CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3539 |
1.3542 |
0.0003 |
0.0% |
1.3611 |
| High |
1.3569 |
1.3683 |
0.0114 |
0.8% |
1.3688 |
| Low |
1.3450 |
1.3529 |
0.0079 |
0.6% |
1.3450 |
| Close |
1.3542 |
1.3619 |
0.0077 |
0.6% |
1.3619 |
| Range |
0.0119 |
0.0154 |
0.0035 |
29.4% |
0.0238 |
| ATR |
0.0141 |
0.0142 |
0.0001 |
0.7% |
0.0000 |
| Volume |
2,901 |
6,313 |
3,412 |
117.6% |
17,629 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4072 |
1.4000 |
1.3704 |
|
| R3 |
1.3918 |
1.3846 |
1.3661 |
|
| R2 |
1.3764 |
1.3764 |
1.3647 |
|
| R1 |
1.3692 |
1.3692 |
1.3633 |
1.3728 |
| PP |
1.3610 |
1.3610 |
1.3610 |
1.3629 |
| S1 |
1.3538 |
1.3538 |
1.3605 |
1.3574 |
| S2 |
1.3456 |
1.3456 |
1.3591 |
|
| S3 |
1.3302 |
1.3384 |
1.3577 |
|
| S4 |
1.3148 |
1.3230 |
1.3534 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4300 |
1.4197 |
1.3750 |
|
| R3 |
1.4062 |
1.3959 |
1.3684 |
|
| R2 |
1.3824 |
1.3824 |
1.3663 |
|
| R1 |
1.3721 |
1.3721 |
1.3641 |
1.3773 |
| PP |
1.3586 |
1.3586 |
1.3586 |
1.3611 |
| S1 |
1.3483 |
1.3483 |
1.3597 |
1.3535 |
| S2 |
1.3348 |
1.3348 |
1.3575 |
|
| S3 |
1.3110 |
1.3245 |
1.3554 |
|
| S4 |
1.2872 |
1.3007 |
1.3488 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4338 |
|
2.618 |
1.4086 |
|
1.618 |
1.3932 |
|
1.000 |
1.3837 |
|
0.618 |
1.3778 |
|
HIGH |
1.3683 |
|
0.618 |
1.3624 |
|
0.500 |
1.3606 |
|
0.382 |
1.3588 |
|
LOW |
1.3529 |
|
0.618 |
1.3434 |
|
1.000 |
1.3375 |
|
1.618 |
1.3280 |
|
2.618 |
1.3126 |
|
4.250 |
1.2875 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3615 |
1.3602 |
| PP |
1.3610 |
1.3584 |
| S1 |
1.3606 |
1.3567 |
|