CME Euro FX (E) Future June 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.3656 |
1.3779 |
0.0123 |
0.9% |
1.3861 |
High |
1.3834 |
1.3809 |
-0.0025 |
-0.2% |
1.4017 |
Low |
1.3647 |
1.3675 |
0.0028 |
0.2% |
1.3585 |
Close |
1.3770 |
1.3732 |
-0.0038 |
-0.3% |
1.3632 |
Range |
0.0187 |
0.0134 |
-0.0053 |
-28.3% |
0.0432 |
ATR |
0.0125 |
0.0125 |
0.0001 |
0.5% |
0.0000 |
Volume |
685 |
1,137 |
452 |
66.0% |
2,721 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4141 |
1.4070 |
1.3806 |
|
R3 |
1.4007 |
1.3936 |
1.3769 |
|
R2 |
1.3873 |
1.3873 |
1.3757 |
|
R1 |
1.3802 |
1.3802 |
1.3744 |
1.3771 |
PP |
1.3739 |
1.3739 |
1.3739 |
1.3723 |
S1 |
1.3668 |
1.3668 |
1.3720 |
1.3637 |
S2 |
1.3605 |
1.3605 |
1.3707 |
|
S3 |
1.3471 |
1.3534 |
1.3695 |
|
S4 |
1.3337 |
1.3400 |
1.3658 |
|
|
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 |
1.4379 |
2.618 |
1.4160 |
1.618 |
1.4026 |
1.000 |
1.3943 |
0.618 |
1.3892 |
HIGH |
1.3809 |
0.618 |
1.3758 |
0.500 |
1.3742 |
0.382 |
1.3726 |
LOW |
1.3675 |
0.618 |
1.3592 |
1.000 |
1.3541 |
1.618 |
1.3458 |
2.618 |
1.3324 |
4.250 |
1.3106 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3742 |
1.3731 |
PP |
1.3739 |
1.3729 |
S1 |
1.3735 |
1.3728 |
|