CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4433 |
1.4346 |
-0.0087 |
-0.6% |
1.4375 |
| High |
1.4476 |
1.4428 |
-0.0048 |
-0.3% |
1.4453 |
| Low |
1.4341 |
1.4280 |
-0.0061 |
-0.4% |
1.4272 |
| Close |
1.4363 |
1.4404 |
0.0041 |
0.3% |
1.4330 |
| Range |
0.0135 |
0.0148 |
0.0013 |
9.6% |
0.0181 |
| ATR |
0.0115 |
0.0118 |
0.0002 |
2.0% |
0.0000 |
| Volume |
296 |
252 |
-44 |
-14.9% |
455 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4815 |
1.4757 |
1.4485 |
|
| R3 |
1.4667 |
1.4609 |
1.4445 |
|
| R2 |
1.4519 |
1.4519 |
1.4431 |
|
| R1 |
1.4461 |
1.4461 |
1.4418 |
1.4490 |
| PP |
1.4371 |
1.4371 |
1.4371 |
1.4385 |
| S1 |
1.4313 |
1.4313 |
1.4390 |
1.4342 |
| S2 |
1.4223 |
1.4223 |
1.4377 |
|
| S3 |
1.4075 |
1.4165 |
1.4363 |
|
| S4 |
1.3927 |
1.4017 |
1.4323 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4895 |
1.4793 |
1.4430 |
|
| R3 |
1.4714 |
1.4612 |
1.4380 |
|
| R2 |
1.4533 |
1.4533 |
1.4363 |
|
| R1 |
1.4431 |
1.4431 |
1.4347 |
1.4392 |
| PP |
1.4352 |
1.4352 |
1.4352 |
1.4332 |
| S1 |
1.4250 |
1.4250 |
1.4313 |
1.4211 |
| S2 |
1.4171 |
1.4171 |
1.4297 |
|
| S3 |
1.3990 |
1.4069 |
1.4280 |
|
| S4 |
1.3809 |
1.3888 |
1.4230 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5057 |
|
2.618 |
1.4815 |
|
1.618 |
1.4667 |
|
1.000 |
1.4576 |
|
0.618 |
1.4519 |
|
HIGH |
1.4428 |
|
0.618 |
1.4371 |
|
0.500 |
1.4354 |
|
0.382 |
1.4337 |
|
LOW |
1.4280 |
|
0.618 |
1.4189 |
|
1.000 |
1.4132 |
|
1.618 |
1.4041 |
|
2.618 |
1.3893 |
|
4.250 |
1.3651 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4387 |
1.4391 |
| PP |
1.4371 |
1.4378 |
| S1 |
1.4354 |
1.4366 |
|