CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3609 |
1.3583 |
-0.0026 |
-0.2% |
1.3660 |
| High |
1.3609 |
1.3700 |
0.0091 |
0.7% |
1.3800 |
| Low |
1.3609 |
1.3583 |
-0.0026 |
-0.2% |
1.3609 |
| Close |
1.3609 |
1.3748 |
0.0139 |
1.0% |
1.3609 |
| Range |
0.0000 |
0.0117 |
0.0117 |
|
0.0191 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
5.5% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
18 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4028 |
1.4005 |
1.3812 |
|
| R3 |
1.3911 |
1.3888 |
1.3780 |
|
| R2 |
1.3794 |
1.3794 |
1.3769 |
|
| R1 |
1.3771 |
1.3771 |
1.3759 |
1.3783 |
| PP |
1.3677 |
1.3677 |
1.3677 |
1.3683 |
| S1 |
1.3654 |
1.3654 |
1.3737 |
1.3666 |
| S2 |
1.3560 |
1.3560 |
1.3727 |
|
| S3 |
1.3443 |
1.3537 |
1.3716 |
|
| S4 |
1.3326 |
1.3420 |
1.3684 |
|
|
| 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 |
1.4197 |
|
2.618 |
1.4006 |
|
1.618 |
1.3889 |
|
1.000 |
1.3817 |
|
0.618 |
1.3772 |
|
HIGH |
1.3700 |
|
0.618 |
1.3655 |
|
0.500 |
1.3642 |
|
0.382 |
1.3628 |
|
LOW |
1.3583 |
|
0.618 |
1.3511 |
|
1.000 |
1.3466 |
|
1.618 |
1.3394 |
|
2.618 |
1.3277 |
|
4.250 |
1.3086 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3713 |
1.3713 |
| PP |
1.3677 |
1.3677 |
| S1 |
1.3642 |
1.3642 |
|