CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3892 |
1.3728 |
-0.0164 |
-1.2% |
1.3860 |
| High |
1.3901 |
1.3746 |
-0.0155 |
-1.1% |
1.4026 |
| Low |
1.3722 |
1.3584 |
-0.0138 |
-1.0% |
1.3584 |
| Close |
1.3743 |
1.3635 |
-0.0108 |
-0.8% |
1.3635 |
| Range |
0.0179 |
0.0162 |
-0.0017 |
-9.5% |
0.0442 |
| ATR |
0.0130 |
0.0133 |
0.0002 |
1.7% |
0.0000 |
| Volume |
323,139 |
409,551 |
86,412 |
26.7% |
1,601,835 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4141 |
1.4050 |
1.3724 |
|
| R3 |
1.3979 |
1.3888 |
1.3680 |
|
| R2 |
1.3817 |
1.3817 |
1.3665 |
|
| R1 |
1.3726 |
1.3726 |
1.3650 |
1.3691 |
| PP |
1.3655 |
1.3655 |
1.3655 |
1.3637 |
| S1 |
1.3564 |
1.3564 |
1.3620 |
1.3529 |
| S2 |
1.3493 |
1.3493 |
1.3605 |
|
| S3 |
1.3331 |
1.3402 |
1.3590 |
|
| S4 |
1.3169 |
1.3240 |
1.3546 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5074 |
1.4797 |
1.3878 |
|
| R3 |
1.4632 |
1.4355 |
1.3757 |
|
| R2 |
1.4190 |
1.4190 |
1.3716 |
|
| R1 |
1.3913 |
1.3913 |
1.3676 |
1.3831 |
| PP |
1.3748 |
1.3748 |
1.3748 |
1.3707 |
| S1 |
1.3471 |
1.3471 |
1.3594 |
1.3389 |
| S2 |
1.3306 |
1.3306 |
1.3554 |
|
| S3 |
1.2864 |
1.3029 |
1.3513 |
|
| S4 |
1.2422 |
1.2587 |
1.3392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4026 |
1.3584 |
0.0442 |
3.2% |
0.0132 |
1.0% |
12% |
False |
True |
320,367 |
| 10 |
1.4193 |
1.3584 |
0.0609 |
4.5% |
0.0122 |
0.9% |
8% |
False |
True |
308,855 |
| 20 |
1.4577 |
1.3584 |
0.0993 |
7.3% |
0.0132 |
1.0% |
5% |
False |
True |
297,090 |
| 40 |
1.4777 |
1.3584 |
0.1193 |
8.7% |
0.0131 |
1.0% |
4% |
False |
True |
235,066 |
| 60 |
1.5137 |
1.3584 |
0.1553 |
11.4% |
0.0135 |
1.0% |
3% |
False |
True |
158,295 |
| 80 |
1.5137 |
1.3584 |
0.1553 |
11.4% |
0.0133 |
1.0% |
3% |
False |
True |
118,804 |
| 100 |
1.5137 |
1.3584 |
0.1553 |
11.4% |
0.0125 |
0.9% |
3% |
False |
True |
95,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4435 |
|
2.618 |
1.4170 |
|
1.618 |
1.4008 |
|
1.000 |
1.3908 |
|
0.618 |
1.3846 |
|
HIGH |
1.3746 |
|
0.618 |
1.3684 |
|
0.500 |
1.3665 |
|
0.382 |
1.3646 |
|
LOW |
1.3584 |
|
0.618 |
1.3484 |
|
1.000 |
1.3422 |
|
1.618 |
1.3322 |
|
2.618 |
1.3160 |
|
4.250 |
1.2896 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3665 |
1.3805 |
| PP |
1.3655 |
1.3748 |
| S1 |
1.3645 |
1.3692 |
|