CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3611 |
1.3596 |
-0.0015 |
-0.1% |
1.3613 |
| High |
1.3652 |
1.3688 |
0.0036 |
0.3% |
1.3784 |
| Low |
1.3571 |
1.3494 |
-0.0077 |
-0.6% |
1.3441 |
| Close |
1.3605 |
1.3520 |
-0.0085 |
-0.6% |
1.3593 |
| Range |
0.0081 |
0.0194 |
0.0113 |
139.5% |
0.0343 |
| ATR |
0.0140 |
0.0144 |
0.0004 |
2.7% |
0.0000 |
| Volume |
2,269 |
1,844 |
-425 |
-18.7% |
9,554 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4149 |
1.4029 |
1.3627 |
|
| R3 |
1.3955 |
1.3835 |
1.3573 |
|
| R2 |
1.3761 |
1.3761 |
1.3556 |
|
| R1 |
1.3641 |
1.3641 |
1.3538 |
1.3604 |
| PP |
1.3567 |
1.3567 |
1.3567 |
1.3549 |
| S1 |
1.3447 |
1.3447 |
1.3502 |
1.3410 |
| S2 |
1.3373 |
1.3373 |
1.3484 |
|
| S3 |
1.3179 |
1.3253 |
1.3467 |
|
| S4 |
1.2985 |
1.3059 |
1.3413 |
|
|
| 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 |
1.4513 |
|
2.618 |
1.4196 |
|
1.618 |
1.4002 |
|
1.000 |
1.3882 |
|
0.618 |
1.3808 |
|
HIGH |
1.3688 |
|
0.618 |
1.3614 |
|
0.500 |
1.3591 |
|
0.382 |
1.3568 |
|
LOW |
1.3494 |
|
0.618 |
1.3374 |
|
1.000 |
1.3300 |
|
1.618 |
1.3180 |
|
2.618 |
1.2986 |
|
4.250 |
1.2670 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3591 |
1.3565 |
| PP |
1.3567 |
1.3550 |
| S1 |
1.3544 |
1.3535 |
|