CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4408 |
1.4480 |
0.0072 |
0.5% |
1.4304 |
| High |
1.4545 |
1.4536 |
-0.0009 |
-0.1% |
1.4476 |
| Low |
1.4408 |
1.4460 |
0.0052 |
0.4% |
1.4255 |
| Close |
1.4513 |
1.4490 |
-0.0023 |
-0.2% |
1.4410 |
| Range |
0.0137 |
0.0076 |
-0.0061 |
-44.5% |
0.0221 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
631 |
260 |
-371 |
-58.8% |
1,399 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4723 |
1.4683 |
1.4532 |
|
| R3 |
1.4647 |
1.4607 |
1.4511 |
|
| R2 |
1.4571 |
1.4571 |
1.4504 |
|
| R1 |
1.4531 |
1.4531 |
1.4497 |
1.4551 |
| PP |
1.4495 |
1.4495 |
1.4495 |
1.4506 |
| S1 |
1.4455 |
1.4455 |
1.4483 |
1.4475 |
| S2 |
1.4419 |
1.4419 |
1.4476 |
|
| S3 |
1.4343 |
1.4379 |
1.4469 |
|
| S4 |
1.4267 |
1.4303 |
1.4448 |
|
|
| 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 |
1.4859 |
|
2.618 |
1.4735 |
|
1.618 |
1.4659 |
|
1.000 |
1.4612 |
|
0.618 |
1.4583 |
|
HIGH |
1.4536 |
|
0.618 |
1.4507 |
|
0.500 |
1.4498 |
|
0.382 |
1.4489 |
|
LOW |
1.4460 |
|
0.618 |
1.4413 |
|
1.000 |
1.4384 |
|
1.618 |
1.4337 |
|
2.618 |
1.4261 |
|
4.250 |
1.4137 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4498 |
1.4461 |
| PP |
1.4495 |
1.4433 |
| S1 |
1.4493 |
1.4404 |
|