CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3600 |
1.3496 |
-0.0104 |
-0.8% |
1.3618 |
| High |
1.3655 |
1.3619 |
-0.0036 |
-0.3% |
1.3789 |
| Low |
1.3496 |
1.3442 |
-0.0054 |
-0.4% |
1.3442 |
| Close |
1.3616 |
1.3595 |
-0.0021 |
-0.2% |
1.3595 |
| Range |
0.0159 |
0.0177 |
0.0018 |
11.3% |
0.0347 |
| ATR |
0.0150 |
0.0152 |
0.0002 |
1.3% |
0.0000 |
| Volume |
293,170 |
346,438 |
53,268 |
18.2% |
1,300,154 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4083 |
1.4016 |
1.3692 |
|
| R3 |
1.3906 |
1.3839 |
1.3644 |
|
| R2 |
1.3729 |
1.3729 |
1.3627 |
|
| R1 |
1.3662 |
1.3662 |
1.3611 |
1.3696 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3569 |
| S1 |
1.3485 |
1.3485 |
1.3579 |
1.3519 |
| S2 |
1.3375 |
1.3375 |
1.3563 |
|
| S3 |
1.3198 |
1.3308 |
1.3546 |
|
| S4 |
1.3021 |
1.3131 |
1.3498 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4650 |
1.4469 |
1.3786 |
|
| R3 |
1.4303 |
1.4122 |
1.3690 |
|
| R2 |
1.3956 |
1.3956 |
1.3659 |
|
| R1 |
1.3775 |
1.3775 |
1.3627 |
1.3692 |
| PP |
1.3609 |
1.3609 |
1.3609 |
1.3567 |
| S1 |
1.3428 |
1.3428 |
1.3563 |
1.3345 |
| S2 |
1.3262 |
1.3262 |
1.3531 |
|
| S3 |
1.2915 |
1.3081 |
1.3500 |
|
| S4 |
1.2568 |
1.2734 |
1.3404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3789 |
1.3442 |
0.0347 |
2.6% |
0.0181 |
1.3% |
44% |
False |
True |
333,966 |
| 10 |
1.3840 |
1.3442 |
0.0398 |
2.9% |
0.0170 |
1.2% |
38% |
False |
True |
352,188 |
| 20 |
1.4193 |
1.3442 |
0.0751 |
5.5% |
0.0143 |
1.1% |
20% |
False |
True |
328,376 |
| 40 |
1.4577 |
1.3442 |
0.1135 |
8.3% |
0.0139 |
1.0% |
13% |
False |
True |
267,997 |
| 60 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0142 |
1.0% |
9% |
False |
True |
210,027 |
| 80 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0140 |
1.0% |
9% |
False |
True |
157,682 |
| 100 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0132 |
1.0% |
9% |
False |
True |
126,185 |
| 120 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0120 |
0.9% |
9% |
False |
True |
105,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4371 |
|
2.618 |
1.4082 |
|
1.618 |
1.3905 |
|
1.000 |
1.3796 |
|
0.618 |
1.3728 |
|
HIGH |
1.3619 |
|
0.618 |
1.3551 |
|
0.500 |
1.3531 |
|
0.382 |
1.3510 |
|
LOW |
1.3442 |
|
0.618 |
1.3333 |
|
1.000 |
1.3265 |
|
1.618 |
1.3156 |
|
2.618 |
1.2979 |
|
4.250 |
1.2690 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3574 |
1.3616 |
| PP |
1.3552 |
1.3609 |
| S1 |
1.3531 |
1.3602 |
|