CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3465 |
1.3532 |
0.0067 |
0.5% |
1.3610 |
| High |
1.3465 |
1.3601 |
0.0136 |
1.0% |
1.3668 |
| Low |
1.3465 |
1.3532 |
0.0067 |
0.5% |
1.3465 |
| Close |
1.3537 |
1.3614 |
0.0077 |
0.6% |
1.3614 |
| Range |
0.0000 |
0.0069 |
0.0069 |
|
0.0203 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.0% |
0.0000 |
| Volume |
10 |
1 |
-9 |
-90.0% |
267 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3789 |
1.3771 |
1.3652 |
|
| R3 |
1.3720 |
1.3702 |
1.3633 |
|
| R2 |
1.3651 |
1.3651 |
1.3627 |
|
| R1 |
1.3633 |
1.3633 |
1.3620 |
1.3642 |
| PP |
1.3582 |
1.3582 |
1.3582 |
1.3587 |
| S1 |
1.3564 |
1.3564 |
1.3608 |
1.3573 |
| S2 |
1.3513 |
1.3513 |
1.3601 |
|
| S3 |
1.3444 |
1.3495 |
1.3595 |
|
| S4 |
1.3375 |
1.3426 |
1.3576 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4191 |
1.4106 |
1.3726 |
|
| R3 |
1.3988 |
1.3903 |
1.3670 |
|
| R2 |
1.3785 |
1.3785 |
1.3651 |
|
| R1 |
1.3700 |
1.3700 |
1.3633 |
1.3743 |
| PP |
1.3582 |
1.3582 |
1.3582 |
1.3604 |
| S1 |
1.3497 |
1.3497 |
1.3595 |
1.3540 |
| S2 |
1.3379 |
1.3379 |
1.3577 |
|
| S3 |
1.3176 |
1.3294 |
1.3558 |
|
| S4 |
1.2973 |
1.3091 |
1.3502 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3894 |
|
2.618 |
1.3782 |
|
1.618 |
1.3713 |
|
1.000 |
1.3670 |
|
0.618 |
1.3644 |
|
HIGH |
1.3601 |
|
0.618 |
1.3575 |
|
0.500 |
1.3567 |
|
0.382 |
1.3558 |
|
LOW |
1.3532 |
|
0.618 |
1.3489 |
|
1.000 |
1.3463 |
|
1.618 |
1.3420 |
|
2.618 |
1.3351 |
|
4.250 |
1.3239 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3598 |
1.3587 |
| PP |
1.3582 |
1.3560 |
| S1 |
1.3567 |
1.3533 |
|