CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4000 |
1.4000 |
0.0000 |
0.0% |
1.4027 |
| High |
1.4119 |
1.4000 |
-0.0119 |
-0.8% |
1.4052 |
| Low |
1.4000 |
1.3777 |
-0.0223 |
-1.6% |
1.3890 |
| Close |
1.4028 |
1.3893 |
-0.0135 |
-1.0% |
1.4017 |
| Range |
0.0119 |
0.0223 |
0.0104 |
87.4% |
0.0162 |
| ATR |
0.0240 |
0.0241 |
0.0001 |
0.3% |
0.0000 |
| Volume |
62 |
10 |
-52 |
-83.9% |
286 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4559 |
1.4449 |
1.4016 |
|
| R3 |
1.4336 |
1.4226 |
1.3954 |
|
| R2 |
1.4113 |
1.4113 |
1.3934 |
|
| R1 |
1.4003 |
1.4003 |
1.3913 |
1.3947 |
| PP |
1.3890 |
1.3890 |
1.3890 |
1.3862 |
| S1 |
1.3780 |
1.3780 |
1.3873 |
1.3724 |
| S2 |
1.3667 |
1.3667 |
1.3852 |
|
| S3 |
1.3444 |
1.3557 |
1.3832 |
|
| S4 |
1.3221 |
1.3334 |
1.3770 |
|
|
| 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 |
1.4948 |
|
2.618 |
1.4584 |
|
1.618 |
1.4361 |
|
1.000 |
1.4223 |
|
0.618 |
1.4138 |
|
HIGH |
1.4000 |
|
0.618 |
1.3915 |
|
0.500 |
1.3889 |
|
0.382 |
1.3862 |
|
LOW |
1.3777 |
|
0.618 |
1.3639 |
|
1.000 |
1.3554 |
|
1.618 |
1.3416 |
|
2.618 |
1.3193 |
|
4.250 |
1.2829 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3892 |
1.4034 |
| PP |
1.3890 |
1.3987 |
| S1 |
1.3889 |
1.3940 |
|