CME Euro FX (E) Future September 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.3740 |
1.3631 |
-0.0109 |
-0.8% |
1.3887 |
High |
1.3740 |
1.3631 |
-0.0109 |
-0.8% |
1.3940 |
Low |
1.3740 |
1.3631 |
-0.0109 |
-0.8% |
1.3650 |
Close |
1.3725 |
1.3678 |
-0.0047 |
-0.3% |
1.3624 |
Range |
|
|
|
|
|
ATR |
0.0063 |
0.0066 |
0.0002 |
3.4% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
52 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3647 |
1.3662 |
1.3678 |
|
R3 |
1.3647 |
1.3662 |
1.3678 |
|
R2 |
1.3647 |
1.3647 |
1.3678 |
|
R1 |
1.3662 |
1.3662 |
1.3678 |
1.3655 |
PP |
1.3647 |
1.3647 |
1.3647 |
1.3643 |
S1 |
1.3662 |
1.3662 |
1.3678 |
1.3655 |
S2 |
1.3647 |
1.3647 |
1.3678 |
|
S3 |
1.3647 |
1.3662 |
1.3678 |
|
S4 |
1.3647 |
1.3662 |
1.3678 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4608 |
1.4406 |
1.3784 |
|
R3 |
1.4318 |
1.4116 |
1.3704 |
|
R2 |
1.4028 |
1.4028 |
1.3677 |
|
R1 |
1.3826 |
1.3826 |
1.3651 |
1.3782 |
PP |
1.3738 |
1.3738 |
1.3738 |
1.3716 |
S1 |
1.3536 |
1.3536 |
1.3597 |
1.3492 |
S2 |
1.3448 |
1.3448 |
1.3571 |
|
S3 |
1.3158 |
1.3246 |
1.3544 |
|
S4 |
1.2868 |
1.2956 |
1.3465 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3631 |
2.618 |
1.3631 |
1.618 |
1.3631 |
1.000 |
1.3631 |
0.618 |
1.3631 |
HIGH |
1.3631 |
0.618 |
1.3631 |
0.500 |
1.3631 |
0.382 |
1.3631 |
LOW |
1.3631 |
0.618 |
1.3631 |
1.000 |
1.3631 |
1.618 |
1.3631 |
2.618 |
1.3631 |
4.250 |
1.3631 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3662 |
1.3716 |
PP |
1.3647 |
1.3703 |
S1 |
1.3631 |
1.3691 |
|