CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3512 |
1.3580 |
0.0068 |
0.5% |
1.3583 |
| High |
1.3512 |
1.3580 |
0.0068 |
0.5% |
1.3700 |
| Low |
1.3512 |
1.3580 |
0.0068 |
0.5% |
1.3512 |
| Close |
1.3609 |
1.3588 |
-0.0021 |
-0.2% |
1.3588 |
| Range |
|
|
|
|
|
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
20 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3583 |
1.3585 |
1.3588 |
|
| R3 |
1.3583 |
1.3585 |
1.3588 |
|
| R2 |
1.3583 |
1.3583 |
1.3588 |
|
| R1 |
1.3585 |
1.3585 |
1.3588 |
1.3584 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3582 |
| S1 |
1.3585 |
1.3585 |
1.3588 |
1.3584 |
| S2 |
1.3583 |
1.3583 |
1.3588 |
|
| S3 |
1.3583 |
1.3585 |
1.3588 |
|
| S4 |
1.3583 |
1.3585 |
1.3588 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4164 |
1.4064 |
1.3691 |
|
| R3 |
1.3976 |
1.3876 |
1.3640 |
|
| R2 |
1.3788 |
1.3788 |
1.3622 |
|
| R1 |
1.3688 |
1.3688 |
1.3605 |
1.3738 |
| PP |
1.3600 |
1.3600 |
1.3600 |
1.3625 |
| S1 |
1.3500 |
1.3500 |
1.3571 |
1.3550 |
| S2 |
1.3412 |
1.3412 |
1.3554 |
|
| S3 |
1.3224 |
1.3312 |
1.3536 |
|
| S4 |
1.3036 |
1.3124 |
1.3485 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3580 |
|
2.618 |
1.3580 |
|
1.618 |
1.3580 |
|
1.000 |
1.3580 |
|
0.618 |
1.3580 |
|
HIGH |
1.3580 |
|
0.618 |
1.3580 |
|
0.500 |
1.3580 |
|
0.382 |
1.3580 |
|
LOW |
1.3580 |
|
0.618 |
1.3580 |
|
1.000 |
1.3580 |
|
1.618 |
1.3580 |
|
2.618 |
1.3580 |
|
4.250 |
1.3580 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3585 |
1.3586 |
| PP |
1.3583 |
1.3584 |
| S1 |
1.3580 |
1.3582 |
|