CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3965 |
1.3892 |
-0.0073 |
-0.5% |
1.4143 |
| High |
1.4017 |
1.3892 |
-0.0125 |
-0.9% |
1.4180 |
| Low |
1.3881 |
1.3720 |
-0.0161 |
-1.2% |
1.3856 |
| Close |
1.3898 |
1.3739 |
-0.0159 |
-1.1% |
1.3861 |
| Range |
0.0136 |
0.0172 |
0.0036 |
26.5% |
0.0324 |
| ATR |
0.0115 |
0.0120 |
0.0004 |
3.9% |
0.0000 |
| Volume |
331 |
592 |
261 |
78.9% |
2,397 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4300 |
1.4191 |
1.3834 |
|
| R3 |
1.4128 |
1.4019 |
1.3786 |
|
| R2 |
1.3956 |
1.3956 |
1.3771 |
|
| R1 |
1.3847 |
1.3847 |
1.3755 |
1.3816 |
| PP |
1.3784 |
1.3784 |
1.3784 |
1.3768 |
| S1 |
1.3675 |
1.3675 |
1.3723 |
1.3644 |
| S2 |
1.3612 |
1.3612 |
1.3707 |
|
| S3 |
1.3440 |
1.3503 |
1.3692 |
|
| S4 |
1.3268 |
1.3331 |
1.3644 |
|
|
| 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 |
1.4623 |
|
2.618 |
1.4342 |
|
1.618 |
1.4170 |
|
1.000 |
1.4064 |
|
0.618 |
1.3998 |
|
HIGH |
1.3892 |
|
0.618 |
1.3826 |
|
0.500 |
1.3806 |
|
0.382 |
1.3786 |
|
LOW |
1.3720 |
|
0.618 |
1.3614 |
|
1.000 |
1.3548 |
|
1.618 |
1.3442 |
|
2.618 |
1.3270 |
|
4.250 |
1.2989 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3806 |
1.3869 |
| PP |
1.3784 |
1.3825 |
| S1 |
1.3761 |
1.3782 |
|