CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3540 |
1.3542 |
0.0002 |
0.0% |
1.3617 |
| High |
1.3571 |
1.3684 |
0.0113 |
0.8% |
1.3692 |
| Low |
1.3451 |
1.3530 |
0.0079 |
0.6% |
1.3451 |
| Close |
1.3544 |
1.3621 |
0.0077 |
0.6% |
1.3621 |
| Range |
0.0120 |
0.0154 |
0.0034 |
28.3% |
0.0241 |
| ATR |
0.0147 |
0.0147 |
0.0001 |
0.3% |
0.0000 |
| Volume |
325,557 |
384,343 |
58,786 |
18.1% |
1,659,175 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4074 |
1.4001 |
1.3706 |
|
| R3 |
1.3920 |
1.3847 |
1.3663 |
|
| R2 |
1.3766 |
1.3766 |
1.3649 |
|
| R1 |
1.3693 |
1.3693 |
1.3635 |
1.3730 |
| PP |
1.3612 |
1.3612 |
1.3612 |
1.3630 |
| S1 |
1.3539 |
1.3539 |
1.3607 |
1.3576 |
| S2 |
1.3458 |
1.3458 |
1.3593 |
|
| S3 |
1.3304 |
1.3385 |
1.3579 |
|
| S4 |
1.3150 |
1.3231 |
1.3536 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4311 |
1.4207 |
1.3754 |
|
| R3 |
1.4070 |
1.3966 |
1.3687 |
|
| R2 |
1.3829 |
1.3829 |
1.3665 |
|
| R1 |
1.3725 |
1.3725 |
1.3643 |
1.3777 |
| PP |
1.3588 |
1.3588 |
1.3588 |
1.3614 |
| S1 |
1.3484 |
1.3484 |
1.3599 |
1.3536 |
| S2 |
1.3347 |
1.3347 |
1.3577 |
|
| S3 |
1.3106 |
1.3243 |
1.3555 |
|
| S4 |
1.2865 |
1.3002 |
1.3488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3692 |
1.3451 |
0.0241 |
1.8% |
0.0135 |
1.0% |
71% |
False |
False |
331,835 |
| 10 |
1.3789 |
1.3442 |
0.0347 |
2.5% |
0.0158 |
1.2% |
52% |
False |
False |
332,900 |
| 20 |
1.4026 |
1.3442 |
0.0584 |
4.3% |
0.0150 |
1.1% |
31% |
False |
False |
337,514 |
| 40 |
1.4577 |
1.3442 |
0.1135 |
8.3% |
0.0143 |
1.1% |
16% |
False |
False |
295,172 |
| 60 |
1.5137 |
1.3442 |
0.1695 |
12.4% |
0.0139 |
1.0% |
11% |
False |
False |
237,466 |
| 80 |
1.5137 |
1.3442 |
0.1695 |
12.4% |
0.0139 |
1.0% |
11% |
False |
False |
178,407 |
| 100 |
1.5137 |
1.3442 |
0.1695 |
12.4% |
0.0133 |
1.0% |
11% |
False |
False |
142,774 |
| 120 |
1.5137 |
1.3442 |
0.1695 |
12.4% |
0.0126 |
0.9% |
11% |
False |
False |
118,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4339 |
|
2.618 |
1.4087 |
|
1.618 |
1.3933 |
|
1.000 |
1.3838 |
|
0.618 |
1.3779 |
|
HIGH |
1.3684 |
|
0.618 |
1.3625 |
|
0.500 |
1.3607 |
|
0.382 |
1.3589 |
|
LOW |
1.3530 |
|
0.618 |
1.3435 |
|
1.000 |
1.3376 |
|
1.618 |
1.3281 |
|
2.618 |
1.3127 |
|
4.250 |
1.2876 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3616 |
1.3603 |
| PP |
1.3612 |
1.3585 |
| S1 |
1.3607 |
1.3568 |
|