CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3963 |
1.3860 |
-0.0103 |
-0.7% |
1.4147 |
| High |
1.3987 |
1.3937 |
-0.0050 |
-0.4% |
1.4193 |
| Low |
1.3858 |
1.3851 |
-0.0007 |
-0.1% |
1.3858 |
| Close |
1.3865 |
1.3920 |
0.0055 |
0.4% |
1.3865 |
| Range |
0.0129 |
0.0086 |
-0.0043 |
-33.3% |
0.0335 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
376,943 |
356,293 |
-20,650 |
-5.5% |
1,486,722 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4161 |
1.4126 |
1.3967 |
|
| R3 |
1.4075 |
1.4040 |
1.3944 |
|
| R2 |
1.3989 |
1.3989 |
1.3936 |
|
| R1 |
1.3954 |
1.3954 |
1.3928 |
1.3972 |
| PP |
1.3903 |
1.3903 |
1.3903 |
1.3911 |
| S1 |
1.3868 |
1.3868 |
1.3912 |
1.3886 |
| S2 |
1.3817 |
1.3817 |
1.3904 |
|
| S3 |
1.3731 |
1.3782 |
1.3896 |
|
| S4 |
1.3645 |
1.3696 |
1.3873 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4977 |
1.4756 |
1.4049 |
|
| R3 |
1.4642 |
1.4421 |
1.3957 |
|
| R2 |
1.4307 |
1.4307 |
1.3926 |
|
| R1 |
1.4086 |
1.4086 |
1.3896 |
1.4029 |
| PP |
1.3972 |
1.3972 |
1.3972 |
1.3944 |
| S1 |
1.3751 |
1.3751 |
1.3834 |
1.3694 |
| S2 |
1.3637 |
1.3637 |
1.3804 |
|
| S3 |
1.3302 |
1.3416 |
1.3773 |
|
| S4 |
1.2967 |
1.3081 |
1.3681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4177 |
1.3851 |
0.0326 |
2.3% |
0.0116 |
0.8% |
21% |
False |
True |
314,011 |
| 10 |
1.4413 |
1.3851 |
0.0562 |
4.0% |
0.0125 |
0.9% |
12% |
False |
True |
314,864 |
| 20 |
1.4577 |
1.3851 |
0.0726 |
5.2% |
0.0136 |
1.0% |
10% |
False |
True |
275,162 |
| 40 |
1.5137 |
1.3851 |
0.1286 |
9.2% |
0.0134 |
1.0% |
5% |
False |
True |
205,619 |
| 60 |
1.5137 |
1.3851 |
0.1286 |
9.2% |
0.0134 |
1.0% |
5% |
False |
True |
137,581 |
| 80 |
1.5137 |
1.3851 |
0.1286 |
9.2% |
0.0130 |
0.9% |
5% |
False |
True |
103,251 |
| 100 |
1.5137 |
1.3851 |
0.1286 |
9.2% |
0.0122 |
0.9% |
5% |
False |
True |
82,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4303 |
|
2.618 |
1.4162 |
|
1.618 |
1.4076 |
|
1.000 |
1.4023 |
|
0.618 |
1.3990 |
|
HIGH |
1.3937 |
|
0.618 |
1.3904 |
|
0.500 |
1.3894 |
|
0.382 |
1.3884 |
|
LOW |
1.3851 |
|
0.618 |
1.3798 |
|
1.000 |
1.3765 |
|
1.618 |
1.3712 |
|
2.618 |
1.3626 |
|
4.250 |
1.3486 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3911 |
1.3951 |
| PP |
1.3903 |
1.3941 |
| S1 |
1.3894 |
1.3930 |
|