CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4499 |
1.4367 |
-0.0132 |
-0.9% |
1.4408 |
| High |
1.4499 |
1.4402 |
-0.0097 |
-0.7% |
1.4569 |
| Low |
1.4337 |
1.4248 |
-0.0089 |
-0.6% |
1.4337 |
| Close |
1.4350 |
1.4286 |
-0.0064 |
-0.4% |
1.4350 |
| Range |
0.0162 |
0.0154 |
-0.0008 |
-4.9% |
0.0232 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.9% |
0.0000 |
| Volume |
192 |
279 |
87 |
45.3% |
1,520 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4774 |
1.4684 |
1.4371 |
|
| R3 |
1.4620 |
1.4530 |
1.4328 |
|
| R2 |
1.4466 |
1.4466 |
1.4314 |
|
| R1 |
1.4376 |
1.4376 |
1.4300 |
1.4344 |
| PP |
1.4312 |
1.4312 |
1.4312 |
1.4296 |
| S1 |
1.4222 |
1.4222 |
1.4272 |
1.4190 |
| S2 |
1.4158 |
1.4158 |
1.4258 |
|
| S3 |
1.4004 |
1.4068 |
1.4244 |
|
| S4 |
1.3850 |
1.3914 |
1.4201 |
|
|
| 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 |
1.5057 |
|
2.618 |
1.4805 |
|
1.618 |
1.4651 |
|
1.000 |
1.4556 |
|
0.618 |
1.4497 |
|
HIGH |
1.4402 |
|
0.618 |
1.4343 |
|
0.500 |
1.4325 |
|
0.382 |
1.4307 |
|
LOW |
1.4248 |
|
0.618 |
1.4153 |
|
1.000 |
1.4094 |
|
1.618 |
1.3999 |
|
2.618 |
1.3845 |
|
4.250 |
1.3594 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4325 |
1.4397 |
| PP |
1.4312 |
1.4360 |
| S1 |
1.4299 |
1.4323 |
|