CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4346 |
1.4409 |
0.0063 |
0.4% |
1.4375 |
| High |
1.4428 |
1.4443 |
0.0015 |
0.1% |
1.4453 |
| Low |
1.4280 |
1.4300 |
0.0020 |
0.1% |
1.4272 |
| Close |
1.4404 |
1.4320 |
-0.0084 |
-0.6% |
1.4330 |
| Range |
0.0148 |
0.0143 |
-0.0005 |
-3.4% |
0.0181 |
| ATR |
0.0118 |
0.0119 |
0.0002 |
1.5% |
0.0000 |
| Volume |
252 |
529 |
277 |
109.9% |
455 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4783 |
1.4695 |
1.4399 |
|
| R3 |
1.4640 |
1.4552 |
1.4359 |
|
| R2 |
1.4497 |
1.4497 |
1.4346 |
|
| R1 |
1.4409 |
1.4409 |
1.4333 |
1.4382 |
| PP |
1.4354 |
1.4354 |
1.4354 |
1.4341 |
| S1 |
1.4266 |
1.4266 |
1.4307 |
1.4239 |
| S2 |
1.4211 |
1.4211 |
1.4294 |
|
| S3 |
1.4068 |
1.4123 |
1.4281 |
|
| S4 |
1.3925 |
1.3980 |
1.4241 |
|
|
| 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 |
1.5051 |
|
2.618 |
1.4817 |
|
1.618 |
1.4674 |
|
1.000 |
1.4586 |
|
0.618 |
1.4531 |
|
HIGH |
1.4443 |
|
0.618 |
1.4388 |
|
0.500 |
1.4372 |
|
0.382 |
1.4355 |
|
LOW |
1.4300 |
|
0.618 |
1.4212 |
|
1.000 |
1.4157 |
|
1.618 |
1.4069 |
|
2.618 |
1.3926 |
|
4.250 |
1.3692 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4372 |
1.4378 |
| PP |
1.4354 |
1.4359 |
| S1 |
1.4337 |
1.4339 |
|