CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3860 |
1.3932 |
0.0072 |
0.5% |
1.4147 |
| High |
1.3937 |
1.3974 |
0.0037 |
0.3% |
1.4193 |
| Low |
1.3851 |
1.3884 |
0.0033 |
0.2% |
1.3858 |
| Close |
1.3920 |
1.3963 |
0.0043 |
0.3% |
1.3865 |
| Range |
0.0086 |
0.0090 |
0.0004 |
4.7% |
0.0335 |
| ATR |
0.0128 |
0.0126 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
356,293 |
246,958 |
-109,335 |
-30.7% |
1,486,722 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4210 |
1.4177 |
1.4013 |
|
| R3 |
1.4120 |
1.4087 |
1.3988 |
|
| R2 |
1.4030 |
1.4030 |
1.3980 |
|
| R1 |
1.3997 |
1.3997 |
1.3971 |
1.4014 |
| PP |
1.3940 |
1.3940 |
1.3940 |
1.3949 |
| S1 |
1.3907 |
1.3907 |
1.3955 |
1.3924 |
| S2 |
1.3850 |
1.3850 |
1.3947 |
|
| S3 |
1.3760 |
1.3817 |
1.3938 |
|
| S4 |
1.3670 |
1.3727 |
1.3914 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4977 |
1.4756 |
1.4049 |
|
| R3 |
1.4642 |
1.4421 |
1.3957 |
|
| R2 |
1.4307 |
1.4307 |
1.3926 |
|
| R1 |
1.4086 |
1.4086 |
1.3896 |
1.4029 |
| PP |
1.3972 |
1.3972 |
1.3972 |
1.3944 |
| S1 |
1.3751 |
1.3751 |
1.3834 |
1.3694 |
| S2 |
1.3637 |
1.3637 |
1.3804 |
|
| S3 |
1.3302 |
1.3416 |
1.3773 |
|
| S4 |
1.2967 |
1.3081 |
1.3681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4095 |
1.3851 |
0.0244 |
1.7% |
0.0106 |
0.8% |
46% |
False |
False |
325,833 |
| 10 |
1.4288 |
1.3851 |
0.0437 |
3.1% |
0.0118 |
0.8% |
26% |
False |
False |
314,326 |
| 20 |
1.4577 |
1.3851 |
0.0726 |
5.2% |
0.0130 |
0.9% |
15% |
False |
False |
282,353 |
| 40 |
1.5083 |
1.3851 |
0.1232 |
8.8% |
0.0134 |
1.0% |
9% |
False |
False |
211,659 |
| 60 |
1.5137 |
1.3851 |
0.1286 |
9.2% |
0.0133 |
1.0% |
9% |
False |
False |
141,685 |
| 80 |
1.5137 |
1.3851 |
0.1286 |
9.2% |
0.0130 |
0.9% |
9% |
False |
False |
106,337 |
| 100 |
1.5137 |
1.3851 |
0.1286 |
9.2% |
0.0122 |
0.9% |
9% |
False |
False |
85,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4357 |
|
2.618 |
1.4210 |
|
1.618 |
1.4120 |
|
1.000 |
1.4064 |
|
0.618 |
1.4030 |
|
HIGH |
1.3974 |
|
0.618 |
1.3940 |
|
0.500 |
1.3929 |
|
0.382 |
1.3918 |
|
LOW |
1.3884 |
|
0.618 |
1.3828 |
|
1.000 |
1.3794 |
|
1.618 |
1.3738 |
|
2.618 |
1.3648 |
|
4.250 |
1.3502 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3952 |
1.3948 |
| PP |
1.3940 |
1.3934 |
| S1 |
1.3929 |
1.3919 |
|