CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4148 |
1.4079 |
-0.0069 |
-0.5% |
1.4348 |
| High |
1.4177 |
1.4095 |
-0.0082 |
-0.6% |
1.4413 |
| Low |
1.4040 |
1.3991 |
-0.0049 |
-0.3% |
1.4027 |
| Close |
1.4085 |
1.4033 |
-0.0052 |
-0.4% |
1.4134 |
| Range |
0.0137 |
0.0104 |
-0.0033 |
-24.1% |
0.0386 |
| ATR |
0.0135 |
0.0132 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
187,851 |
313,123 |
125,272 |
66.7% |
1,305,630 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4352 |
1.4296 |
1.4090 |
|
| R3 |
1.4248 |
1.4192 |
1.4062 |
|
| R2 |
1.4144 |
1.4144 |
1.4052 |
|
| R1 |
1.4088 |
1.4088 |
1.4043 |
1.4064 |
| PP |
1.4040 |
1.4040 |
1.4040 |
1.4028 |
| S1 |
1.3984 |
1.3984 |
1.4023 |
1.3960 |
| S2 |
1.3936 |
1.3936 |
1.4014 |
|
| S3 |
1.3832 |
1.3880 |
1.4004 |
|
| S4 |
1.3728 |
1.3776 |
1.3976 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5349 |
1.5128 |
1.4346 |
|
| R3 |
1.4963 |
1.4742 |
1.4240 |
|
| R2 |
1.4577 |
1.4577 |
1.4205 |
|
| R1 |
1.4356 |
1.4356 |
1.4169 |
1.4274 |
| PP |
1.4191 |
1.4191 |
1.4191 |
1.4150 |
| S1 |
1.3970 |
1.3970 |
1.4099 |
1.3888 |
| S2 |
1.3805 |
1.3805 |
1.4063 |
|
| S3 |
1.3419 |
1.3584 |
1.4028 |
|
| S4 |
1.3033 |
1.3198 |
1.3922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4193 |
1.3991 |
0.0202 |
1.4% |
0.0108 |
0.8% |
21% |
False |
True |
296,337 |
| 10 |
1.4577 |
1.3991 |
0.0586 |
4.2% |
0.0132 |
0.9% |
7% |
False |
True |
282,257 |
| 20 |
1.4577 |
1.3991 |
0.0586 |
4.2% |
0.0137 |
1.0% |
7% |
False |
True |
239,001 |
| 40 |
1.5137 |
1.3991 |
0.1146 |
8.2% |
0.0134 |
1.0% |
4% |
False |
True |
179,171 |
| 60 |
1.5137 |
1.3991 |
0.1146 |
8.2% |
0.0136 |
1.0% |
4% |
False |
True |
119,778 |
| 80 |
1.5137 |
1.3991 |
0.1146 |
8.2% |
0.0130 |
0.9% |
4% |
False |
True |
89,892 |
| 100 |
1.5137 |
1.3991 |
0.1146 |
8.2% |
0.0120 |
0.9% |
4% |
False |
True |
71,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4537 |
|
2.618 |
1.4367 |
|
1.618 |
1.4263 |
|
1.000 |
1.4199 |
|
0.618 |
1.4159 |
|
HIGH |
1.4095 |
|
0.618 |
1.4055 |
|
0.500 |
1.4043 |
|
0.382 |
1.4031 |
|
LOW |
1.3991 |
|
0.618 |
1.3927 |
|
1.000 |
1.3887 |
|
1.618 |
1.3823 |
|
2.618 |
1.3719 |
|
4.250 |
1.3549 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4043 |
1.4092 |
| PP |
1.4040 |
1.4072 |
| S1 |
1.4036 |
1.4053 |
|