CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4459 |
1.4535 |
0.0076 |
0.5% |
1.4304 |
| High |
1.4569 |
1.4545 |
-0.0024 |
-0.2% |
1.4476 |
| Low |
1.4457 |
1.4444 |
-0.0013 |
-0.1% |
1.4255 |
| Close |
1.4506 |
1.4497 |
-0.0009 |
-0.1% |
1.4410 |
| Range |
0.0112 |
0.0101 |
-0.0011 |
-9.8% |
0.0221 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
148 |
289 |
141 |
95.3% |
1,399 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4798 |
1.4749 |
1.4553 |
|
| R3 |
1.4697 |
1.4648 |
1.4525 |
|
| R2 |
1.4596 |
1.4596 |
1.4516 |
|
| R1 |
1.4547 |
1.4547 |
1.4506 |
1.4521 |
| PP |
1.4495 |
1.4495 |
1.4495 |
1.4483 |
| S1 |
1.4446 |
1.4446 |
1.4488 |
1.4420 |
| S2 |
1.4394 |
1.4394 |
1.4478 |
|
| S3 |
1.4293 |
1.4345 |
1.4469 |
|
| S4 |
1.4192 |
1.4244 |
1.4441 |
|
|
| 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 |
1.4974 |
|
2.618 |
1.4809 |
|
1.618 |
1.4708 |
|
1.000 |
1.4646 |
|
0.618 |
1.4607 |
|
HIGH |
1.4545 |
|
0.618 |
1.4506 |
|
0.500 |
1.4495 |
|
0.382 |
1.4483 |
|
LOW |
1.4444 |
|
0.618 |
1.4382 |
|
1.000 |
1.4343 |
|
1.618 |
1.4281 |
|
2.618 |
1.4180 |
|
4.250 |
1.4015 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4496 |
1.4507 |
| PP |
1.4495 |
1.4503 |
| S1 |
1.4495 |
1.4500 |
|