CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3613 |
1.3771 |
0.0158 |
1.2% |
1.3628 |
| High |
1.3775 |
1.3784 |
0.0009 |
0.1% |
1.3834 |
| Low |
1.3576 |
1.3583 |
0.0007 |
0.1% |
1.3535 |
| Close |
1.3753 |
1.3613 |
-0.0140 |
-1.0% |
1.3614 |
| Range |
0.0199 |
0.0201 |
0.0002 |
1.0% |
0.0299 |
| ATR |
0.0137 |
0.0142 |
0.0005 |
3.3% |
0.0000 |
| Volume |
2,066 |
2,558 |
492 |
23.8% |
5,416 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4263 |
1.4139 |
1.3724 |
|
| R3 |
1.4062 |
1.3938 |
1.3668 |
|
| R2 |
1.3861 |
1.3861 |
1.3650 |
|
| R1 |
1.3737 |
1.3737 |
1.3631 |
1.3699 |
| PP |
1.3660 |
1.3660 |
1.3660 |
1.3641 |
| S1 |
1.3536 |
1.3536 |
1.3595 |
1.3498 |
| S2 |
1.3459 |
1.3459 |
1.3576 |
|
| S3 |
1.3258 |
1.3335 |
1.3558 |
|
| S4 |
1.3057 |
1.3134 |
1.3502 |
|
|
| 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 |
1.4638 |
|
2.618 |
1.4310 |
|
1.618 |
1.4109 |
|
1.000 |
1.3985 |
|
0.618 |
1.3908 |
|
HIGH |
1.3784 |
|
0.618 |
1.3707 |
|
0.500 |
1.3684 |
|
0.382 |
1.3660 |
|
LOW |
1.3583 |
|
0.618 |
1.3459 |
|
1.000 |
1.3382 |
|
1.618 |
1.3258 |
|
2.618 |
1.3057 |
|
4.250 |
1.2729 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3684 |
1.3660 |
| PP |
1.3660 |
1.3644 |
| S1 |
1.3637 |
1.3629 |
|