CME Euro FX (E) Future September 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.3631 |
1.3609 |
-0.0022 |
-0.2% |
1.3660 |
High |
1.3631 |
1.3609 |
-0.0022 |
-0.2% |
1.3800 |
Low |
1.3631 |
1.3609 |
-0.0022 |
-0.2% |
1.3609 |
Close |
1.3678 |
1.3609 |
-0.0069 |
-0.5% |
1.3609 |
Range |
|
|
|
|
|
ATR |
0.0066 |
0.0066 |
0.0000 |
0.4% |
0.0000 |
Volume |
2 |
10 |
8 |
400.0% |
18 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3609 |
1.3609 |
1.3609 |
|
R3 |
1.3609 |
1.3609 |
1.3609 |
|
R2 |
1.3609 |
1.3609 |
1.3609 |
|
R1 |
1.3609 |
1.3609 |
1.3609 |
1.3609 |
PP |
1.3609 |
1.3609 |
1.3609 |
1.3609 |
S1 |
1.3609 |
1.3609 |
1.3609 |
1.3609 |
S2 |
1.3609 |
1.3609 |
1.3609 |
|
S3 |
1.3609 |
1.3609 |
1.3609 |
|
S4 |
1.3609 |
1.3609 |
1.3609 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4246 |
1.4118 |
1.3714 |
|
R3 |
1.4055 |
1.3927 |
1.3662 |
|
R2 |
1.3864 |
1.3864 |
1.3644 |
|
R1 |
1.3736 |
1.3736 |
1.3627 |
1.3705 |
PP |
1.3673 |
1.3673 |
1.3673 |
1.3657 |
S1 |
1.3545 |
1.3545 |
1.3591 |
1.3514 |
S2 |
1.3482 |
1.3482 |
1.3574 |
|
S3 |
1.3291 |
1.3354 |
1.3556 |
|
S4 |
1.3100 |
1.3163 |
1.3504 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3609 |
2.618 |
1.3609 |
1.618 |
1.3609 |
1.000 |
1.3609 |
0.618 |
1.3609 |
HIGH |
1.3609 |
0.618 |
1.3609 |
0.500 |
1.3609 |
0.382 |
1.3609 |
LOW |
1.3609 |
0.618 |
1.3609 |
1.000 |
1.3609 |
1.618 |
1.3609 |
2.618 |
1.3609 |
4.250 |
1.3609 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3609 |
1.3675 |
PP |
1.3609 |
1.3653 |
S1 |
1.3609 |
1.3631 |
|