CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4323 |
1.4407 |
0.0084 |
0.6% |
1.4372 |
| High |
1.4455 |
1.4483 |
0.0028 |
0.2% |
1.4457 |
| Low |
1.4256 |
1.4344 |
0.0088 |
0.6% |
1.4271 |
| Close |
1.4410 |
1.4367 |
-0.0043 |
-0.3% |
1.4334 |
| Range |
0.0199 |
0.0139 |
-0.0060 |
-30.2% |
0.0186 |
| ATR |
0.0133 |
0.0133 |
0.0000 |
0.3% |
0.0000 |
| Volume |
103,125 |
221,750 |
118,625 |
115.0% |
403,067 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4815 |
1.4730 |
1.4443 |
|
| R3 |
1.4676 |
1.4591 |
1.4405 |
|
| R2 |
1.4537 |
1.4537 |
1.4392 |
|
| R1 |
1.4452 |
1.4452 |
1.4380 |
1.4425 |
| PP |
1.4398 |
1.4398 |
1.4398 |
1.4385 |
| S1 |
1.4313 |
1.4313 |
1.4354 |
1.4286 |
| S2 |
1.4259 |
1.4259 |
1.4342 |
|
| S3 |
1.4120 |
1.4174 |
1.4329 |
|
| S4 |
1.3981 |
1.4035 |
1.4291 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4912 |
1.4809 |
1.4436 |
|
| R3 |
1.4726 |
1.4623 |
1.4385 |
|
| R2 |
1.4540 |
1.4540 |
1.4368 |
|
| R1 |
1.4437 |
1.4437 |
1.4351 |
1.4396 |
| PP |
1.4354 |
1.4354 |
1.4354 |
1.4333 |
| S1 |
1.4251 |
1.4251 |
1.4317 |
1.4210 |
| S2 |
1.4168 |
1.4168 |
1.4300 |
|
| S3 |
1.3982 |
1.4065 |
1.4283 |
|
| S4 |
1.3796 |
1.3879 |
1.4232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4483 |
1.4256 |
0.0227 |
1.6% |
0.0138 |
1.0% |
49% |
True |
False |
134,149 |
| 10 |
1.4483 |
1.4215 |
0.0268 |
1.9% |
0.0119 |
0.8% |
57% |
True |
False |
142,962 |
| 20 |
1.4897 |
1.4215 |
0.0682 |
4.7% |
0.0131 |
0.9% |
22% |
False |
False |
151,131 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0135 |
0.9% |
16% |
False |
False |
76,874 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0131 |
0.9% |
16% |
False |
False |
51,354 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0121 |
0.8% |
16% |
False |
False |
38,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5074 |
|
2.618 |
1.4847 |
|
1.618 |
1.4708 |
|
1.000 |
1.4622 |
|
0.618 |
1.4569 |
|
HIGH |
1.4483 |
|
0.618 |
1.4430 |
|
0.500 |
1.4414 |
|
0.382 |
1.4397 |
|
LOW |
1.4344 |
|
0.618 |
1.4258 |
|
1.000 |
1.4205 |
|
1.618 |
1.4119 |
|
2.618 |
1.3980 |
|
4.250 |
1.3753 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4414 |
1.4370 |
| PP |
1.4398 |
1.4369 |
| S1 |
1.4383 |
1.4368 |
|