CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4304 |
1.4433 |
0.0129 |
0.9% |
1.4375 |
| High |
1.4441 |
1.4476 |
0.0035 |
0.2% |
1.4453 |
| Low |
1.4255 |
1.4341 |
0.0086 |
0.6% |
1.4272 |
| Close |
1.4406 |
1.4363 |
-0.0043 |
-0.3% |
1.4330 |
| Range |
0.0186 |
0.0135 |
-0.0051 |
-27.4% |
0.0181 |
| ATR |
0.0114 |
0.0115 |
0.0002 |
1.3% |
0.0000 |
| Volume |
134 |
296 |
162 |
120.9% |
455 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4798 |
1.4716 |
1.4437 |
|
| R3 |
1.4663 |
1.4581 |
1.4400 |
|
| R2 |
1.4528 |
1.4528 |
1.4388 |
|
| R1 |
1.4446 |
1.4446 |
1.4375 |
1.4420 |
| PP |
1.4393 |
1.4393 |
1.4393 |
1.4380 |
| S1 |
1.4311 |
1.4311 |
1.4351 |
1.4285 |
| S2 |
1.4258 |
1.4258 |
1.4338 |
|
| S3 |
1.4123 |
1.4176 |
1.4326 |
|
| S4 |
1.3988 |
1.4041 |
1.4289 |
|
|
| 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 |
1.5050 |
|
2.618 |
1.4829 |
|
1.618 |
1.4694 |
|
1.000 |
1.4611 |
|
0.618 |
1.4559 |
|
HIGH |
1.4476 |
|
0.618 |
1.4424 |
|
0.500 |
1.4409 |
|
0.382 |
1.4393 |
|
LOW |
1.4341 |
|
0.618 |
1.4258 |
|
1.000 |
1.4206 |
|
1.618 |
1.4123 |
|
2.618 |
1.3988 |
|
4.250 |
1.3767 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4409 |
1.4366 |
| PP |
1.4393 |
1.4365 |
| S1 |
1.4378 |
1.4364 |
|