CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3947 |
1.3861 |
-0.0086 |
-0.6% |
1.4143 |
| High |
1.3978 |
1.3926 |
-0.0052 |
-0.4% |
1.4180 |
| Low |
1.3856 |
1.3849 |
-0.0007 |
-0.1% |
1.3856 |
| Close |
1.3861 |
1.3916 |
0.0055 |
0.4% |
1.3861 |
| Range |
0.0122 |
0.0077 |
-0.0045 |
-36.9% |
0.0324 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
616 |
517 |
-99 |
-16.1% |
2,397 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4128 |
1.4099 |
1.3958 |
|
| R3 |
1.4051 |
1.4022 |
1.3937 |
|
| R2 |
1.3974 |
1.3974 |
1.3930 |
|
| R1 |
1.3945 |
1.3945 |
1.3923 |
1.3960 |
| PP |
1.3897 |
1.3897 |
1.3897 |
1.3904 |
| S1 |
1.3868 |
1.3868 |
1.3909 |
1.3883 |
| S2 |
1.3820 |
1.3820 |
1.3902 |
|
| S3 |
1.3743 |
1.3791 |
1.3895 |
|
| S4 |
1.3666 |
1.3714 |
1.3874 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4938 |
1.4723 |
1.4039 |
|
| R3 |
1.4614 |
1.4399 |
1.3950 |
|
| R2 |
1.4290 |
1.4290 |
1.3920 |
|
| R1 |
1.4075 |
1.4075 |
1.3891 |
1.4021 |
| PP |
1.3966 |
1.3966 |
1.3966 |
1.3938 |
| S1 |
1.3751 |
1.3751 |
1.3831 |
1.3697 |
| S2 |
1.3642 |
1.3642 |
1.3802 |
|
| S3 |
1.3318 |
1.3427 |
1.3772 |
|
| S4 |
1.2994 |
1.3103 |
1.3683 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4253 |
|
2.618 |
1.4128 |
|
1.618 |
1.4051 |
|
1.000 |
1.4003 |
|
0.618 |
1.3974 |
|
HIGH |
1.3926 |
|
0.618 |
1.3897 |
|
0.500 |
1.3888 |
|
0.382 |
1.3878 |
|
LOW |
1.3849 |
|
0.618 |
1.3801 |
|
1.000 |
1.3772 |
|
1.618 |
1.3724 |
|
2.618 |
1.3647 |
|
4.250 |
1.3522 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3907 |
1.3940 |
| PP |
1.3897 |
1.3932 |
| S1 |
1.3888 |
1.3924 |
|