CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3599 |
1.3501 |
-0.0098 |
-0.7% |
1.3613 |
| High |
1.3650 |
1.3615 |
-0.0035 |
-0.3% |
1.3784 |
| Low |
1.3494 |
1.3441 |
-0.0053 |
-0.4% |
1.3441 |
| Close |
1.3614 |
1.3593 |
-0.0021 |
-0.2% |
1.3593 |
| Range |
0.0156 |
0.0174 |
0.0018 |
11.5% |
0.0343 |
| ATR |
0.0143 |
0.0145 |
0.0002 |
1.6% |
0.0000 |
| Volume |
1,934 |
2,996 |
1,062 |
54.9% |
9,554 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4072 |
1.4006 |
1.3689 |
|
| R3 |
1.3898 |
1.3832 |
1.3641 |
|
| R2 |
1.3724 |
1.3724 |
1.3625 |
|
| R1 |
1.3658 |
1.3658 |
1.3609 |
1.3691 |
| PP |
1.3550 |
1.3550 |
1.3550 |
1.3566 |
| S1 |
1.3484 |
1.3484 |
1.3577 |
1.3517 |
| S2 |
1.3376 |
1.3376 |
1.3561 |
|
| S3 |
1.3202 |
1.3310 |
1.3545 |
|
| S4 |
1.3028 |
1.3136 |
1.3497 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4635 |
1.4457 |
1.3782 |
|
| R3 |
1.4292 |
1.4114 |
1.3687 |
|
| R2 |
1.3949 |
1.3949 |
1.3656 |
|
| R1 |
1.3771 |
1.3771 |
1.3624 |
1.3689 |
| PP |
1.3606 |
1.3606 |
1.3606 |
1.3565 |
| S1 |
1.3428 |
1.3428 |
1.3562 |
1.3346 |
| S2 |
1.3263 |
1.3263 |
1.3530 |
|
| S3 |
1.2920 |
1.3085 |
1.3499 |
|
| S4 |
1.2577 |
1.2742 |
1.3404 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4355 |
|
2.618 |
1.4071 |
|
1.618 |
1.3897 |
|
1.000 |
1.3789 |
|
0.618 |
1.3723 |
|
HIGH |
1.3615 |
|
0.618 |
1.3549 |
|
0.500 |
1.3528 |
|
0.382 |
1.3507 |
|
LOW |
1.3441 |
|
0.618 |
1.3333 |
|
1.000 |
1.3267 |
|
1.618 |
1.3159 |
|
2.618 |
1.2985 |
|
4.250 |
1.2702 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3571 |
1.3613 |
| PP |
1.3550 |
1.3606 |
| S1 |
1.3528 |
1.3600 |
|