CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4535 |
1.4499 |
-0.0036 |
-0.2% |
1.4408 |
| High |
1.4545 |
1.4499 |
-0.0046 |
-0.3% |
1.4569 |
| Low |
1.4444 |
1.4337 |
-0.0107 |
-0.7% |
1.4337 |
| Close |
1.4497 |
1.4350 |
-0.0147 |
-1.0% |
1.4350 |
| Range |
0.0101 |
0.0162 |
0.0061 |
60.4% |
0.0232 |
| ATR |
0.0119 |
0.0122 |
0.0003 |
2.6% |
0.0000 |
| Volume |
289 |
192 |
-97 |
-33.6% |
1,520 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4881 |
1.4778 |
1.4439 |
|
| R3 |
1.4719 |
1.4616 |
1.4395 |
|
| R2 |
1.4557 |
1.4557 |
1.4380 |
|
| R1 |
1.4454 |
1.4454 |
1.4365 |
1.4425 |
| PP |
1.4395 |
1.4395 |
1.4395 |
1.4381 |
| S1 |
1.4292 |
1.4292 |
1.4335 |
1.4263 |
| S2 |
1.4233 |
1.4233 |
1.4320 |
|
| S3 |
1.4071 |
1.4130 |
1.4305 |
|
| S4 |
1.3909 |
1.3968 |
1.4261 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5115 |
1.4964 |
1.4478 |
|
| R3 |
1.4883 |
1.4732 |
1.4414 |
|
| R2 |
1.4651 |
1.4651 |
1.4393 |
|
| R1 |
1.4500 |
1.4500 |
1.4371 |
1.4460 |
| PP |
1.4419 |
1.4419 |
1.4419 |
1.4398 |
| S1 |
1.4268 |
1.4268 |
1.4329 |
1.4228 |
| S2 |
1.4187 |
1.4187 |
1.4307 |
|
| S3 |
1.3955 |
1.4036 |
1.4286 |
|
| S4 |
1.3723 |
1.3804 |
1.4222 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5188 |
|
2.618 |
1.4923 |
|
1.618 |
1.4761 |
|
1.000 |
1.4661 |
|
0.618 |
1.4599 |
|
HIGH |
1.4499 |
|
0.618 |
1.4437 |
|
0.500 |
1.4418 |
|
0.382 |
1.4399 |
|
LOW |
1.4337 |
|
0.618 |
1.4237 |
|
1.000 |
1.4175 |
|
1.618 |
1.4075 |
|
2.618 |
1.3913 |
|
4.250 |
1.3649 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4418 |
1.4453 |
| PP |
1.4395 |
1.4419 |
| S1 |
1.4373 |
1.4384 |
|