CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3596 |
1.3515 |
-0.0081 |
-0.6% |
1.3613 |
| High |
1.3688 |
1.3624 |
-0.0064 |
-0.5% |
1.3784 |
| Low |
1.3494 |
1.3502 |
0.0008 |
0.1% |
1.3441 |
| Close |
1.3520 |
1.3523 |
0.0003 |
0.0% |
1.3593 |
| Range |
0.0194 |
0.0122 |
-0.0072 |
-37.1% |
0.0343 |
| ATR |
0.0144 |
0.0143 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
1,844 |
4,302 |
2,458 |
133.3% |
9,554 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3916 |
1.3841 |
1.3590 |
|
| R3 |
1.3794 |
1.3719 |
1.3557 |
|
| R2 |
1.3672 |
1.3672 |
1.3545 |
|
| R1 |
1.3597 |
1.3597 |
1.3534 |
1.3635 |
| PP |
1.3550 |
1.3550 |
1.3550 |
1.3568 |
| S1 |
1.3475 |
1.3475 |
1.3512 |
1.3513 |
| S2 |
1.3428 |
1.3428 |
1.3501 |
|
| S3 |
1.3306 |
1.3353 |
1.3489 |
|
| S4 |
1.3184 |
1.3231 |
1.3456 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4635 |
1.4457 |
1.3782 |
|
| R3 |
1.4292 |
1.4114 |
1.3687 |
|
| R2 |
1.3949 |
1.3949 |
1.3656 |
|
| R1 |
1.3771 |
1.3771 |
1.3624 |
1.3689 |
| PP |
1.3606 |
1.3606 |
1.3606 |
1.3565 |
| S1 |
1.3428 |
1.3428 |
1.3562 |
1.3346 |
| S2 |
1.3263 |
1.3263 |
1.3530 |
|
| S3 |
1.2920 |
1.3085 |
1.3499 |
|
| S4 |
1.2577 |
1.2742 |
1.3404 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4143 |
|
2.618 |
1.3943 |
|
1.618 |
1.3821 |
|
1.000 |
1.3746 |
|
0.618 |
1.3699 |
|
HIGH |
1.3624 |
|
0.618 |
1.3577 |
|
0.500 |
1.3563 |
|
0.382 |
1.3549 |
|
LOW |
1.3502 |
|
0.618 |
1.3427 |
|
1.000 |
1.3380 |
|
1.618 |
1.3305 |
|
2.618 |
1.3183 |
|
4.250 |
1.2984 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3563 |
1.3591 |
| PP |
1.3550 |
1.3568 |
| S1 |
1.3536 |
1.3546 |
|