CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3888 |
1.3788 |
-0.0100 |
-0.7% |
1.4136 |
| High |
1.3888 |
1.3788 |
-0.0100 |
-0.7% |
1.4136 |
| Low |
1.3888 |
1.3732 |
-0.0156 |
-1.1% |
1.3851 |
| Close |
1.3888 |
1.3730 |
-0.0158 |
-1.1% |
1.3851 |
| Range |
0.0000 |
0.0056 |
0.0056 |
|
0.0285 |
| ATR |
|
|
|
|
|
| Volume |
12 |
12 |
0 |
0.0% |
22 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3918 |
1.3880 |
1.3761 |
|
| R3 |
1.3862 |
1.3824 |
1.3745 |
|
| R2 |
1.3806 |
1.3806 |
1.3740 |
|
| R1 |
1.3768 |
1.3768 |
1.3735 |
1.3759 |
| PP |
1.3750 |
1.3750 |
1.3750 |
1.3746 |
| S1 |
1.3712 |
1.3712 |
1.3725 |
1.3703 |
| S2 |
1.3694 |
1.3694 |
1.3720 |
|
| S3 |
1.3638 |
1.3656 |
1.3715 |
|
| S4 |
1.3582 |
1.3600 |
1.3699 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4801 |
1.4611 |
1.4008 |
|
| R3 |
1.4516 |
1.4326 |
1.3929 |
|
| R2 |
1.4231 |
1.4231 |
1.3903 |
|
| R1 |
1.4041 |
1.4041 |
1.3877 |
1.3994 |
| PP |
1.3946 |
1.3946 |
1.3946 |
1.3922 |
| S1 |
1.3756 |
1.3756 |
1.3825 |
1.3709 |
| S2 |
1.3661 |
1.3661 |
1.3799 |
|
| S3 |
1.3376 |
1.3471 |
1.3773 |
|
| S4 |
1.3091 |
1.3186 |
1.3694 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4026 |
|
2.618 |
1.3935 |
|
1.618 |
1.3879 |
|
1.000 |
1.3844 |
|
0.618 |
1.3823 |
|
HIGH |
1.3788 |
|
0.618 |
1.3767 |
|
0.500 |
1.3760 |
|
0.382 |
1.3753 |
|
LOW |
1.3732 |
|
0.618 |
1.3697 |
|
1.000 |
1.3676 |
|
1.618 |
1.3641 |
|
2.618 |
1.3585 |
|
4.250 |
1.3494 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3760 |
1.3836 |
| PP |
1.3750 |
1.3801 |
| S1 |
1.3740 |
1.3765 |
|