CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3759 |
1.3600 |
-0.0159 |
-1.2% |
1.3657 |
| High |
1.3789 |
1.3655 |
-0.0134 |
-1.0% |
1.3840 |
| Low |
1.3584 |
1.3496 |
-0.0088 |
-0.6% |
1.3531 |
| Close |
1.3616 |
1.3616 |
0.0000 |
0.0% |
1.3617 |
| Range |
0.0205 |
0.0159 |
-0.0046 |
-22.4% |
0.0309 |
| ATR |
0.0150 |
0.0150 |
0.0001 |
0.4% |
0.0000 |
| Volume |
321,535 |
293,170 |
-28,365 |
-8.8% |
1,812,178 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4066 |
1.4000 |
1.3703 |
|
| R3 |
1.3907 |
1.3841 |
1.3660 |
|
| R2 |
1.3748 |
1.3748 |
1.3645 |
|
| R1 |
1.3682 |
1.3682 |
1.3631 |
1.3715 |
| PP |
1.3589 |
1.3589 |
1.3589 |
1.3606 |
| S1 |
1.3523 |
1.3523 |
1.3601 |
1.3556 |
| S2 |
1.3430 |
1.3430 |
1.3587 |
|
| S3 |
1.3271 |
1.3364 |
1.3572 |
|
| S4 |
1.3112 |
1.3205 |
1.3529 |
|
|
| 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 |
1.3801 |
1.3496 |
0.0305 |
2.2% |
0.0187 |
1.4% |
39% |
False |
True |
324,463 |
| 10 |
1.3901 |
1.3496 |
0.0405 |
3.0% |
0.0170 |
1.2% |
30% |
False |
True |
349,858 |
| 20 |
1.4193 |
1.3496 |
0.0697 |
5.1% |
0.0140 |
1.0% |
17% |
False |
True |
328,110 |
| 40 |
1.4577 |
1.3496 |
0.1081 |
7.9% |
0.0138 |
1.0% |
11% |
False |
True |
265,485 |
| 60 |
1.5137 |
1.3496 |
0.1641 |
12.1% |
0.0141 |
1.0% |
7% |
False |
True |
204,281 |
| 80 |
1.5137 |
1.3496 |
0.1641 |
12.1% |
0.0139 |
1.0% |
7% |
False |
True |
153,356 |
| 100 |
1.5137 |
1.3496 |
0.1641 |
12.1% |
0.0131 |
1.0% |
7% |
False |
True |
122,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4331 |
|
2.618 |
1.4071 |
|
1.618 |
1.3912 |
|
1.000 |
1.3814 |
|
0.618 |
1.3753 |
|
HIGH |
1.3655 |
|
0.618 |
1.3594 |
|
0.500 |
1.3576 |
|
0.382 |
1.3557 |
|
LOW |
1.3496 |
|
0.618 |
1.3398 |
|
1.000 |
1.3337 |
|
1.618 |
1.3239 |
|
2.618 |
1.3080 |
|
4.250 |
1.2820 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3603 |
1.3643 |
| PP |
1.3589 |
1.3634 |
| S1 |
1.3576 |
1.3625 |
|