CME Euro FX (E) Future June 2010
Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.3515 |
1.3539 |
0.0024 |
0.2% |
1.3613 |
High |
1.3624 |
1.3569 |
-0.0055 |
-0.4% |
1.3784 |
Low |
1.3502 |
1.3450 |
-0.0052 |
-0.4% |
1.3441 |
Close |
1.3523 |
1.3542 |
0.0019 |
0.1% |
1.3593 |
Range |
0.0122 |
0.0119 |
-0.0003 |
-2.5% |
0.0343 |
ATR |
0.0143 |
0.0141 |
-0.0002 |
-1.2% |
0.0000 |
Volume |
4,302 |
2,901 |
-1,401 |
-32.6% |
9,554 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3877 |
1.3829 |
1.3607 |
|
R3 |
1.3758 |
1.3710 |
1.3575 |
|
R2 |
1.3639 |
1.3639 |
1.3564 |
|
R1 |
1.3591 |
1.3591 |
1.3553 |
1.3615 |
PP |
1.3520 |
1.3520 |
1.3520 |
1.3533 |
S1 |
1.3472 |
1.3472 |
1.3531 |
1.3496 |
S2 |
1.3401 |
1.3401 |
1.3520 |
|
S3 |
1.3282 |
1.3353 |
1.3509 |
|
S4 |
1.3163 |
1.3234 |
1.3477 |
|
|
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 |
1.4075 |
2.618 |
1.3881 |
1.618 |
1.3762 |
1.000 |
1.3688 |
0.618 |
1.3643 |
HIGH |
1.3569 |
0.618 |
1.3524 |
0.500 |
1.3510 |
0.382 |
1.3495 |
LOW |
1.3450 |
0.618 |
1.3376 |
1.000 |
1.3331 |
1.618 |
1.3257 |
2.618 |
1.3138 |
4.250 |
1.2944 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3531 |
1.3569 |
PP |
1.3520 |
1.3560 |
S1 |
1.3510 |
1.3551 |
|