CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3594 |
1.3509 |
-0.0085 |
-0.6% |
1.3742 |
| High |
1.3594 |
1.3509 |
-0.0085 |
-0.6% |
1.3742 |
| Low |
1.3594 |
1.3509 |
-0.0085 |
-0.6% |
1.3560 |
| Close |
1.3594 |
1.3509 |
-0.0085 |
-0.6% |
1.3584 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
55 |
55 |
0 |
0.0% |
133 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3509 |
1.3509 |
1.3509 |
|
| R3 |
1.3509 |
1.3509 |
1.3509 |
|
| R2 |
1.3509 |
1.3509 |
1.3509 |
|
| R1 |
1.3509 |
1.3509 |
1.3509 |
1.3509 |
| PP |
1.3509 |
1.3509 |
1.3509 |
1.3509 |
| S1 |
1.3509 |
1.3509 |
1.3509 |
1.3509 |
| S2 |
1.3509 |
1.3509 |
1.3509 |
|
| S3 |
1.3509 |
1.3509 |
1.3509 |
|
| S4 |
1.3509 |
1.3509 |
1.3509 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4175 |
1.4061 |
1.3684 |
|
| R3 |
1.3993 |
1.3879 |
1.3634 |
|
| R2 |
1.3811 |
1.3811 |
1.3617 |
|
| R1 |
1.3697 |
1.3697 |
1.3601 |
1.3663 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3612 |
| S1 |
1.3515 |
1.3515 |
1.3567 |
1.3481 |
| S2 |
1.3447 |
1.3447 |
1.3551 |
|
| S3 |
1.3265 |
1.3333 |
1.3534 |
|
| S4 |
1.3083 |
1.3151 |
1.3484 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3509 |
|
2.618 |
1.3509 |
|
1.618 |
1.3509 |
|
1.000 |
1.3509 |
|
0.618 |
1.3509 |
|
HIGH |
1.3509 |
|
0.618 |
1.3509 |
|
0.500 |
1.3509 |
|
0.382 |
1.3509 |
|
LOW |
1.3509 |
|
0.618 |
1.3509 |
|
1.000 |
1.3509 |
|
1.618 |
1.3509 |
|
2.618 |
1.3509 |
|
4.250 |
1.3509 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3509 |
1.3552 |
| PP |
1.3509 |
1.3537 |
| S1 |
1.3509 |
1.3523 |
|