CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4143 |
1.4165 |
0.0022 |
0.2% |
1.4367 |
| High |
1.4180 |
1.4165 |
-0.0015 |
-0.1% |
1.4402 |
| Low |
1.4128 |
1.4038 |
-0.0090 |
-0.6% |
1.4022 |
| Close |
1.4145 |
1.4081 |
-0.0064 |
-0.5% |
1.4130 |
| Range |
0.0052 |
0.0127 |
0.0075 |
144.2% |
0.0380 |
| ATR |
0.0123 |
0.0123 |
0.0000 |
0.3% |
0.0000 |
| Volume |
611 |
210 |
-401 |
-65.6% |
1,633 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4476 |
1.4405 |
1.4151 |
|
| R3 |
1.4349 |
1.4278 |
1.4116 |
|
| R2 |
1.4222 |
1.4222 |
1.4104 |
|
| R1 |
1.4151 |
1.4151 |
1.4093 |
1.4123 |
| PP |
1.4095 |
1.4095 |
1.4095 |
1.4081 |
| S1 |
1.4024 |
1.4024 |
1.4069 |
1.3996 |
| S2 |
1.3968 |
1.3968 |
1.4058 |
|
| S3 |
1.3841 |
1.3897 |
1.4046 |
|
| S4 |
1.3714 |
1.3770 |
1.4011 |
|
|
| 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 |
1.4705 |
|
2.618 |
1.4497 |
|
1.618 |
1.4370 |
|
1.000 |
1.4292 |
|
0.618 |
1.4243 |
|
HIGH |
1.4165 |
|
0.618 |
1.4116 |
|
0.500 |
1.4102 |
|
0.382 |
1.4087 |
|
LOW |
1.4038 |
|
0.618 |
1.3960 |
|
1.000 |
1.3911 |
|
1.618 |
1.3833 |
|
2.618 |
1.3706 |
|
4.250 |
1.3498 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4102 |
1.4109 |
| PP |
1.4095 |
1.4100 |
| S1 |
1.4088 |
1.4090 |
|