CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3788 |
1.3715 |
-0.0073 |
-0.5% |
1.3887 |
| High |
1.3788 |
1.3720 |
-0.0068 |
-0.5% |
1.3940 |
| Low |
1.3732 |
1.3650 |
-0.0082 |
-0.6% |
1.3650 |
| Close |
1.3730 |
1.3624 |
-0.0106 |
-0.8% |
1.3624 |
| Range |
0.0056 |
0.0070 |
0.0014 |
25.0% |
0.0290 |
| ATR |
|
|
|
|
|
| Volume |
12 |
3 |
-9 |
-75.0% |
52 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3875 |
1.3819 |
1.3663 |
|
| R3 |
1.3805 |
1.3749 |
1.3643 |
|
| R2 |
1.3735 |
1.3735 |
1.3637 |
|
| R1 |
1.3679 |
1.3679 |
1.3630 |
1.3672 |
| PP |
1.3665 |
1.3665 |
1.3665 |
1.3661 |
| S1 |
1.3609 |
1.3609 |
1.3618 |
1.3602 |
| S2 |
1.3595 |
1.3595 |
1.3611 |
|
| S3 |
1.3525 |
1.3539 |
1.3605 |
|
| S4 |
1.3455 |
1.3469 |
1.3586 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4608 |
1.4406 |
1.3784 |
|
| R3 |
1.4318 |
1.4116 |
1.3704 |
|
| R2 |
1.4028 |
1.4028 |
1.3677 |
|
| R1 |
1.3826 |
1.3826 |
1.3651 |
1.3782 |
| PP |
1.3738 |
1.3738 |
1.3738 |
1.3716 |
| S1 |
1.3536 |
1.3536 |
1.3597 |
1.3492 |
| S2 |
1.3448 |
1.3448 |
1.3571 |
|
| S3 |
1.3158 |
1.3246 |
1.3544 |
|
| S4 |
1.2868 |
1.2956 |
1.3465 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4018 |
|
2.618 |
1.3903 |
|
1.618 |
1.3833 |
|
1.000 |
1.3790 |
|
0.618 |
1.3763 |
|
HIGH |
1.3720 |
|
0.618 |
1.3693 |
|
0.500 |
1.3685 |
|
0.382 |
1.3677 |
|
LOW |
1.3650 |
|
0.618 |
1.3607 |
|
1.000 |
1.3580 |
|
1.618 |
1.3537 |
|
2.618 |
1.3467 |
|
4.250 |
1.3353 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3685 |
1.3769 |
| PP |
1.3665 |
1.3721 |
| S1 |
1.3644 |
1.3672 |
|