CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3610 |
1.3668 |
0.0058 |
0.4% |
1.3583 |
| High |
1.3610 |
1.3668 |
0.0058 |
0.4% |
1.3700 |
| Low |
1.3561 |
1.3502 |
-0.0059 |
-0.4% |
1.3512 |
| Close |
1.3599 |
1.3514 |
-0.0085 |
-0.6% |
1.3588 |
| Range |
0.0049 |
0.0166 |
0.0117 |
238.8% |
0.0188 |
| ATR |
0.0069 |
0.0076 |
0.0007 |
10.1% |
0.0000 |
| Volume |
251 |
2 |
-249 |
-99.2% |
20 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4059 |
1.3953 |
1.3605 |
|
| R3 |
1.3893 |
1.3787 |
1.3560 |
|
| R2 |
1.3727 |
1.3727 |
1.3544 |
|
| R1 |
1.3621 |
1.3621 |
1.3529 |
1.3591 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3547 |
| S1 |
1.3455 |
1.3455 |
1.3499 |
1.3425 |
| S2 |
1.3395 |
1.3395 |
1.3484 |
|
| S3 |
1.3229 |
1.3289 |
1.3468 |
|
| S4 |
1.3063 |
1.3123 |
1.3423 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4164 |
1.4064 |
1.3691 |
|
| R3 |
1.3976 |
1.3876 |
1.3640 |
|
| R2 |
1.3788 |
1.3788 |
1.3622 |
|
| R1 |
1.3688 |
1.3688 |
1.3605 |
1.3738 |
| PP |
1.3600 |
1.3600 |
1.3600 |
1.3625 |
| S1 |
1.3500 |
1.3500 |
1.3571 |
1.3550 |
| S2 |
1.3412 |
1.3412 |
1.3554 |
|
| S3 |
1.3224 |
1.3312 |
1.3536 |
|
| S4 |
1.3036 |
1.3124 |
1.3485 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4374 |
|
2.618 |
1.4103 |
|
1.618 |
1.3937 |
|
1.000 |
1.3834 |
|
0.618 |
1.3771 |
|
HIGH |
1.3668 |
|
0.618 |
1.3605 |
|
0.500 |
1.3585 |
|
0.382 |
1.3565 |
|
LOW |
1.3502 |
|
0.618 |
1.3399 |
|
1.000 |
1.3336 |
|
1.618 |
1.3233 |
|
2.618 |
1.3067 |
|
4.250 |
1.2797 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3585 |
1.3585 |
| PP |
1.3561 |
1.3561 |
| S1 |
1.3538 |
1.3538 |
|