CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4062 |
1.4002 |
-0.0060 |
-0.4% |
1.4367 |
| High |
1.4077 |
1.4030 |
-0.0047 |
-0.3% |
1.4402 |
| Low |
1.3991 |
1.3931 |
-0.0060 |
-0.4% |
1.4022 |
| Close |
1.4029 |
1.3971 |
-0.0058 |
-0.4% |
1.4130 |
| Range |
0.0086 |
0.0099 |
0.0013 |
15.1% |
0.0380 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
387 |
573 |
186 |
48.1% |
1,633 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4274 |
1.4222 |
1.4025 |
|
| R3 |
1.4175 |
1.4123 |
1.3998 |
|
| R2 |
1.4076 |
1.4076 |
1.3989 |
|
| R1 |
1.4024 |
1.4024 |
1.3980 |
1.4001 |
| PP |
1.3977 |
1.3977 |
1.3977 |
1.3966 |
| S1 |
1.3925 |
1.3925 |
1.3962 |
1.3902 |
| S2 |
1.3878 |
1.3878 |
1.3953 |
|
| S3 |
1.3779 |
1.3826 |
1.3944 |
|
| S4 |
1.3680 |
1.3727 |
1.3917 |
|
|
| 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 |
1.4451 |
|
2.618 |
1.4289 |
|
1.618 |
1.4190 |
|
1.000 |
1.4129 |
|
0.618 |
1.4091 |
|
HIGH |
1.4030 |
|
0.618 |
1.3992 |
|
0.500 |
1.3981 |
|
0.382 |
1.3969 |
|
LOW |
1.3931 |
|
0.618 |
1.3870 |
|
1.000 |
1.3832 |
|
1.618 |
1.3771 |
|
2.618 |
1.3672 |
|
4.250 |
1.3510 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3981 |
1.4048 |
| PP |
1.3977 |
1.4022 |
| S1 |
1.3974 |
1.3997 |
|