CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3728 |
1.3657 |
-0.0071 |
-0.5% |
1.3860 |
| High |
1.3746 |
1.3714 |
-0.0032 |
-0.2% |
1.4026 |
| Low |
1.3584 |
1.3621 |
0.0037 |
0.3% |
1.3584 |
| Close |
1.3635 |
1.3671 |
0.0036 |
0.3% |
1.3635 |
| Range |
0.0162 |
0.0093 |
-0.0069 |
-42.6% |
0.0442 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
409,551 |
464,958 |
55,407 |
13.5% |
1,601,835 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3948 |
1.3902 |
1.3722 |
|
| R3 |
1.3855 |
1.3809 |
1.3697 |
|
| R2 |
1.3762 |
1.3762 |
1.3688 |
|
| R1 |
1.3716 |
1.3716 |
1.3680 |
1.3739 |
| PP |
1.3669 |
1.3669 |
1.3669 |
1.3680 |
| S1 |
1.3623 |
1.3623 |
1.3662 |
1.3646 |
| S2 |
1.3576 |
1.3576 |
1.3654 |
|
| S3 |
1.3483 |
1.3530 |
1.3645 |
|
| S4 |
1.3390 |
1.3437 |
1.3620 |
|
|
| 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% |
0.0133 |
1.0% |
20% |
False |
False |
342,100 |
| 10 |
1.4177 |
1.3584 |
0.0593 |
4.3% |
0.0124 |
0.9% |
15% |
False |
False |
328,055 |
| 20 |
1.4577 |
1.3584 |
0.0993 |
7.3% |
0.0128 |
0.9% |
9% |
False |
False |
308,142 |
| 40 |
1.4772 |
1.3584 |
0.1188 |
8.7% |
0.0130 |
1.0% |
7% |
False |
False |
245,329 |
| 60 |
1.5137 |
1.3584 |
0.1553 |
11.4% |
0.0136 |
1.0% |
6% |
False |
False |
166,035 |
| 80 |
1.5137 |
1.3584 |
0.1553 |
11.4% |
0.0132 |
1.0% |
6% |
False |
False |
124,613 |
| 100 |
1.5137 |
1.3584 |
0.1553 |
11.4% |
0.0124 |
0.9% |
6% |
False |
False |
99,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4109 |
|
2.618 |
1.3957 |
|
1.618 |
1.3864 |
|
1.000 |
1.3807 |
|
0.618 |
1.3771 |
|
HIGH |
1.3714 |
|
0.618 |
1.3678 |
|
0.500 |
1.3668 |
|
0.382 |
1.3657 |
|
LOW |
1.3621 |
|
0.618 |
1.3564 |
|
1.000 |
1.3528 |
|
1.618 |
1.3471 |
|
2.618 |
1.3378 |
|
4.250 |
1.3226 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3670 |
1.3743 |
| PP |
1.3669 |
1.3719 |
| S1 |
1.3668 |
1.3695 |
|