CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4165 |
1.4062 |
-0.0103 |
-0.7% |
1.4367 |
| High |
1.4165 |
1.4077 |
-0.0088 |
-0.6% |
1.4402 |
| Low |
1.4038 |
1.3991 |
-0.0047 |
-0.3% |
1.4022 |
| Close |
1.4081 |
1.4029 |
-0.0052 |
-0.4% |
1.4130 |
| Range |
0.0127 |
0.0086 |
-0.0041 |
-32.3% |
0.0380 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
210 |
387 |
177 |
84.3% |
1,633 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4290 |
1.4246 |
1.4076 |
|
| R3 |
1.4204 |
1.4160 |
1.4053 |
|
| R2 |
1.4118 |
1.4118 |
1.4045 |
|
| R1 |
1.4074 |
1.4074 |
1.4037 |
1.4053 |
| PP |
1.4032 |
1.4032 |
1.4032 |
1.4022 |
| S1 |
1.3988 |
1.3988 |
1.4021 |
1.3967 |
| S2 |
1.3946 |
1.3946 |
1.4013 |
|
| S3 |
1.3860 |
1.3902 |
1.4005 |
|
| S4 |
1.3774 |
1.3816 |
1.3982 |
|
|
| 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 |
1.4443 |
|
2.618 |
1.4302 |
|
1.618 |
1.4216 |
|
1.000 |
1.4163 |
|
0.618 |
1.4130 |
|
HIGH |
1.4077 |
|
0.618 |
1.4044 |
|
0.500 |
1.4034 |
|
0.382 |
1.4024 |
|
LOW |
1.3991 |
|
0.618 |
1.3938 |
|
1.000 |
1.3905 |
|
1.618 |
1.3852 |
|
2.618 |
1.3766 |
|
4.250 |
1.3626 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4034 |
1.4086 |
| PP |
1.4032 |
1.4067 |
| S1 |
1.4031 |
1.4048 |
|