CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3689 |
1.3618 |
-0.0071 |
-0.5% |
1.3657 |
| High |
1.3695 |
1.3779 |
0.0084 |
0.6% |
1.3840 |
| Low |
1.3531 |
1.3578 |
0.0047 |
0.3% |
1.3531 |
| Close |
1.3617 |
1.3756 |
0.0139 |
1.0% |
1.3617 |
| Range |
0.0164 |
0.0201 |
0.0037 |
22.6% |
0.0309 |
| ATR |
0.0141 |
0.0146 |
0.0004 |
3.0% |
0.0000 |
| Volume |
369,678 |
339,011 |
-30,667 |
-8.3% |
1,812,178 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4307 |
1.4233 |
1.3867 |
|
| R3 |
1.4106 |
1.4032 |
1.3811 |
|
| R2 |
1.3905 |
1.3905 |
1.3793 |
|
| R1 |
1.3831 |
1.3831 |
1.3774 |
1.3868 |
| PP |
1.3704 |
1.3704 |
1.3704 |
1.3723 |
| S1 |
1.3630 |
1.3630 |
1.3738 |
1.3667 |
| S2 |
1.3503 |
1.3503 |
1.3719 |
|
| S3 |
1.3302 |
1.3429 |
1.3701 |
|
| S4 |
1.3101 |
1.3228 |
1.3645 |
|
|
| 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 |
2.2% |
0.0180 |
1.3% |
73% |
False |
False |
337,246 |
| 10 |
1.4026 |
1.3531 |
0.0495 |
3.6% |
0.0157 |
1.1% |
45% |
False |
False |
339,673 |
| 20 |
1.4413 |
1.3531 |
0.0882 |
6.4% |
0.0141 |
1.0% |
26% |
False |
False |
327,268 |
| 40 |
1.4577 |
1.3531 |
0.1046 |
7.6% |
0.0138 |
1.0% |
22% |
False |
False |
263,622 |
| 60 |
1.5137 |
1.3531 |
0.1606 |
11.7% |
0.0139 |
1.0% |
14% |
False |
False |
194,074 |
| 80 |
1.5137 |
1.3531 |
0.1606 |
11.7% |
0.0137 |
1.0% |
14% |
False |
False |
145,677 |
| 100 |
1.5137 |
1.3531 |
0.1606 |
11.7% |
0.0130 |
0.9% |
14% |
False |
False |
116,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4633 |
|
2.618 |
1.4305 |
|
1.618 |
1.4104 |
|
1.000 |
1.3980 |
|
0.618 |
1.3903 |
|
HIGH |
1.3779 |
|
0.618 |
1.3702 |
|
0.500 |
1.3679 |
|
0.382 |
1.3655 |
|
LOW |
1.3578 |
|
0.618 |
1.3454 |
|
1.000 |
1.3377 |
|
1.618 |
1.3253 |
|
2.618 |
1.3052 |
|
4.250 |
1.2724 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3730 |
1.3726 |
| PP |
1.3704 |
1.3696 |
| S1 |
1.3679 |
1.3666 |
|