CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3965 |
1.3892 |
-0.0073 |
-0.5% |
1.4147 |
| High |
1.4026 |
1.3901 |
-0.0125 |
-0.9% |
1.4193 |
| Low |
1.3885 |
1.3722 |
-0.0163 |
-1.2% |
1.3858 |
| Close |
1.3902 |
1.3743 |
-0.0159 |
-1.1% |
1.3865 |
| Range |
0.0141 |
0.0179 |
0.0038 |
27.0% |
0.0335 |
| ATR |
0.0127 |
0.0130 |
0.0004 |
3.0% |
0.0000 |
| Volume |
265,894 |
323,139 |
57,245 |
21.5% |
1,486,722 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4326 |
1.4213 |
1.3841 |
|
| R3 |
1.4147 |
1.4034 |
1.3792 |
|
| R2 |
1.3968 |
1.3968 |
1.3776 |
|
| R1 |
1.3855 |
1.3855 |
1.3759 |
1.3822 |
| PP |
1.3789 |
1.3789 |
1.3789 |
1.3772 |
| S1 |
1.3676 |
1.3676 |
1.3727 |
1.3643 |
| S2 |
1.3610 |
1.3610 |
1.3710 |
|
| S3 |
1.3431 |
1.3497 |
1.3694 |
|
| S4 |
1.3252 |
1.3318 |
1.3645 |
|
|
| 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 |
1.4026 |
1.3722 |
0.0304 |
2.2% |
0.0125 |
0.9% |
7% |
False |
True |
313,845 |
| 10 |
1.4193 |
1.3722 |
0.0471 |
3.4% |
0.0117 |
0.9% |
4% |
False |
True |
304,565 |
| 20 |
1.4577 |
1.3722 |
0.0855 |
6.2% |
0.0132 |
1.0% |
2% |
False |
True |
289,804 |
| 40 |
1.4860 |
1.3722 |
0.1138 |
8.3% |
0.0131 |
1.0% |
2% |
False |
True |
225,506 |
| 60 |
1.5137 |
1.3722 |
0.1415 |
10.3% |
0.0135 |
1.0% |
1% |
False |
True |
151,481 |
| 80 |
1.5137 |
1.3722 |
0.1415 |
10.3% |
0.0132 |
1.0% |
1% |
False |
True |
113,689 |
| 100 |
1.5137 |
1.3722 |
0.1415 |
10.3% |
0.0124 |
0.9% |
1% |
False |
True |
90,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4662 |
|
2.618 |
1.4370 |
|
1.618 |
1.4191 |
|
1.000 |
1.4080 |
|
0.618 |
1.4012 |
|
HIGH |
1.3901 |
|
0.618 |
1.3833 |
|
0.500 |
1.3812 |
|
0.382 |
1.3790 |
|
LOW |
1.3722 |
|
0.618 |
1.3611 |
|
1.000 |
1.3543 |
|
1.618 |
1.3432 |
|
2.618 |
1.3253 |
|
4.250 |
1.2961 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3812 |
1.3874 |
| PP |
1.3789 |
1.3830 |
| S1 |
1.3766 |
1.3787 |
|