CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4002 |
1.3947 |
-0.0055 |
-0.4% |
1.4143 |
| High |
1.4030 |
1.3978 |
-0.0052 |
-0.4% |
1.4180 |
| Low |
1.3931 |
1.3856 |
-0.0075 |
-0.5% |
1.3856 |
| Close |
1.3971 |
1.3861 |
-0.0110 |
-0.8% |
1.3861 |
| Range |
0.0099 |
0.0122 |
0.0023 |
23.2% |
0.0324 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
0.2% |
0.0000 |
| Volume |
573 |
616 |
43 |
7.5% |
2,397 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4264 |
1.4185 |
1.3928 |
|
| R3 |
1.4142 |
1.4063 |
1.3895 |
|
| R2 |
1.4020 |
1.4020 |
1.3883 |
|
| R1 |
1.3941 |
1.3941 |
1.3872 |
1.3920 |
| PP |
1.3898 |
1.3898 |
1.3898 |
1.3888 |
| S1 |
1.3819 |
1.3819 |
1.3850 |
1.3798 |
| S2 |
1.3776 |
1.3776 |
1.3839 |
|
| S3 |
1.3654 |
1.3697 |
1.3827 |
|
| S4 |
1.3532 |
1.3575 |
1.3794 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4938 |
1.4723 |
1.4039 |
|
| R3 |
1.4614 |
1.4399 |
1.3950 |
|
| R2 |
1.4290 |
1.4290 |
1.3920 |
|
| R1 |
1.4075 |
1.4075 |
1.3891 |
1.4021 |
| PP |
1.3966 |
1.3966 |
1.3966 |
1.3938 |
| S1 |
1.3751 |
1.3751 |
1.3831 |
1.3697 |
| S2 |
1.3642 |
1.3642 |
1.3802 |
|
| S3 |
1.3318 |
1.3427 |
1.3772 |
|
| S4 |
1.2994 |
1.3103 |
1.3683 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4497 |
|
2.618 |
1.4297 |
|
1.618 |
1.4175 |
|
1.000 |
1.4100 |
|
0.618 |
1.4053 |
|
HIGH |
1.3978 |
|
0.618 |
1.3931 |
|
0.500 |
1.3917 |
|
0.382 |
1.3903 |
|
LOW |
1.3856 |
|
0.618 |
1.3781 |
|
1.000 |
1.3734 |
|
1.618 |
1.3659 |
|
2.618 |
1.3537 |
|
4.250 |
1.3338 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3917 |
1.3967 |
| PP |
1.3898 |
1.3931 |
| S1 |
1.3880 |
1.3896 |
|