CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3779 |
1.3736 |
-0.0043 |
-0.3% |
1.3861 |
| High |
1.3809 |
1.3790 |
-0.0019 |
-0.1% |
1.4017 |
| Low |
1.3675 |
1.3591 |
-0.0084 |
-0.6% |
1.3585 |
| Close |
1.3732 |
1.3684 |
-0.0048 |
-0.3% |
1.3632 |
| Range |
0.0134 |
0.0199 |
0.0065 |
48.5% |
0.0432 |
| ATR |
0.0125 |
0.0131 |
0.0005 |
4.2% |
0.0000 |
| Volume |
1,137 |
926 |
-211 |
-18.6% |
2,721 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4285 |
1.4184 |
1.3793 |
|
| R3 |
1.4086 |
1.3985 |
1.3739 |
|
| R2 |
1.3887 |
1.3887 |
1.3720 |
|
| R1 |
1.3786 |
1.3786 |
1.3702 |
1.3737 |
| PP |
1.3688 |
1.3688 |
1.3688 |
1.3664 |
| S1 |
1.3587 |
1.3587 |
1.3666 |
1.3538 |
| S2 |
1.3489 |
1.3489 |
1.3648 |
|
| S3 |
1.3290 |
1.3388 |
1.3629 |
|
| S4 |
1.3091 |
1.3189 |
1.3575 |
|
|
| 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 |
1.4636 |
|
2.618 |
1.4311 |
|
1.618 |
1.4112 |
|
1.000 |
1.3989 |
|
0.618 |
1.3913 |
|
HIGH |
1.3790 |
|
0.618 |
1.3714 |
|
0.500 |
1.3691 |
|
0.382 |
1.3667 |
|
LOW |
1.3591 |
|
0.618 |
1.3468 |
|
1.000 |
1.3392 |
|
1.618 |
1.3269 |
|
2.618 |
1.3070 |
|
4.250 |
1.2745 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3691 |
1.3713 |
| PP |
1.3688 |
1.3703 |
| S1 |
1.3686 |
1.3694 |
|