CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3628 |
1.3656 |
0.0028 |
0.2% |
1.3861 |
| High |
1.3709 |
1.3834 |
0.0125 |
0.9% |
1.4017 |
| Low |
1.3621 |
1.3647 |
0.0026 |
0.2% |
1.3585 |
| Close |
1.3668 |
1.3770 |
0.0102 |
0.7% |
1.3632 |
| Range |
0.0088 |
0.0187 |
0.0099 |
112.5% |
0.0432 |
| ATR |
0.0120 |
0.0125 |
0.0005 |
4.0% |
0.0000 |
| Volume |
1,346 |
685 |
-661 |
-49.1% |
2,721 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4311 |
1.4228 |
1.3873 |
|
| R3 |
1.4124 |
1.4041 |
1.3821 |
|
| R2 |
1.3937 |
1.3937 |
1.3804 |
|
| R1 |
1.3854 |
1.3854 |
1.3787 |
1.3896 |
| PP |
1.3750 |
1.3750 |
1.3750 |
1.3771 |
| S1 |
1.3667 |
1.3667 |
1.3753 |
1.3709 |
| S2 |
1.3563 |
1.3563 |
1.3736 |
|
| S3 |
1.3376 |
1.3480 |
1.3719 |
|
| S4 |
1.3189 |
1.3293 |
1.3667 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5041 |
1.4768 |
1.3870 |
|
| R3 |
1.4609 |
1.4336 |
1.3751 |
|
| R2 |
1.4177 |
1.4177 |
1.3711 |
|
| R1 |
1.3904 |
1.3904 |
1.3672 |
1.3825 |
| PP |
1.3745 |
1.3745 |
1.3745 |
1.3705 |
| S1 |
1.3472 |
1.3472 |
1.3592 |
1.3393 |
| S2 |
1.3313 |
1.3313 |
1.3553 |
|
| S3 |
1.2881 |
1.3040 |
1.3513 |
|
| S4 |
1.2449 |
1.2608 |
1.3394 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4629 |
|
2.618 |
1.4324 |
|
1.618 |
1.4137 |
|
1.000 |
1.4021 |
|
0.618 |
1.3950 |
|
HIGH |
1.3834 |
|
0.618 |
1.3763 |
|
0.500 |
1.3741 |
|
0.382 |
1.3718 |
|
LOW |
1.3647 |
|
0.618 |
1.3531 |
|
1.000 |
1.3460 |
|
1.618 |
1.3344 |
|
2.618 |
1.3157 |
|
4.250 |
1.2852 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3760 |
1.3750 |
| PP |
1.3750 |
1.3730 |
| S1 |
1.3741 |
1.3710 |
|