CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4409 |
1.4297 |
-0.0112 |
-0.8% |
1.4304 |
| High |
1.4443 |
1.4434 |
-0.0009 |
-0.1% |
1.4476 |
| Low |
1.4300 |
1.4263 |
-0.0037 |
-0.3% |
1.4255 |
| Close |
1.4320 |
1.4410 |
0.0090 |
0.6% |
1.4410 |
| Range |
0.0143 |
0.0171 |
0.0028 |
19.6% |
0.0221 |
| ATR |
0.0119 |
0.0123 |
0.0004 |
3.1% |
0.0000 |
| Volume |
529 |
188 |
-341 |
-64.5% |
1,399 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4882 |
1.4817 |
1.4504 |
|
| R3 |
1.4711 |
1.4646 |
1.4457 |
|
| R2 |
1.4540 |
1.4540 |
1.4441 |
|
| R1 |
1.4475 |
1.4475 |
1.4426 |
1.4508 |
| PP |
1.4369 |
1.4369 |
1.4369 |
1.4385 |
| S1 |
1.4304 |
1.4304 |
1.4394 |
1.4337 |
| S2 |
1.4198 |
1.4198 |
1.4379 |
|
| S3 |
1.4027 |
1.4133 |
1.4363 |
|
| S4 |
1.3856 |
1.3962 |
1.4316 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5043 |
1.4948 |
1.4532 |
|
| R3 |
1.4822 |
1.4727 |
1.4471 |
|
| R2 |
1.4601 |
1.4601 |
1.4451 |
|
| R1 |
1.4506 |
1.4506 |
1.4430 |
1.4554 |
| PP |
1.4380 |
1.4380 |
1.4380 |
1.4404 |
| S1 |
1.4285 |
1.4285 |
1.4390 |
1.4333 |
| S2 |
1.4159 |
1.4159 |
1.4369 |
|
| S3 |
1.3938 |
1.4064 |
1.4349 |
|
| S4 |
1.3717 |
1.3843 |
1.4288 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5161 |
|
2.618 |
1.4882 |
|
1.618 |
1.4711 |
|
1.000 |
1.4605 |
|
0.618 |
1.4540 |
|
HIGH |
1.4434 |
|
0.618 |
1.4369 |
|
0.500 |
1.4349 |
|
0.382 |
1.4328 |
|
LOW |
1.4263 |
|
0.618 |
1.4157 |
|
1.000 |
1.4092 |
|
1.618 |
1.3986 |
|
2.618 |
1.3815 |
|
4.250 |
1.3536 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4390 |
1.4391 |
| PP |
1.4369 |
1.4372 |
| S1 |
1.4349 |
1.4353 |
|