CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4062 |
1.4143 |
0.0081 |
0.6% |
1.4367 |
| High |
1.4175 |
1.4180 |
0.0005 |
0.0% |
1.4402 |
| Low |
1.4062 |
1.4128 |
0.0066 |
0.5% |
1.4022 |
| Close |
1.4130 |
1.4145 |
0.0015 |
0.1% |
1.4130 |
| Range |
0.0113 |
0.0052 |
-0.0061 |
-54.0% |
0.0380 |
| ATR |
0.0128 |
0.0123 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
509 |
611 |
102 |
20.0% |
1,633 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4307 |
1.4278 |
1.4174 |
|
| R3 |
1.4255 |
1.4226 |
1.4159 |
|
| R2 |
1.4203 |
1.4203 |
1.4155 |
|
| R1 |
1.4174 |
1.4174 |
1.4150 |
1.4189 |
| PP |
1.4151 |
1.4151 |
1.4151 |
1.4158 |
| S1 |
1.4122 |
1.4122 |
1.4140 |
1.4137 |
| S2 |
1.4099 |
1.4099 |
1.4135 |
|
| S3 |
1.4047 |
1.4070 |
1.4131 |
|
| S4 |
1.3995 |
1.4018 |
1.4116 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5325 |
1.5107 |
1.4339 |
|
| R3 |
1.4945 |
1.4727 |
1.4235 |
|
| R2 |
1.4565 |
1.4565 |
1.4200 |
|
| R1 |
1.4347 |
1.4347 |
1.4165 |
1.4266 |
| PP |
1.4185 |
1.4185 |
1.4185 |
1.4144 |
| S1 |
1.3967 |
1.3967 |
1.4095 |
1.3886 |
| S2 |
1.3805 |
1.3805 |
1.4060 |
|
| S3 |
1.3425 |
1.3587 |
1.4026 |
|
| S4 |
1.3045 |
1.3207 |
1.3921 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4401 |
|
2.618 |
1.4316 |
|
1.618 |
1.4264 |
|
1.000 |
1.4232 |
|
0.618 |
1.4212 |
|
HIGH |
1.4180 |
|
0.618 |
1.4160 |
|
0.500 |
1.4154 |
|
0.382 |
1.4148 |
|
LOW |
1.4128 |
|
0.618 |
1.4096 |
|
1.000 |
1.4076 |
|
1.618 |
1.4044 |
|
2.618 |
1.3992 |
|
4.250 |
1.3907 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4154 |
1.4130 |
| PP |
1.4151 |
1.4116 |
| S1 |
1.4148 |
1.4101 |
|