CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3861 |
1.3910 |
0.0049 |
0.4% |
1.4143 |
| High |
1.3926 |
1.3968 |
0.0042 |
0.3% |
1.4180 |
| Low |
1.3849 |
1.3885 |
0.0036 |
0.3% |
1.3856 |
| Close |
1.3916 |
1.3959 |
0.0043 |
0.3% |
1.3861 |
| Range |
0.0077 |
0.0083 |
0.0006 |
7.8% |
0.0324 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
517 |
246 |
-271 |
-52.4% |
2,397 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4186 |
1.4156 |
1.4005 |
|
| R3 |
1.4103 |
1.4073 |
1.3982 |
|
| R2 |
1.4020 |
1.4020 |
1.3974 |
|
| R1 |
1.3990 |
1.3990 |
1.3967 |
1.4005 |
| PP |
1.3937 |
1.3937 |
1.3937 |
1.3945 |
| S1 |
1.3907 |
1.3907 |
1.3951 |
1.3922 |
| S2 |
1.3854 |
1.3854 |
1.3944 |
|
| S3 |
1.3771 |
1.3824 |
1.3936 |
|
| S4 |
1.3688 |
1.3741 |
1.3913 |
|
|
| 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 |
1.4321 |
|
2.618 |
1.4185 |
|
1.618 |
1.4102 |
|
1.000 |
1.4051 |
|
0.618 |
1.4019 |
|
HIGH |
1.3968 |
|
0.618 |
1.3936 |
|
0.500 |
1.3927 |
|
0.382 |
1.3917 |
|
LOW |
1.3885 |
|
0.618 |
1.3834 |
|
1.000 |
1.3802 |
|
1.618 |
1.3751 |
|
2.618 |
1.3668 |
|
4.250 |
1.3532 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3948 |
1.3944 |
| PP |
1.3937 |
1.3929 |
| S1 |
1.3927 |
1.3914 |
|