CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4306 |
1.4410 |
0.0104 |
0.7% |
1.4323 |
| High |
1.4438 |
1.4555 |
0.0117 |
0.8% |
1.4483 |
| Low |
1.4261 |
1.4409 |
0.0148 |
1.0% |
1.4256 |
| Close |
1.4415 |
1.4518 |
0.0103 |
0.7% |
1.4415 |
| Range |
0.0177 |
0.0146 |
-0.0031 |
-17.5% |
0.0227 |
| ATR |
0.0138 |
0.0139 |
0.0001 |
0.4% |
0.0000 |
| Volume |
243,923 |
348,468 |
104,545 |
42.9% |
1,050,899 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4932 |
1.4871 |
1.4598 |
|
| R3 |
1.4786 |
1.4725 |
1.4558 |
|
| R2 |
1.4640 |
1.4640 |
1.4545 |
|
| R1 |
1.4579 |
1.4579 |
1.4531 |
1.4610 |
| PP |
1.4494 |
1.4494 |
1.4494 |
1.4509 |
| S1 |
1.4433 |
1.4433 |
1.4505 |
1.4464 |
| S2 |
1.4348 |
1.4348 |
1.4491 |
|
| S3 |
1.4202 |
1.4287 |
1.4478 |
|
| S4 |
1.4056 |
1.4141 |
1.4438 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5066 |
1.4967 |
1.4540 |
|
| R3 |
1.4839 |
1.4740 |
1.4477 |
|
| R2 |
1.4612 |
1.4612 |
1.4457 |
|
| R1 |
1.4513 |
1.4513 |
1.4436 |
1.4563 |
| PP |
1.4385 |
1.4385 |
1.4385 |
1.4409 |
| S1 |
1.4286 |
1.4286 |
1.4394 |
1.4336 |
| S2 |
1.4158 |
1.4158 |
1.4373 |
|
| S3 |
1.3931 |
1.4059 |
1.4353 |
|
| S4 |
1.3704 |
1.3832 |
1.4290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4555 |
1.4261 |
0.0294 |
2.0% |
0.0153 |
1.1% |
87% |
True |
False |
259,248 |
| 10 |
1.4555 |
1.4256 |
0.0299 |
2.1% |
0.0138 |
0.9% |
88% |
True |
False |
180,243 |
| 20 |
1.4772 |
1.4215 |
0.0557 |
3.8% |
0.0136 |
0.9% |
54% |
False |
False |
194,989 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0141 |
1.0% |
33% |
False |
False |
103,685 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0135 |
0.9% |
33% |
False |
False |
69,241 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0125 |
0.9% |
33% |
False |
False |
51,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5176 |
|
2.618 |
1.4937 |
|
1.618 |
1.4791 |
|
1.000 |
1.4701 |
|
0.618 |
1.4645 |
|
HIGH |
1.4555 |
|
0.618 |
1.4499 |
|
0.500 |
1.4482 |
|
0.382 |
1.4465 |
|
LOW |
1.4409 |
|
0.618 |
1.4319 |
|
1.000 |
1.4263 |
|
1.618 |
1.4173 |
|
2.618 |
1.4027 |
|
4.250 |
1.3789 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4506 |
1.4481 |
| PP |
1.4494 |
1.4445 |
| S1 |
1.4482 |
1.4408 |
|