CME Euro FX (E) Future June 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.3736 |
1.3688 |
-0.0048 |
-0.3% |
1.3628 |
High |
1.3790 |
1.3689 |
-0.0101 |
-0.7% |
1.3834 |
Low |
1.3591 |
1.3535 |
-0.0056 |
-0.4% |
1.3535 |
Close |
1.3684 |
1.3614 |
-0.0070 |
-0.5% |
1.3614 |
Range |
0.0199 |
0.0154 |
-0.0045 |
-22.6% |
0.0299 |
ATR |
0.0131 |
0.0132 |
0.0002 |
1.3% |
0.0000 |
Volume |
926 |
1,322 |
396 |
42.8% |
5,416 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4075 |
1.3998 |
1.3699 |
|
R3 |
1.3921 |
1.3844 |
1.3656 |
|
R2 |
1.3767 |
1.3767 |
1.3642 |
|
R1 |
1.3690 |
1.3690 |
1.3628 |
1.3652 |
PP |
1.3613 |
1.3613 |
1.3613 |
1.3593 |
S1 |
1.3536 |
1.3536 |
1.3600 |
1.3498 |
S2 |
1.3459 |
1.3459 |
1.3586 |
|
S3 |
1.3305 |
1.3382 |
1.3572 |
|
S4 |
1.3151 |
1.3228 |
1.3529 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4558 |
1.4385 |
1.3778 |
|
R3 |
1.4259 |
1.4086 |
1.3696 |
|
R2 |
1.3960 |
1.3960 |
1.3669 |
|
R1 |
1.3787 |
1.3787 |
1.3641 |
1.3724 |
PP |
1.3661 |
1.3661 |
1.3661 |
1.3630 |
S1 |
1.3488 |
1.3488 |
1.3587 |
1.3425 |
S2 |
1.3362 |
1.3362 |
1.3559 |
|
S3 |
1.3063 |
1.3189 |
1.3532 |
|
S4 |
1.2764 |
1.2890 |
1.3450 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4344 |
2.618 |
1.4092 |
1.618 |
1.3938 |
1.000 |
1.3843 |
0.618 |
1.3784 |
HIGH |
1.3689 |
0.618 |
1.3630 |
0.500 |
1.3612 |
0.382 |
1.3594 |
LOW |
1.3535 |
0.618 |
1.3440 |
1.000 |
1.3381 |
1.618 |
1.3286 |
2.618 |
1.3132 |
4.250 |
1.2881 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3613 |
1.3672 |
PP |
1.3613 |
1.3653 |
S1 |
1.3612 |
1.3633 |
|