CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3932 |
1.3965 |
0.0033 |
0.2% |
1.4147 |
| High |
1.3974 |
1.4026 |
0.0052 |
0.4% |
1.4193 |
| Low |
1.3884 |
1.3885 |
0.0001 |
0.0% |
1.3858 |
| Close |
1.3963 |
1.3902 |
-0.0061 |
-0.4% |
1.3865 |
| Range |
0.0090 |
0.0141 |
0.0051 |
56.7% |
0.0335 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.9% |
0.0000 |
| Volume |
246,958 |
265,894 |
18,936 |
7.7% |
1,486,722 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4361 |
1.4272 |
1.3980 |
|
| R3 |
1.4220 |
1.4131 |
1.3941 |
|
| R2 |
1.4079 |
1.4079 |
1.3928 |
|
| R1 |
1.3990 |
1.3990 |
1.3915 |
1.3964 |
| PP |
1.3938 |
1.3938 |
1.3938 |
1.3925 |
| S1 |
1.3849 |
1.3849 |
1.3889 |
1.3823 |
| S2 |
1.3797 |
1.3797 |
1.3876 |
|
| S3 |
1.3656 |
1.3708 |
1.3863 |
|
| S4 |
1.3515 |
1.3567 |
1.3824 |
|
|
| 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 |
1.4051 |
1.3851 |
0.0200 |
1.4% |
0.0114 |
0.8% |
26% |
False |
False |
316,387 |
| 10 |
1.4193 |
1.3851 |
0.0342 |
2.5% |
0.0111 |
0.8% |
15% |
False |
False |
306,362 |
| 20 |
1.4577 |
1.3851 |
0.0726 |
5.2% |
0.0130 |
0.9% |
7% |
False |
False |
284,560 |
| 40 |
1.4897 |
1.3851 |
0.1046 |
7.5% |
0.0131 |
0.9% |
5% |
False |
False |
217,846 |
| 60 |
1.5137 |
1.3851 |
0.1286 |
9.3% |
0.0133 |
1.0% |
4% |
False |
False |
146,103 |
| 80 |
1.5137 |
1.3851 |
0.1286 |
9.3% |
0.0131 |
0.9% |
4% |
False |
False |
109,656 |
| 100 |
1.5137 |
1.3851 |
0.1286 |
9.3% |
0.0123 |
0.9% |
4% |
False |
False |
87,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4625 |
|
2.618 |
1.4395 |
|
1.618 |
1.4254 |
|
1.000 |
1.4167 |
|
0.618 |
1.4113 |
|
HIGH |
1.4026 |
|
0.618 |
1.3972 |
|
0.500 |
1.3956 |
|
0.382 |
1.3939 |
|
LOW |
1.3885 |
|
0.618 |
1.3798 |
|
1.000 |
1.3744 |
|
1.618 |
1.3657 |
|
2.618 |
1.3516 |
|
4.250 |
1.3286 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3956 |
1.3939 |
| PP |
1.3938 |
1.3926 |
| S1 |
1.3920 |
1.3914 |
|