CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4480 |
1.4459 |
-0.0021 |
-0.1% |
1.4304 |
| High |
1.4536 |
1.4569 |
0.0033 |
0.2% |
1.4476 |
| Low |
1.4460 |
1.4457 |
-0.0003 |
0.0% |
1.4255 |
| Close |
1.4490 |
1.4506 |
0.0016 |
0.1% |
1.4410 |
| Range |
0.0076 |
0.0112 |
0.0036 |
47.4% |
0.0221 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
260 |
148 |
-112 |
-43.1% |
1,399 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4847 |
1.4788 |
1.4568 |
|
| R3 |
1.4735 |
1.4676 |
1.4537 |
|
| R2 |
1.4623 |
1.4623 |
1.4527 |
|
| R1 |
1.4564 |
1.4564 |
1.4516 |
1.4594 |
| PP |
1.4511 |
1.4511 |
1.4511 |
1.4525 |
| S1 |
1.4452 |
1.4452 |
1.4496 |
1.4482 |
| S2 |
1.4399 |
1.4399 |
1.4485 |
|
| S3 |
1.4287 |
1.4340 |
1.4475 |
|
| S4 |
1.4175 |
1.4228 |
1.4444 |
|
|
| 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 |
1.5045 |
|
2.618 |
1.4862 |
|
1.618 |
1.4750 |
|
1.000 |
1.4681 |
|
0.618 |
1.4638 |
|
HIGH |
1.4569 |
|
0.618 |
1.4526 |
|
0.500 |
1.4513 |
|
0.382 |
1.4500 |
|
LOW |
1.4457 |
|
0.618 |
1.4388 |
|
1.000 |
1.4345 |
|
1.618 |
1.4276 |
|
2.618 |
1.4164 |
|
4.250 |
1.3981 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4513 |
1.4500 |
| PP |
1.4511 |
1.4494 |
| S1 |
1.4508 |
1.4489 |
|