CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3966 |
1.4040 |
0.0074 |
0.5% |
1.4027 |
| High |
1.3982 |
1.4052 |
0.0070 |
0.5% |
1.4052 |
| Low |
1.3918 |
1.4040 |
0.0122 |
0.9% |
1.3890 |
| Close |
1.3920 |
1.4017 |
0.0097 |
0.7% |
1.4017 |
| Range |
0.0064 |
0.0012 |
-0.0052 |
-81.3% |
0.0162 |
| ATR |
0.0247 |
0.0239 |
-0.0008 |
-3.3% |
0.0000 |
| Volume |
9 |
6 |
-3 |
-33.3% |
286 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4072 |
1.4057 |
1.4024 |
|
| R3 |
1.4060 |
1.4045 |
1.4020 |
|
| R2 |
1.4048 |
1.4048 |
1.4019 |
|
| R1 |
1.4033 |
1.4033 |
1.4018 |
1.4035 |
| PP |
1.4036 |
1.4036 |
1.4036 |
1.4037 |
| S1 |
1.4021 |
1.4021 |
1.4016 |
1.4023 |
| S2 |
1.4024 |
1.4024 |
1.4015 |
|
| S3 |
1.4012 |
1.4009 |
1.4014 |
|
| S4 |
1.4000 |
1.3997 |
1.4010 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4472 |
1.4407 |
1.4106 |
|
| R3 |
1.4310 |
1.4245 |
1.4062 |
|
| R2 |
1.4148 |
1.4148 |
1.4047 |
|
| R1 |
1.4083 |
1.4083 |
1.4032 |
1.4035 |
| PP |
1.3986 |
1.3986 |
1.3986 |
1.3962 |
| S1 |
1.3921 |
1.3921 |
1.4002 |
1.3873 |
| S2 |
1.3824 |
1.3824 |
1.3987 |
|
| S3 |
1.3662 |
1.3759 |
1.3972 |
|
| S4 |
1.3500 |
1.3597 |
1.3928 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4103 |
|
2.618 |
1.4083 |
|
1.618 |
1.4071 |
|
1.000 |
1.4064 |
|
0.618 |
1.4059 |
|
HIGH |
1.4052 |
|
0.618 |
1.4047 |
|
0.500 |
1.4046 |
|
0.382 |
1.4045 |
|
LOW |
1.4040 |
|
0.618 |
1.4033 |
|
1.000 |
1.4028 |
|
1.618 |
1.4021 |
|
2.618 |
1.4009 |
|
4.250 |
1.3989 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4046 |
1.4002 |
| PP |
1.4036 |
1.3986 |
| S1 |
1.4027 |
1.3971 |
|