CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3618 |
1.3759 |
0.0141 |
1.0% |
1.3657 |
| High |
1.3779 |
1.3789 |
0.0010 |
0.1% |
1.3840 |
| Low |
1.3578 |
1.3584 |
0.0006 |
0.0% |
1.3531 |
| Close |
1.3756 |
1.3616 |
-0.0140 |
-1.0% |
1.3617 |
| Range |
0.0201 |
0.0205 |
0.0004 |
2.0% |
0.0309 |
| ATR |
0.0146 |
0.0150 |
0.0004 |
2.9% |
0.0000 |
| Volume |
339,011 |
321,535 |
-17,476 |
-5.2% |
1,812,178 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4278 |
1.4152 |
1.3729 |
|
| R3 |
1.4073 |
1.3947 |
1.3672 |
|
| R2 |
1.3868 |
1.3868 |
1.3654 |
|
| R1 |
1.3742 |
1.3742 |
1.3635 |
1.3703 |
| PP |
1.3663 |
1.3663 |
1.3663 |
1.3643 |
| S1 |
1.3537 |
1.3537 |
1.3597 |
1.3498 |
| S2 |
1.3458 |
1.3458 |
1.3578 |
|
| S3 |
1.3253 |
1.3332 |
1.3560 |
|
| S4 |
1.3048 |
1.3127 |
1.3503 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4590 |
1.4412 |
1.3787 |
|
| R3 |
1.4281 |
1.4103 |
1.3702 |
|
| R2 |
1.3972 |
1.3972 |
1.3674 |
|
| R1 |
1.3794 |
1.3794 |
1.3645 |
1.3729 |
| PP |
1.3663 |
1.3663 |
1.3663 |
1.3630 |
| S1 |
1.3485 |
1.3485 |
1.3589 |
1.3420 |
| S2 |
1.3354 |
1.3354 |
1.3560 |
|
| S3 |
1.3045 |
1.3176 |
1.3532 |
|
| S4 |
1.2736 |
1.2867 |
1.3447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3812 |
1.3531 |
0.0281 |
2.1% |
0.0183 |
1.3% |
30% |
False |
False |
352,074 |
| 10 |
1.4026 |
1.3531 |
0.0495 |
3.6% |
0.0168 |
1.2% |
17% |
False |
False |
347,130 |
| 20 |
1.4288 |
1.3531 |
0.0757 |
5.6% |
0.0143 |
1.0% |
11% |
False |
False |
330,728 |
| 40 |
1.4577 |
1.3531 |
0.1046 |
7.7% |
0.0137 |
1.0% |
8% |
False |
False |
265,706 |
| 60 |
1.5137 |
1.3531 |
0.1606 |
11.8% |
0.0141 |
1.0% |
5% |
False |
False |
199,414 |
| 80 |
1.5137 |
1.3531 |
0.1606 |
11.8% |
0.0138 |
1.0% |
5% |
False |
False |
149,693 |
| 100 |
1.5137 |
1.3531 |
0.1606 |
11.8% |
0.0131 |
1.0% |
5% |
False |
False |
119,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4660 |
|
2.618 |
1.4326 |
|
1.618 |
1.4121 |
|
1.000 |
1.3994 |
|
0.618 |
1.3916 |
|
HIGH |
1.3789 |
|
0.618 |
1.3711 |
|
0.500 |
1.3687 |
|
0.382 |
1.3662 |
|
LOW |
1.3584 |
|
0.618 |
1.3457 |
|
1.000 |
1.3379 |
|
1.618 |
1.3252 |
|
2.618 |
1.3047 |
|
4.250 |
1.2713 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3687 |
1.3660 |
| PP |
1.3663 |
1.3645 |
| S1 |
1.3640 |
1.3631 |
|