CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3496 |
1.3617 |
0.0121 |
0.9% |
1.3618 |
| High |
1.3619 |
1.3654 |
0.0035 |
0.3% |
1.3789 |
| Low |
1.3442 |
1.3572 |
0.0130 |
1.0% |
1.3442 |
| Close |
1.3595 |
1.3607 |
0.0012 |
0.1% |
1.3595 |
| Range |
0.0177 |
0.0082 |
-0.0095 |
-53.7% |
0.0347 |
| ATR |
0.0152 |
0.0147 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
346,438 |
342,249 |
-4,189 |
-1.2% |
1,300,154 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3857 |
1.3814 |
1.3652 |
|
| R3 |
1.3775 |
1.3732 |
1.3630 |
|
| R2 |
1.3693 |
1.3693 |
1.3622 |
|
| R1 |
1.3650 |
1.3650 |
1.3615 |
1.3631 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3601 |
| S1 |
1.3568 |
1.3568 |
1.3599 |
1.3549 |
| S2 |
1.3529 |
1.3529 |
1.3592 |
|
| S3 |
1.3447 |
1.3486 |
1.3584 |
|
| S4 |
1.3365 |
1.3404 |
1.3562 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4650 |
1.4469 |
1.3786 |
|
| R3 |
1.4303 |
1.4122 |
1.3690 |
|
| R2 |
1.3956 |
1.3956 |
1.3659 |
|
| R1 |
1.3775 |
1.3775 |
1.3627 |
1.3692 |
| PP |
1.3609 |
1.3609 |
1.3609 |
1.3567 |
| S1 |
1.3428 |
1.3428 |
1.3563 |
1.3345 |
| S2 |
1.3262 |
1.3262 |
1.3531 |
|
| S3 |
1.2915 |
1.3081 |
1.3500 |
|
| S4 |
1.2568 |
1.2734 |
1.3404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3789 |
1.3442 |
0.0347 |
2.6% |
0.0165 |
1.2% |
48% |
False |
False |
328,480 |
| 10 |
1.3840 |
1.3442 |
0.0398 |
2.9% |
0.0162 |
1.2% |
41% |
False |
False |
345,458 |
| 20 |
1.4193 |
1.3442 |
0.0751 |
5.5% |
0.0142 |
1.0% |
22% |
False |
False |
327,156 |
| 40 |
1.4577 |
1.3442 |
0.1135 |
8.3% |
0.0139 |
1.0% |
15% |
False |
False |
273,060 |
| 60 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0141 |
1.0% |
10% |
False |
False |
215,710 |
| 80 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0139 |
1.0% |
10% |
False |
False |
161,958 |
| 100 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0132 |
1.0% |
10% |
False |
False |
129,607 |
| 120 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0121 |
0.9% |
10% |
False |
False |
108,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4003 |
|
2.618 |
1.3869 |
|
1.618 |
1.3787 |
|
1.000 |
1.3736 |
|
0.618 |
1.3705 |
|
HIGH |
1.3654 |
|
0.618 |
1.3623 |
|
0.500 |
1.3613 |
|
0.382 |
1.3603 |
|
LOW |
1.3572 |
|
0.618 |
1.3521 |
|
1.000 |
1.3490 |
|
1.618 |
1.3439 |
|
2.618 |
1.3357 |
|
4.250 |
1.3224 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3613 |
1.3588 |
| PP |
1.3611 |
1.3568 |
| S1 |
1.3609 |
1.3549 |
|