CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3513 |
1.3520 |
0.0007 |
0.1% |
1.3742 |
| High |
1.3513 |
1.3520 |
0.0007 |
0.1% |
1.3742 |
| Low |
1.3513 |
1.3485 |
-0.0028 |
-0.2% |
1.3560 |
| Close |
1.3513 |
1.3532 |
0.0019 |
0.1% |
1.3584 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0182 |
| ATR |
0.0000 |
0.0064 |
0.0064 |
|
0.0000 |
| Volume |
30 |
30 |
0 |
0.0% |
133 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3617 |
1.3610 |
1.3551 |
|
| R3 |
1.3582 |
1.3575 |
1.3542 |
|
| R2 |
1.3547 |
1.3547 |
1.3538 |
|
| R1 |
1.3540 |
1.3540 |
1.3535 |
1.3544 |
| PP |
1.3512 |
1.3512 |
1.3512 |
1.3514 |
| S1 |
1.3505 |
1.3505 |
1.3529 |
1.3509 |
| S2 |
1.3477 |
1.3477 |
1.3526 |
|
| S3 |
1.3442 |
1.3470 |
1.3522 |
|
| S4 |
1.3407 |
1.3435 |
1.3513 |
|
|
| 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 |
1.3669 |
|
2.618 |
1.3612 |
|
1.618 |
1.3577 |
|
1.000 |
1.3555 |
|
0.618 |
1.3542 |
|
HIGH |
1.3520 |
|
0.618 |
1.3507 |
|
0.500 |
1.3503 |
|
0.382 |
1.3498 |
|
LOW |
1.3485 |
|
0.618 |
1.3463 |
|
1.000 |
1.3450 |
|
1.618 |
1.3428 |
|
2.618 |
1.3393 |
|
4.250 |
1.3336 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3522 |
1.3522 |
| PP |
1.3512 |
1.3512 |
| S1 |
1.3503 |
1.3503 |
|