CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4367 |
1.4269 |
-0.0098 |
-0.7% |
1.4408 |
| High |
1.4402 |
1.4277 |
-0.0125 |
-0.9% |
1.4569 |
| Low |
1.4248 |
1.4073 |
-0.0175 |
-1.2% |
1.4337 |
| Close |
1.4286 |
1.4101 |
-0.0185 |
-1.3% |
1.4350 |
| Range |
0.0154 |
0.0204 |
0.0050 |
32.5% |
0.0232 |
| ATR |
0.0124 |
0.0130 |
0.0006 |
5.1% |
0.0000 |
| Volume |
279 |
313 |
34 |
12.2% |
1,520 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4762 |
1.4636 |
1.4213 |
|
| R3 |
1.4558 |
1.4432 |
1.4157 |
|
| R2 |
1.4354 |
1.4354 |
1.4138 |
|
| R1 |
1.4228 |
1.4228 |
1.4120 |
1.4189 |
| PP |
1.4150 |
1.4150 |
1.4150 |
1.4131 |
| S1 |
1.4024 |
1.4024 |
1.4082 |
1.3985 |
| S2 |
1.3946 |
1.3946 |
1.4064 |
|
| S3 |
1.3742 |
1.3820 |
1.4045 |
|
| S4 |
1.3538 |
1.3616 |
1.3989 |
|
|
| 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 |
1.5144 |
|
2.618 |
1.4811 |
|
1.618 |
1.4607 |
|
1.000 |
1.4481 |
|
0.618 |
1.4403 |
|
HIGH |
1.4277 |
|
0.618 |
1.4199 |
|
0.500 |
1.4175 |
|
0.382 |
1.4151 |
|
LOW |
1.4073 |
|
0.618 |
1.3947 |
|
1.000 |
1.3869 |
|
1.618 |
1.3743 |
|
2.618 |
1.3539 |
|
4.250 |
1.3206 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4175 |
1.4286 |
| PP |
1.4150 |
1.4224 |
| S1 |
1.4126 |
1.4163 |
|