CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3688 |
1.3613 |
-0.0075 |
-0.5% |
1.3628 |
| High |
1.3689 |
1.3775 |
0.0086 |
0.6% |
1.3834 |
| Low |
1.3535 |
1.3576 |
0.0041 |
0.3% |
1.3535 |
| Close |
1.3614 |
1.3753 |
0.0139 |
1.0% |
1.3614 |
| Range |
0.0154 |
0.0199 |
0.0045 |
29.2% |
0.0299 |
| ATR |
0.0132 |
0.0137 |
0.0005 |
3.6% |
0.0000 |
| Volume |
1,322 |
2,066 |
744 |
56.3% |
5,416 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4298 |
1.4225 |
1.3862 |
|
| R3 |
1.4099 |
1.4026 |
1.3808 |
|
| R2 |
1.3900 |
1.3900 |
1.3789 |
|
| R1 |
1.3827 |
1.3827 |
1.3771 |
1.3864 |
| PP |
1.3701 |
1.3701 |
1.3701 |
1.3720 |
| S1 |
1.3628 |
1.3628 |
1.3735 |
1.3665 |
| S2 |
1.3502 |
1.3502 |
1.3717 |
|
| S3 |
1.3303 |
1.3429 |
1.3698 |
|
| S4 |
1.3104 |
1.3230 |
1.3644 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4558 |
1.4385 |
1.3778 |
|
| R3 |
1.4259 |
1.4086 |
1.3696 |
|
| R2 |
1.3960 |
1.3960 |
1.3669 |
|
| R1 |
1.3787 |
1.3787 |
1.3641 |
1.3724 |
| PP |
1.3661 |
1.3661 |
1.3661 |
1.3630 |
| S1 |
1.3488 |
1.3488 |
1.3587 |
1.3425 |
| S2 |
1.3362 |
1.3362 |
1.3559 |
|
| S3 |
1.3063 |
1.3189 |
1.3532 |
|
| S4 |
1.2764 |
1.2890 |
1.3450 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4621 |
|
2.618 |
1.4296 |
|
1.618 |
1.4097 |
|
1.000 |
1.3974 |
|
0.618 |
1.3898 |
|
HIGH |
1.3775 |
|
0.618 |
1.3699 |
|
0.500 |
1.3676 |
|
0.382 |
1.3652 |
|
LOW |
1.3576 |
|
0.618 |
1.3453 |
|
1.000 |
1.3377 |
|
1.618 |
1.3254 |
|
2.618 |
1.3055 |
|
4.250 |
1.2730 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3727 |
1.3723 |
| PP |
1.3701 |
1.3693 |
| S1 |
1.3676 |
1.3663 |
|