CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4147 |
1.4148 |
0.0001 |
0.0% |
1.4348 |
| High |
1.4193 |
1.4177 |
-0.0016 |
-0.1% |
1.4413 |
| Low |
1.4126 |
1.4040 |
-0.0086 |
-0.6% |
1.4027 |
| Close |
1.4149 |
1.4085 |
-0.0064 |
-0.5% |
1.4134 |
| Range |
0.0067 |
0.0137 |
0.0070 |
104.5% |
0.0386 |
| ATR |
0.0134 |
0.0135 |
0.0000 |
0.1% |
0.0000 |
| Volume |
272,957 |
187,851 |
-85,106 |
-31.2% |
1,305,630 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4512 |
1.4435 |
1.4160 |
|
| R3 |
1.4375 |
1.4298 |
1.4123 |
|
| R2 |
1.4238 |
1.4238 |
1.4110 |
|
| R1 |
1.4161 |
1.4161 |
1.4098 |
1.4131 |
| PP |
1.4101 |
1.4101 |
1.4101 |
1.4086 |
| S1 |
1.4024 |
1.4024 |
1.4072 |
1.3994 |
| S2 |
1.3964 |
1.3964 |
1.4060 |
|
| S3 |
1.3827 |
1.3887 |
1.4047 |
|
| S4 |
1.3690 |
1.3750 |
1.4010 |
|
|
| 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 |
1.4288 |
1.4027 |
0.0261 |
1.9% |
0.0129 |
0.9% |
22% |
False |
False |
302,819 |
| 10 |
1.4577 |
1.4027 |
0.0550 |
3.9% |
0.0131 |
0.9% |
11% |
False |
False |
272,166 |
| 20 |
1.4577 |
1.4027 |
0.0550 |
3.9% |
0.0134 |
1.0% |
11% |
False |
False |
226,205 |
| 40 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0139 |
1.0% |
5% |
False |
False |
171,425 |
| 60 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0137 |
1.0% |
5% |
False |
False |
114,563 |
| 80 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0130 |
0.9% |
5% |
False |
False |
85,979 |
| 100 |
1.5137 |
1.4027 |
0.1110 |
7.9% |
0.0119 |
0.8% |
5% |
False |
False |
68,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4759 |
|
2.618 |
1.4536 |
|
1.618 |
1.4399 |
|
1.000 |
1.4314 |
|
0.618 |
1.4262 |
|
HIGH |
1.4177 |
|
0.618 |
1.4125 |
|
0.500 |
1.4109 |
|
0.382 |
1.4092 |
|
LOW |
1.4040 |
|
0.618 |
1.3955 |
|
1.000 |
1.3903 |
|
1.618 |
1.3818 |
|
2.618 |
1.3681 |
|
4.250 |
1.3458 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4109 |
1.4117 |
| PP |
1.4101 |
1.4106 |
| S1 |
1.4093 |
1.4096 |
|