CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4100 |
1.4062 |
-0.0038 |
-0.3% |
1.4367 |
| High |
1.4135 |
1.4175 |
0.0040 |
0.3% |
1.4402 |
| Low |
1.4022 |
1.4062 |
0.0040 |
0.3% |
1.4022 |
| Close |
1.4099 |
1.4130 |
0.0031 |
0.2% |
1.4130 |
| Range |
0.0113 |
0.0113 |
0.0000 |
0.0% |
0.0380 |
| ATR |
0.0129 |
0.0128 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
532 |
509 |
-23 |
-4.3% |
1,633 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4461 |
1.4409 |
1.4192 |
|
| R3 |
1.4348 |
1.4296 |
1.4161 |
|
| R2 |
1.4235 |
1.4235 |
1.4151 |
|
| R1 |
1.4183 |
1.4183 |
1.4140 |
1.4209 |
| PP |
1.4122 |
1.4122 |
1.4122 |
1.4136 |
| S1 |
1.4070 |
1.4070 |
1.4120 |
1.4096 |
| S2 |
1.4009 |
1.4009 |
1.4109 |
|
| S3 |
1.3896 |
1.3957 |
1.4099 |
|
| S4 |
1.3783 |
1.3844 |
1.4068 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5325 |
1.5107 |
1.4339 |
|
| R3 |
1.4945 |
1.4727 |
1.4235 |
|
| R2 |
1.4565 |
1.4565 |
1.4200 |
|
| R1 |
1.4347 |
1.4347 |
1.4165 |
1.4266 |
| PP |
1.4185 |
1.4185 |
1.4185 |
1.4144 |
| S1 |
1.3967 |
1.3967 |
1.4095 |
1.3886 |
| S2 |
1.3805 |
1.3805 |
1.4060 |
|
| S3 |
1.3425 |
1.3587 |
1.4026 |
|
| S4 |
1.3045 |
1.3207 |
1.3921 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4655 |
|
2.618 |
1.4471 |
|
1.618 |
1.4358 |
|
1.000 |
1.4288 |
|
0.618 |
1.4245 |
|
HIGH |
1.4175 |
|
0.618 |
1.4132 |
|
0.500 |
1.4119 |
|
0.382 |
1.4105 |
|
LOW |
1.4062 |
|
0.618 |
1.3992 |
|
1.000 |
1.3949 |
|
1.618 |
1.3879 |
|
2.618 |
1.3766 |
|
4.250 |
1.3582 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4126 |
1.4150 |
| PP |
1.4122 |
1.4143 |
| S1 |
1.4119 |
1.4137 |
|