CME Euro FX (E) Future December 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 |
1.3520 |
1.3609 |
0.0089 |
0.7% |
1.3594 |
High |
1.3520 |
1.3609 |
0.0089 |
0.7% |
1.3609 |
Low |
1.3485 |
1.3609 |
0.0124 |
0.9% |
1.3485 |
Close |
1.3532 |
1.3609 |
0.0077 |
0.6% |
1.3609 |
Range |
0.0035 |
0.0000 |
-0.0035 |
-100.0% |
0.0124 |
ATR |
0.0064 |
0.0065 |
0.0001 |
1.5% |
0.0000 |
Volume |
30 |
6 |
-24 |
-80.0% |
176 |
|
Daily Pivots for day following 26-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 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3940 |
1.3898 |
1.3677 |
|
R3 |
1.3816 |
1.3774 |
1.3643 |
|
R2 |
1.3692 |
1.3692 |
1.3632 |
|
R1 |
1.3650 |
1.3650 |
1.3620 |
1.3671 |
PP |
1.3568 |
1.3568 |
1.3568 |
1.3578 |
S1 |
1.3526 |
1.3526 |
1.3598 |
1.3547 |
S2 |
1.3444 |
1.3444 |
1.3586 |
|
S3 |
1.3320 |
1.3402 |
1.3575 |
|
S4 |
1.3196 |
1.3278 |
1.3541 |
|
|
|
|
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 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3609 |
1.3588 |
PP |
1.3609 |
1.3568 |
S1 |
1.3609 |
1.3547 |
|