CME Euro FX (E) Future June 2010
Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.3501 |
1.3611 |
0.0110 |
0.8% |
1.3613 |
High |
1.3615 |
1.3652 |
0.0037 |
0.3% |
1.3784 |
Low |
1.3441 |
1.3571 |
0.0130 |
1.0% |
1.3441 |
Close |
1.3593 |
1.3605 |
0.0012 |
0.1% |
1.3593 |
Range |
0.0174 |
0.0081 |
-0.0093 |
-53.4% |
0.0343 |
ATR |
0.0145 |
0.0140 |
-0.0005 |
-3.2% |
0.0000 |
Volume |
2,996 |
2,269 |
-727 |
-24.3% |
9,554 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3852 |
1.3810 |
1.3650 |
|
R3 |
1.3771 |
1.3729 |
1.3627 |
|
R2 |
1.3690 |
1.3690 |
1.3620 |
|
R1 |
1.3648 |
1.3648 |
1.3612 |
1.3629 |
PP |
1.3609 |
1.3609 |
1.3609 |
1.3600 |
S1 |
1.3567 |
1.3567 |
1.3598 |
1.3548 |
S2 |
1.3528 |
1.3528 |
1.3590 |
|
S3 |
1.3447 |
1.3486 |
1.3583 |
|
S4 |
1.3366 |
1.3405 |
1.3560 |
|
|
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 |
1.3996 |
2.618 |
1.3864 |
1.618 |
1.3783 |
1.000 |
1.3733 |
0.618 |
1.3702 |
HIGH |
1.3652 |
0.618 |
1.3621 |
0.500 |
1.3612 |
0.382 |
1.3602 |
LOW |
1.3571 |
0.618 |
1.3521 |
1.000 |
1.3490 |
1.618 |
1.3440 |
2.618 |
1.3359 |
4.250 |
1.3227 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3612 |
1.3586 |
PP |
1.3609 |
1.3566 |
S1 |
1.3607 |
1.3547 |
|