CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3733 |
1.3689 |
-0.0044 |
-0.3% |
1.3657 |
| High |
1.3801 |
1.3695 |
-0.0106 |
-0.8% |
1.3840 |
| Low |
1.3594 |
1.3531 |
-0.0063 |
-0.5% |
1.3531 |
| Close |
1.3687 |
1.3617 |
-0.0070 |
-0.5% |
1.3617 |
| Range |
0.0207 |
0.0164 |
-0.0043 |
-20.8% |
0.0309 |
| ATR |
0.0140 |
0.0141 |
0.0002 |
1.2% |
0.0000 |
| Volume |
298,921 |
369,678 |
70,757 |
23.7% |
1,812,178 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4106 |
1.4026 |
1.3707 |
|
| R3 |
1.3942 |
1.3862 |
1.3662 |
|
| R2 |
1.3778 |
1.3778 |
1.3647 |
|
| R1 |
1.3698 |
1.3698 |
1.3632 |
1.3656 |
| PP |
1.3614 |
1.3614 |
1.3614 |
1.3594 |
| S1 |
1.3534 |
1.3534 |
1.3602 |
1.3492 |
| S2 |
1.3450 |
1.3450 |
1.3587 |
|
| S3 |
1.3286 |
1.3370 |
1.3572 |
|
| S4 |
1.3122 |
1.3206 |
1.3527 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4590 |
1.4412 |
1.3787 |
|
| R3 |
1.4281 |
1.4103 |
1.3702 |
|
| R2 |
1.3972 |
1.3972 |
1.3674 |
|
| R1 |
1.3794 |
1.3794 |
1.3645 |
1.3729 |
| PP |
1.3663 |
1.3663 |
1.3663 |
1.3630 |
| S1 |
1.3485 |
1.3485 |
1.3589 |
1.3420 |
| S2 |
1.3354 |
1.3354 |
1.3560 |
|
| S3 |
1.3045 |
1.3176 |
1.3532 |
|
| S4 |
1.2736 |
1.2867 |
1.3447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3840 |
1.3531 |
0.0309 |
2.3% |
0.0158 |
1.2% |
28% |
False |
True |
362,435 |
| 10 |
1.4026 |
1.3531 |
0.0495 |
3.6% |
0.0145 |
1.1% |
17% |
False |
True |
341,401 |
| 20 |
1.4511 |
1.3531 |
0.0980 |
7.2% |
0.0140 |
1.0% |
9% |
False |
True |
322,596 |
| 40 |
1.4588 |
1.3531 |
0.1057 |
7.8% |
0.0135 |
1.0% |
8% |
False |
True |
261,174 |
| 60 |
1.5137 |
1.3531 |
0.1606 |
11.8% |
0.0139 |
1.0% |
5% |
False |
True |
188,455 |
| 80 |
1.5137 |
1.3531 |
0.1606 |
11.8% |
0.0136 |
1.0% |
5% |
False |
True |
141,440 |
| 100 |
1.5137 |
1.3531 |
0.1606 |
11.8% |
0.0129 |
0.9% |
5% |
False |
True |
113,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4392 |
|
2.618 |
1.4124 |
|
1.618 |
1.3960 |
|
1.000 |
1.3859 |
|
0.618 |
1.3796 |
|
HIGH |
1.3695 |
|
0.618 |
1.3632 |
|
0.500 |
1.3613 |
|
0.382 |
1.3594 |
|
LOW |
1.3531 |
|
0.618 |
1.3430 |
|
1.000 |
1.3367 |
|
1.618 |
1.3266 |
|
2.618 |
1.3102 |
|
4.250 |
1.2834 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3616 |
1.3672 |
| PP |
1.3614 |
1.3653 |
| S1 |
1.3613 |
1.3635 |
|