CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3657 |
1.3658 |
0.0001 |
0.0% |
1.3860 |
| High |
1.3714 |
1.3840 |
0.0126 |
0.9% |
1.4026 |
| Low |
1.3621 |
1.3648 |
0.0027 |
0.2% |
1.3584 |
| Close |
1.3671 |
1.3773 |
0.0102 |
0.7% |
1.3635 |
| Range |
0.0093 |
0.0192 |
0.0099 |
106.5% |
0.0442 |
| ATR |
0.0130 |
0.0134 |
0.0004 |
3.4% |
0.0000 |
| Volume |
464,958 |
247,392 |
-217,566 |
-46.8% |
1,601,835 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4330 |
1.4243 |
1.3879 |
|
| R3 |
1.4138 |
1.4051 |
1.3826 |
|
| R2 |
1.3946 |
1.3946 |
1.3808 |
|
| R1 |
1.3859 |
1.3859 |
1.3791 |
1.3903 |
| PP |
1.3754 |
1.3754 |
1.3754 |
1.3775 |
| S1 |
1.3667 |
1.3667 |
1.3755 |
1.3711 |
| S2 |
1.3562 |
1.3562 |
1.3738 |
|
| S3 |
1.3370 |
1.3475 |
1.3720 |
|
| S4 |
1.3178 |
1.3283 |
1.3667 |
|
|
| 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% |
0.0153 |
1.1% |
43% |
False |
False |
342,186 |
| 10 |
1.4095 |
1.3584 |
0.0511 |
3.7% |
0.0130 |
0.9% |
37% |
False |
False |
334,009 |
| 20 |
1.4577 |
1.3584 |
0.0993 |
7.2% |
0.0131 |
0.9% |
19% |
False |
False |
303,088 |
| 40 |
1.4772 |
1.3584 |
0.1188 |
8.6% |
0.0133 |
1.0% |
16% |
False |
False |
249,038 |
| 60 |
1.5137 |
1.3584 |
0.1553 |
11.3% |
0.0137 |
1.0% |
12% |
False |
False |
170,153 |
| 80 |
1.5137 |
1.3584 |
0.1553 |
11.3% |
0.0134 |
1.0% |
12% |
False |
False |
127,703 |
| 100 |
1.5137 |
1.3584 |
0.1553 |
11.3% |
0.0126 |
0.9% |
12% |
False |
False |
102,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4656 |
|
2.618 |
1.4343 |
|
1.618 |
1.4151 |
|
1.000 |
1.4032 |
|
0.618 |
1.3959 |
|
HIGH |
1.3840 |
|
0.618 |
1.3767 |
|
0.500 |
1.3744 |
|
0.382 |
1.3721 |
|
LOW |
1.3648 |
|
0.618 |
1.3529 |
|
1.000 |
1.3456 |
|
1.618 |
1.3337 |
|
2.618 |
1.3145 |
|
4.250 |
1.2832 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3763 |
1.3753 |
| PP |
1.3754 |
1.3732 |
| S1 |
1.3744 |
1.3712 |
|