CME Euro FX (E) Future June 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.3727 |
1.3628 |
-0.0099 |
-0.7% |
1.3861 |
High |
1.3740 |
1.3709 |
-0.0031 |
-0.2% |
1.4017 |
Low |
1.3585 |
1.3621 |
0.0036 |
0.3% |
1.3585 |
Close |
1.3632 |
1.3668 |
0.0036 |
0.3% |
1.3632 |
Range |
0.0155 |
0.0088 |
-0.0067 |
-43.2% |
0.0432 |
ATR |
0.0122 |
0.0120 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
1,035 |
1,346 |
311 |
30.0% |
2,721 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3930 |
1.3887 |
1.3716 |
|
R3 |
1.3842 |
1.3799 |
1.3692 |
|
R2 |
1.3754 |
1.3754 |
1.3684 |
|
R1 |
1.3711 |
1.3711 |
1.3676 |
1.3733 |
PP |
1.3666 |
1.3666 |
1.3666 |
1.3677 |
S1 |
1.3623 |
1.3623 |
1.3660 |
1.3645 |
S2 |
1.3578 |
1.3578 |
1.3652 |
|
S3 |
1.3490 |
1.3535 |
1.3644 |
|
S4 |
1.3402 |
1.3447 |
1.3620 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5041 |
1.4768 |
1.3870 |
|
R3 |
1.4609 |
1.4336 |
1.3751 |
|
R2 |
1.4177 |
1.4177 |
1.3711 |
|
R1 |
1.3904 |
1.3904 |
1.3672 |
1.3825 |
PP |
1.3745 |
1.3745 |
1.3745 |
1.3705 |
S1 |
1.3472 |
1.3472 |
1.3592 |
1.3393 |
S2 |
1.3313 |
1.3313 |
1.3553 |
|
S3 |
1.2881 |
1.3040 |
1.3513 |
|
S4 |
1.2449 |
1.2608 |
1.3394 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4083 |
2.618 |
1.3939 |
1.618 |
1.3851 |
1.000 |
1.3797 |
0.618 |
1.3763 |
HIGH |
1.3709 |
0.618 |
1.3675 |
0.500 |
1.3665 |
0.382 |
1.3655 |
LOW |
1.3621 |
0.618 |
1.3567 |
1.000 |
1.3533 |
1.618 |
1.3479 |
2.618 |
1.3391 |
4.250 |
1.3247 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3667 |
1.3739 |
PP |
1.3666 |
1.3715 |
S1 |
1.3665 |
1.3692 |
|