CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4297 |
1.4408 |
0.0111 |
0.8% |
1.4304 |
| High |
1.4434 |
1.4545 |
0.0111 |
0.8% |
1.4476 |
| Low |
1.4263 |
1.4408 |
0.0145 |
1.0% |
1.4255 |
| Close |
1.4410 |
1.4513 |
0.0103 |
0.7% |
1.4410 |
| Range |
0.0171 |
0.0137 |
-0.0034 |
-19.9% |
0.0221 |
| ATR |
0.0123 |
0.0124 |
0.0001 |
0.8% |
0.0000 |
| Volume |
188 |
631 |
443 |
235.6% |
1,399 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4900 |
1.4843 |
1.4588 |
|
| R3 |
1.4763 |
1.4706 |
1.4551 |
|
| R2 |
1.4626 |
1.4626 |
1.4538 |
|
| R1 |
1.4569 |
1.4569 |
1.4526 |
1.4598 |
| PP |
1.4489 |
1.4489 |
1.4489 |
1.4503 |
| S1 |
1.4432 |
1.4432 |
1.4500 |
1.4461 |
| S2 |
1.4352 |
1.4352 |
1.4488 |
|
| S3 |
1.4215 |
1.4295 |
1.4475 |
|
| S4 |
1.4078 |
1.4158 |
1.4438 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5043 |
1.4948 |
1.4532 |
|
| R3 |
1.4822 |
1.4727 |
1.4471 |
|
| R2 |
1.4601 |
1.4601 |
1.4451 |
|
| R1 |
1.4506 |
1.4506 |
1.4430 |
1.4554 |
| PP |
1.4380 |
1.4380 |
1.4380 |
1.4404 |
| S1 |
1.4285 |
1.4285 |
1.4390 |
1.4333 |
| S2 |
1.4159 |
1.4159 |
1.4369 |
|
| S3 |
1.3938 |
1.4064 |
1.4349 |
|
| S4 |
1.3717 |
1.3843 |
1.4288 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5127 |
|
2.618 |
1.4904 |
|
1.618 |
1.4767 |
|
1.000 |
1.4682 |
|
0.618 |
1.4630 |
|
HIGH |
1.4545 |
|
0.618 |
1.4493 |
|
0.500 |
1.4477 |
|
0.382 |
1.4460 |
|
LOW |
1.4408 |
|
0.618 |
1.4323 |
|
1.000 |
1.4271 |
|
1.618 |
1.4186 |
|
2.618 |
1.4049 |
|
4.250 |
1.3826 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4501 |
1.4477 |
| PP |
1.4489 |
1.4440 |
| S1 |
1.4477 |
1.4404 |
|