CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3600 |
1.3513 |
-0.0087 |
-0.6% |
1.3618 |
| High |
1.3692 |
1.3627 |
-0.0065 |
-0.5% |
1.3789 |
| Low |
1.3497 |
1.3502 |
0.0005 |
0.0% |
1.3442 |
| Close |
1.3522 |
1.3525 |
0.0003 |
0.0% |
1.3595 |
| Range |
0.0195 |
0.0125 |
-0.0070 |
-35.9% |
0.0347 |
| ATR |
0.0151 |
0.0149 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
219,062 |
387,964 |
168,902 |
77.1% |
1,300,154 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3926 |
1.3851 |
1.3594 |
|
| R3 |
1.3801 |
1.3726 |
1.3559 |
|
| R2 |
1.3676 |
1.3676 |
1.3548 |
|
| R1 |
1.3601 |
1.3601 |
1.3536 |
1.3639 |
| PP |
1.3551 |
1.3551 |
1.3551 |
1.3570 |
| S1 |
1.3476 |
1.3476 |
1.3514 |
1.3514 |
| S2 |
1.3426 |
1.3426 |
1.3502 |
|
| S3 |
1.3301 |
1.3351 |
1.3491 |
|
| S4 |
1.3176 |
1.3226 |
1.3456 |
|
|
| 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 |
1.3692 |
1.3442 |
0.0250 |
1.8% |
0.0148 |
1.1% |
33% |
False |
False |
317,776 |
| 10 |
1.3812 |
1.3442 |
0.0370 |
2.7% |
0.0165 |
1.2% |
22% |
False |
False |
334,925 |
| 20 |
1.4095 |
1.3442 |
0.0653 |
4.8% |
0.0147 |
1.1% |
13% |
False |
False |
334,467 |
| 40 |
1.4577 |
1.3442 |
0.1135 |
8.4% |
0.0141 |
1.0% |
7% |
False |
False |
280,336 |
| 60 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0142 |
1.0% |
5% |
False |
False |
225,772 |
| 80 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0139 |
1.0% |
5% |
False |
False |
169,539 |
| 100 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0134 |
1.0% |
5% |
False |
False |
135,676 |
| 120 |
1.5137 |
1.3442 |
0.1695 |
12.5% |
0.0123 |
0.9% |
5% |
False |
False |
113,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4158 |
|
2.618 |
1.3954 |
|
1.618 |
1.3829 |
|
1.000 |
1.3752 |
|
0.618 |
1.3704 |
|
HIGH |
1.3627 |
|
0.618 |
1.3579 |
|
0.500 |
1.3565 |
|
0.382 |
1.3550 |
|
LOW |
1.3502 |
|
0.618 |
1.3425 |
|
1.000 |
1.3377 |
|
1.618 |
1.3300 |
|
2.618 |
1.3175 |
|
4.250 |
1.2971 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3565 |
1.3595 |
| PP |
1.3551 |
1.3571 |
| S1 |
1.3538 |
1.3548 |
|