CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3513 |
1.3540 |
0.0027 |
0.2% |
1.3618 |
| High |
1.3627 |
1.3571 |
-0.0056 |
-0.4% |
1.3789 |
| Low |
1.3502 |
1.3451 |
-0.0051 |
-0.4% |
1.3442 |
| Close |
1.3525 |
1.3544 |
0.0019 |
0.1% |
1.3595 |
| Range |
0.0125 |
0.0120 |
-0.0005 |
-4.0% |
0.0347 |
| ATR |
0.0149 |
0.0147 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
387,964 |
325,557 |
-62,407 |
-16.1% |
1,300,154 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3882 |
1.3833 |
1.3610 |
|
| R3 |
1.3762 |
1.3713 |
1.3577 |
|
| R2 |
1.3642 |
1.3642 |
1.3566 |
|
| R1 |
1.3593 |
1.3593 |
1.3555 |
1.3618 |
| PP |
1.3522 |
1.3522 |
1.3522 |
1.3534 |
| S1 |
1.3473 |
1.3473 |
1.3533 |
1.3498 |
| S2 |
1.3402 |
1.3402 |
1.3522 |
|
| S3 |
1.3282 |
1.3353 |
1.3511 |
|
| S4 |
1.3162 |
1.3233 |
1.3478 |
|
|
| 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 |
1.3692 |
1.3442 |
0.0250 |
1.8% |
0.0140 |
1.0% |
41% |
False |
False |
324,254 |
| 10 |
1.3801 |
1.3442 |
0.0359 |
2.7% |
0.0164 |
1.2% |
28% |
False |
False |
324,358 |
| 20 |
1.4051 |
1.3442 |
0.0609 |
4.5% |
0.0148 |
1.1% |
17% |
False |
False |
335,089 |
| 40 |
1.4577 |
1.3442 |
0.1135 |
8.4% |
0.0142 |
1.1% |
9% |
False |
False |
287,045 |
| 60 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0139 |
1.0% |
6% |
False |
False |
231,144 |
| 80 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0139 |
1.0% |
6% |
False |
False |
173,606 |
| 100 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0133 |
1.0% |
6% |
False |
False |
138,931 |
| 120 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0124 |
0.9% |
6% |
False |
False |
115,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4081 |
|
2.618 |
1.3885 |
|
1.618 |
1.3765 |
|
1.000 |
1.3691 |
|
0.618 |
1.3645 |
|
HIGH |
1.3571 |
|
0.618 |
1.3525 |
|
0.500 |
1.3511 |
|
0.382 |
1.3497 |
|
LOW |
1.3451 |
|
0.618 |
1.3377 |
|
1.000 |
1.3331 |
|
1.618 |
1.3257 |
|
2.618 |
1.3137 |
|
4.250 |
1.2941 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3533 |
1.3572 |
| PP |
1.3522 |
1.3562 |
| S1 |
1.3511 |
1.3553 |
|