CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4079 |
1.4027 |
-0.0052 |
-0.4% |
1.4348 |
| High |
1.4095 |
1.4051 |
-0.0044 |
-0.3% |
1.4413 |
| Low |
1.3991 |
1.3929 |
-0.0062 |
-0.4% |
1.4027 |
| Close |
1.4033 |
1.3975 |
-0.0058 |
-0.4% |
1.4134 |
| Range |
0.0104 |
0.0122 |
0.0018 |
17.3% |
0.0386 |
| ATR |
0.0132 |
0.0132 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
313,123 |
335,848 |
22,725 |
7.3% |
1,305,630 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4351 |
1.4285 |
1.4042 |
|
| R3 |
1.4229 |
1.4163 |
1.4009 |
|
| R2 |
1.4107 |
1.4107 |
1.3997 |
|
| R1 |
1.4041 |
1.4041 |
1.3986 |
1.4013 |
| PP |
1.3985 |
1.3985 |
1.3985 |
1.3971 |
| S1 |
1.3919 |
1.3919 |
1.3964 |
1.3891 |
| S2 |
1.3863 |
1.3863 |
1.3953 |
|
| S3 |
1.3741 |
1.3797 |
1.3941 |
|
| S4 |
1.3619 |
1.3675 |
1.3908 |
|
|
| 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 |
1.3929 |
0.0264 |
1.9% |
0.0109 |
0.8% |
17% |
False |
True |
295,285 |
| 10 |
1.4555 |
1.3929 |
0.0626 |
4.5% |
0.0132 |
0.9% |
7% |
False |
True |
293,212 |
| 20 |
1.4577 |
1.3929 |
0.0648 |
4.6% |
0.0136 |
1.0% |
7% |
False |
True |
252,830 |
| 40 |
1.5137 |
1.3929 |
0.1208 |
8.6% |
0.0134 |
1.0% |
4% |
False |
True |
187,442 |
| 60 |
1.5137 |
1.3929 |
0.1208 |
8.6% |
0.0135 |
1.0% |
4% |
False |
True |
125,372 |
| 80 |
1.5137 |
1.3929 |
0.1208 |
8.6% |
0.0129 |
0.9% |
4% |
False |
True |
94,089 |
| 100 |
1.5137 |
1.3929 |
0.1208 |
8.6% |
0.0121 |
0.9% |
4% |
False |
True |
75,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4570 |
|
2.618 |
1.4370 |
|
1.618 |
1.4248 |
|
1.000 |
1.4173 |
|
0.618 |
1.4126 |
|
HIGH |
1.4051 |
|
0.618 |
1.4004 |
|
0.500 |
1.3990 |
|
0.382 |
1.3976 |
|
LOW |
1.3929 |
|
0.618 |
1.3854 |
|
1.000 |
1.3807 |
|
1.618 |
1.3732 |
|
2.618 |
1.3610 |
|
4.250 |
1.3411 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3990 |
1.4053 |
| PP |
1.3985 |
1.4027 |
| S1 |
1.3980 |
1.4001 |
|