CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4359 |
1.4304 |
-0.0055 |
-0.4% |
1.4375 |
| High |
1.4433 |
1.4441 |
0.0008 |
0.1% |
1.4453 |
| Low |
1.4303 |
1.4255 |
-0.0048 |
-0.3% |
1.4272 |
| Close |
1.4330 |
1.4406 |
0.0076 |
0.5% |
1.4330 |
| Range |
0.0130 |
0.0186 |
0.0056 |
43.1% |
0.0181 |
| ATR |
0.0108 |
0.0114 |
0.0006 |
5.1% |
0.0000 |
| Volume |
145 |
134 |
-11 |
-7.6% |
455 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4925 |
1.4852 |
1.4508 |
|
| R3 |
1.4739 |
1.4666 |
1.4457 |
|
| R2 |
1.4553 |
1.4553 |
1.4440 |
|
| R1 |
1.4480 |
1.4480 |
1.4423 |
1.4517 |
| PP |
1.4367 |
1.4367 |
1.4367 |
1.4386 |
| S1 |
1.4294 |
1.4294 |
1.4389 |
1.4331 |
| S2 |
1.4181 |
1.4181 |
1.4372 |
|
| S3 |
1.3995 |
1.4108 |
1.4355 |
|
| S4 |
1.3809 |
1.3922 |
1.4304 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4895 |
1.4793 |
1.4430 |
|
| R3 |
1.4714 |
1.4612 |
1.4380 |
|
| R2 |
1.4533 |
1.4533 |
1.4363 |
|
| R1 |
1.4431 |
1.4431 |
1.4347 |
1.4392 |
| PP |
1.4352 |
1.4352 |
1.4352 |
1.4332 |
| S1 |
1.4250 |
1.4250 |
1.4313 |
1.4211 |
| S2 |
1.4171 |
1.4171 |
1.4297 |
|
| S3 |
1.3990 |
1.4069 |
1.4280 |
|
| S4 |
1.3809 |
1.3888 |
1.4230 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5232 |
|
2.618 |
1.4928 |
|
1.618 |
1.4742 |
|
1.000 |
1.4627 |
|
0.618 |
1.4556 |
|
HIGH |
1.4441 |
|
0.618 |
1.4370 |
|
0.500 |
1.4348 |
|
0.382 |
1.4326 |
|
LOW |
1.4255 |
|
0.618 |
1.4140 |
|
1.000 |
1.4069 |
|
1.618 |
1.3954 |
|
2.618 |
1.3768 |
|
4.250 |
1.3465 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4387 |
1.4387 |
| PP |
1.4367 |
1.4367 |
| S1 |
1.4348 |
1.4348 |
|