CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3617 |
1.3600 |
-0.0017 |
-0.1% |
1.3618 |
| High |
1.3654 |
1.3692 |
0.0038 |
0.3% |
1.3789 |
| Low |
1.3572 |
1.3497 |
-0.0075 |
-0.6% |
1.3442 |
| Close |
1.3607 |
1.3522 |
-0.0085 |
-0.6% |
1.3595 |
| Range |
0.0082 |
0.0195 |
0.0113 |
137.8% |
0.0347 |
| ATR |
0.0147 |
0.0151 |
0.0003 |
2.3% |
0.0000 |
| Volume |
342,249 |
219,062 |
-123,187 |
-36.0% |
1,300,154 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4155 |
1.4034 |
1.3629 |
|
| R3 |
1.3960 |
1.3839 |
1.3576 |
|
| R2 |
1.3765 |
1.3765 |
1.3558 |
|
| R1 |
1.3644 |
1.3644 |
1.3540 |
1.3607 |
| PP |
1.3570 |
1.3570 |
1.3570 |
1.3552 |
| S1 |
1.3449 |
1.3449 |
1.3504 |
1.3412 |
| S2 |
1.3375 |
1.3375 |
1.3486 |
|
| S3 |
1.3180 |
1.3254 |
1.3468 |
|
| S4 |
1.2985 |
1.3059 |
1.3415 |
|
|
| 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% |
0.0164 |
1.2% |
23% |
False |
False |
304,490 |
| 10 |
1.3840 |
1.3442 |
0.0398 |
2.9% |
0.0172 |
1.3% |
20% |
False |
False |
320,868 |
| 20 |
1.4177 |
1.3442 |
0.0735 |
5.4% |
0.0148 |
1.1% |
11% |
False |
False |
324,462 |
| 40 |
1.4577 |
1.3442 |
0.1135 |
8.4% |
0.0140 |
1.0% |
7% |
False |
False |
274,128 |
| 60 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0143 |
1.1% |
5% |
False |
False |
219,342 |
| 80 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0139 |
1.0% |
5% |
False |
False |
164,693 |
| 100 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0133 |
1.0% |
5% |
False |
False |
131,797 |
| 120 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0122 |
0.9% |
5% |
False |
False |
109,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4521 |
|
2.618 |
1.4203 |
|
1.618 |
1.4008 |
|
1.000 |
1.3887 |
|
0.618 |
1.3813 |
|
HIGH |
1.3692 |
|
0.618 |
1.3618 |
|
0.500 |
1.3595 |
|
0.382 |
1.3571 |
|
LOW |
1.3497 |
|
0.618 |
1.3376 |
|
1.000 |
1.3302 |
|
1.618 |
1.3181 |
|
2.618 |
1.2986 |
|
4.250 |
1.2668 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3595 |
1.3567 |
| PP |
1.3570 |
1.3552 |
| S1 |
1.3546 |
1.3537 |
|