0.0065 |
0.5% |
1.4348 |
| High |
1.4180 |
1.4193 |
0.0013 |
0.1% |
1.4413 |
| Low |
1.4064 |
1.4126 |
0.0062 |
0.4% |
1.4027 |
| Close |
1.4134 |
1.4149 |
0.0015 |
0.1% |
1.4134 |
| Range |
0.0116 |
0.0067 |
-0.0049 |
-42.2% |
0.0386 |
| ATR |
0.0140 |
0.0134 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
366,647 |
272,957 |
-93,690 |
-25.6% |
1,305,630 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4357 |
1.4320 |
1.4186 |
|
| R3 |
1.4290 |
1.4253 |
1.4167 |
|
| R2 |
1.4223 |
1.4223 |
1.4161 |
|
| R1 |
1.4186 |
1.4186 |
1.4155 |
1.4205 |
| PP |
1.4156 |
1.4156 |
1.4156 |
1.4165 |
| S1 |
1.4119 |
1.4119 |
1.4143 |
1.4138 |
| S2 |
1.4089 |
1.4089 |
1.4137 |
|
| S3 |
1.4022 |
1.4052 |
1.4131 |
|
| S4 |
1.3955 |
1.3985 |
1.4112 |
|
|
| 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 |
1.4413 |
1.4027 |
0.0386 |
2.7% |
0.0134 |
0.9% |
32% |
False |
False |
315,717 |
| 10 |
1.4577 |
1.4027 |
0.0550 |
3.9% |
0.0132 |
0.9% |
22% |
False |
False |
288,228 |
| 20 |
1.4577 |
1.4027 |
0.0550 |
3.9% |
0.0132 |
0.9% |
22% |
False |
False |
223,795 |
| 40 |
1.5137 |
1.4027 |
0.1110 |
7.8% |
0.0140 |
1.0% |
11% |
False |
False |
166,782 |
| 60 |
1.5137 |
1.4027 |
0.1110 |
7.8% |
0.0137 |
1.0% |
11% |
False |
False |
111,437 |
| 80 |
1.5137 |
1.4027 |
0.1110 |
7.8% |
0.0129 |
0.9% |
11% |
False |
False |
83,631 |
| 100 |
1.5137 |
1.4027 |
0.1110 |
7.8% |
0.0117 |
0.8% |
11% |
False |
False |
66,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4478 |
|
2.618 |
1.4368 |
|
1.618 |
1.4301 |
|
1.000 |
1.4260 |
|
0.618 |
1.4234 |
|
HIGH |
1.4193 |
|
0.618 |
1.4167 |
|
0.500 |
1.4160 |
|
0.382 |
1.4152 |
|
LOW |
1.4126 |
|
0.618 |
1.4085 |
|
1.000 |
1.4059 |
|
1.618 |
1.4018 |
|
2.618 |
1.3951 |
|
4.250 |
1.3841 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4160 |
1.4136 |
| PP |
1.4156 |
1.4123 |
| S1 |
1.4153 |
1.4110 |
|