CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3792 |
1.3733 |
-0.0059 |
-0.4% |
1.3860 |
| High |
1.3812 |
1.3801 |
-0.0011 |
-0.1% |
1.4026 |
| Low |
1.3676 |
1.3594 |
-0.0082 |
-0.6% |
1.3584 |
| Close |
1.3735 |
1.3687 |
-0.0048 |
-0.3% |
1.3635 |
| Range |
0.0136 |
0.0207 |
0.0071 |
52.2% |
0.0442 |
| ATR |
0.0134 |
0.0140 |
0.0005 |
3.9% |
0.0000 |
| Volume |
431,229 |
298,921 |
-132,308 |
-30.7% |
1,601,835 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4315 |
1.4208 |
1.3801 |
|
| R3 |
1.4108 |
1.4001 |
1.3744 |
|
| R2 |
1.3901 |
1.3901 |
1.3725 |
|
| R1 |
1.3794 |
1.3794 |
1.3706 |
1.3744 |
| PP |
1.3694 |
1.3694 |
1.3694 |
1.3669 |
| S1 |
1.3587 |
1.3587 |
1.3668 |
1.3537 |
| S2 |
1.3487 |
1.3487 |
1.3649 |
|
| S3 |
1.3280 |
1.3380 |
1.3630 |
|
| S4 |
1.3073 |
1.3173 |
1.3573 |
|
|
| 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 |
1.3840 |
1.3584 |
0.0256 |
1.9% |
0.0158 |
1.2% |
40% |
False |
False |
370,410 |
| 10 |
1.4026 |
1.3584 |
0.0442 |
3.2% |
0.0142 |
1.0% |
23% |
False |
False |
342,127 |
| 20 |
1.4555 |
1.3584 |
0.0971 |
7.1% |
0.0137 |
1.0% |
11% |
False |
False |
317,669 |
| 40 |
1.4655 |
1.3584 |
0.1071 |
7.8% |
0.0135 |
1.0% |
10% |
False |
False |
256,803 |
| 60 |
1.5137 |
1.3584 |
0.1553 |
11.3% |
0.0138 |
1.0% |
7% |
False |
False |
182,299 |
| 80 |
1.5137 |
1.3584 |
0.1553 |
11.3% |
0.0135 |
1.0% |
7% |
False |
False |
136,822 |
| 100 |
1.5137 |
1.3584 |
0.1553 |
11.3% |
0.0128 |
0.9% |
7% |
False |
False |
109,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4681 |
|
2.618 |
1.4343 |
|
1.618 |
1.4136 |
|
1.000 |
1.4008 |
|
0.618 |
1.3929 |
|
HIGH |
1.3801 |
|
0.618 |
1.3722 |
|
0.500 |
1.3698 |
|
0.382 |
1.3673 |
|
LOW |
1.3594 |
|
0.618 |
1.3466 |
|
1.000 |
1.3387 |
|
1.618 |
1.3259 |
|
2.618 |
1.3052 |
|
4.250 |
1.2714 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3698 |
1.3717 |
| PP |
1.3694 |
1.3707 |
| S1 |
1.3691 |
1.3697 |
|