CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3651 |
1.3512 |
-0.0139 |
-1.0% |
1.3660 |
| High |
1.3651 |
1.3512 |
-0.0139 |
-1.0% |
1.3800 |
| Low |
1.3651 |
1.3512 |
-0.0139 |
-1.0% |
1.3609 |
| Close |
1.3608 |
1.3609 |
0.0001 |
0.0% |
1.3609 |
| Range |
|
|
|
|
|
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.4% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
18 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3544 |
1.3577 |
1.3609 |
|
| R3 |
1.3544 |
1.3577 |
1.3609 |
|
| R2 |
1.3544 |
1.3544 |
1.3609 |
|
| R1 |
1.3577 |
1.3577 |
1.3609 |
1.3561 |
| PP |
1.3544 |
1.3544 |
1.3544 |
1.3536 |
| S1 |
1.3577 |
1.3577 |
1.3609 |
1.3561 |
| S2 |
1.3544 |
1.3544 |
1.3609 |
|
| S3 |
1.3544 |
1.3577 |
1.3609 |
|
| S4 |
1.3544 |
1.3577 |
1.3609 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4246 |
1.4118 |
1.3714 |
|
| R3 |
1.4055 |
1.3927 |
1.3662 |
|
| R2 |
1.3864 |
1.3864 |
1.3644 |
|
| R1 |
1.3736 |
1.3736 |
1.3627 |
1.3705 |
| PP |
1.3673 |
1.3673 |
1.3673 |
1.3657 |
| S1 |
1.3545 |
1.3545 |
1.3591 |
1.3514 |
| S2 |
1.3482 |
1.3482 |
1.3574 |
|
| S3 |
1.3291 |
1.3354 |
1.3556 |
|
| S4 |
1.3100 |
1.3163 |
1.3504 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3512 |
|
2.618 |
1.3512 |
|
1.618 |
1.3512 |
|
1.000 |
1.3512 |
|
0.618 |
1.3512 |
|
HIGH |
1.3512 |
|
0.618 |
1.3512 |
|
0.500 |
1.3512 |
|
0.382 |
1.3512 |
|
LOW |
1.3512 |
|
0.618 |
1.3512 |
|
1.000 |
1.3512 |
|
1.618 |
1.3512 |
|
2.618 |
1.3512 |
|
4.250 |
1.3512 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3577 |
1.3608 |
| PP |
1.3544 |
1.3607 |
| S1 |
1.3512 |
1.3606 |
|