CME Euro FX (E) Future September 2010
Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.3518 |
1.3465 |
-0.0053 |
-0.4% |
1.3583 |
High |
1.3518 |
1.3465 |
-0.0053 |
-0.4% |
1.3700 |
Low |
1.3518 |
1.3465 |
-0.0053 |
-0.4% |
1.3512 |
Close |
1.3518 |
1.3537 |
0.0019 |
0.1% |
1.3588 |
Range |
|
|
|
|
|
ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
3 |
10 |
7 |
233.3% |
20 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3489 |
1.3513 |
1.3537 |
|
R3 |
1.3489 |
1.3513 |
1.3537 |
|
R2 |
1.3489 |
1.3489 |
1.3537 |
|
R1 |
1.3513 |
1.3513 |
1.3537 |
1.3501 |
PP |
1.3489 |
1.3489 |
1.3489 |
1.3483 |
S1 |
1.3513 |
1.3513 |
1.3537 |
1.3501 |
S2 |
1.3489 |
1.3489 |
1.3537 |
|
S3 |
1.3489 |
1.3513 |
1.3537 |
|
S4 |
1.3489 |
1.3513 |
1.3537 |
|
|
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 |
1.3465 |
2.618 |
1.3465 |
1.618 |
1.3465 |
1.000 |
1.3465 |
0.618 |
1.3465 |
HIGH |
1.3465 |
0.618 |
1.3465 |
0.500 |
1.3465 |
0.382 |
1.3465 |
LOW |
1.3465 |
0.618 |
1.3465 |
1.000 |
1.3465 |
1.618 |
1.3465 |
2.618 |
1.3465 |
4.250 |
1.3465 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3513 |
1.3567 |
PP |
1.3489 |
1.3557 |
S1 |
1.3465 |
1.3547 |
|