CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3658 |
1.3792 |
0.0134 |
1.0% |
1.3860 |
| High |
1.3840 |
1.3812 |
-0.0028 |
-0.2% |
1.4026 |
| Low |
1.3648 |
1.3676 |
0.0028 |
0.2% |
1.3584 |
| Close |
1.3773 |
1.3735 |
-0.0038 |
-0.3% |
1.3635 |
| Range |
0.0192 |
0.0136 |
-0.0056 |
-29.2% |
0.0442 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
0.1% |
0.0000 |
| Volume |
247,392 |
431,229 |
183,837 |
74.3% |
1,601,835 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4149 |
1.4078 |
1.3810 |
|
| R3 |
1.4013 |
1.3942 |
1.3772 |
|
| R2 |
1.3877 |
1.3877 |
1.3760 |
|
| R1 |
1.3806 |
1.3806 |
1.3747 |
1.3774 |
| PP |
1.3741 |
1.3741 |
1.3741 |
1.3725 |
| S1 |
1.3670 |
1.3670 |
1.3723 |
1.3638 |
| S2 |
1.3605 |
1.3605 |
1.3710 |
|
| S3 |
1.3469 |
1.3534 |
1.3698 |
|
| S4 |
1.3333 |
1.3398 |
1.3660 |
|
|
| 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 |
1.3901 |
1.3584 |
0.0317 |
2.3% |
0.0152 |
1.1% |
48% |
False |
False |
375,253 |
| 10 |
1.4051 |
1.3584 |
0.0467 |
3.4% |
0.0133 |
1.0% |
32% |
False |
False |
345,820 |
| 20 |
1.4577 |
1.3584 |
0.0993 |
7.2% |
0.0133 |
1.0% |
15% |
False |
False |
314,039 |
| 40 |
1.4682 |
1.3584 |
0.1098 |
8.0% |
0.0132 |
1.0% |
14% |
False |
False |
256,146 |
| 60 |
1.5137 |
1.3584 |
0.1553 |
11.3% |
0.0137 |
1.0% |
10% |
False |
False |
177,332 |
| 80 |
1.5137 |
1.3584 |
0.1553 |
11.3% |
0.0134 |
1.0% |
10% |
False |
False |
133,089 |
| 100 |
1.5137 |
1.3584 |
0.1553 |
11.3% |
0.0126 |
0.9% |
10% |
False |
False |
106,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4390 |
|
2.618 |
1.4168 |
|
1.618 |
1.4032 |
|
1.000 |
1.3948 |
|
0.618 |
1.3896 |
|
HIGH |
1.3812 |
|
0.618 |
1.3760 |
|
0.500 |
1.3744 |
|
0.382 |
1.3728 |
|
LOW |
1.3676 |
|
0.618 |
1.3592 |
|
1.000 |
1.3540 |
|
1.618 |
1.3456 |
|
2.618 |
1.3320 |
|
4.250 |
1.3098 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3744 |
1.3734 |
| PP |
1.3741 |
1.3732 |
| S1 |
1.3738 |
1.3731 |
|