CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3910 |
1.3965 |
0.0055 |
0.4% |
1.4143 |
| High |
1.3968 |
1.4017 |
0.0049 |
0.4% |
1.4180 |
| Low |
1.3885 |
1.3881 |
-0.0004 |
0.0% |
1.3856 |
| Close |
1.3959 |
1.3898 |
-0.0061 |
-0.4% |
1.3861 |
| Range |
0.0083 |
0.0136 |
0.0053 |
63.9% |
0.0324 |
| ATR |
0.0114 |
0.0115 |
0.0002 |
1.4% |
0.0000 |
| Volume |
246 |
331 |
85 |
34.6% |
2,397 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4340 |
1.4255 |
1.3973 |
|
| R3 |
1.4204 |
1.4119 |
1.3935 |
|
| R2 |
1.4068 |
1.4068 |
1.3923 |
|
| R1 |
1.3983 |
1.3983 |
1.3910 |
1.3958 |
| PP |
1.3932 |
1.3932 |
1.3932 |
1.3919 |
| S1 |
1.3847 |
1.3847 |
1.3886 |
1.3822 |
| S2 |
1.3796 |
1.3796 |
1.3873 |
|
| S3 |
1.3660 |
1.3711 |
1.3861 |
|
| S4 |
1.3524 |
1.3575 |
1.3823 |
|
|
| 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 |
1.4595 |
|
2.618 |
1.4373 |
|
1.618 |
1.4237 |
|
1.000 |
1.4153 |
|
0.618 |
1.4101 |
|
HIGH |
1.4017 |
|
0.618 |
1.3965 |
|
0.500 |
1.3949 |
|
0.382 |
1.3933 |
|
LOW |
1.3881 |
|
0.618 |
1.3797 |
|
1.000 |
1.3745 |
|
1.618 |
1.3661 |
|
2.618 |
1.3525 |
|
4.250 |
1.3303 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3949 |
1.3933 |
| PP |
1.3932 |
1.3921 |
| S1 |
1.3915 |
1.3910 |
|