CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4000 |
1.3841 |
-0.0159 |
-1.1% |
1.4169 |
| High |
1.4000 |
1.3893 |
-0.0107 |
-0.8% |
1.4291 |
| Low |
1.3777 |
1.3784 |
0.0007 |
0.1% |
1.3777 |
| Close |
1.3893 |
1.3798 |
-0.0095 |
-0.7% |
1.3798 |
| Range |
0.0223 |
0.0109 |
-0.0114 |
-51.1% |
0.0514 |
| ATR |
0.0241 |
0.0231 |
-0.0009 |
-3.9% |
0.0000 |
| Volume |
10 |
33 |
23 |
230.0% |
121 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4152 |
1.4084 |
1.3858 |
|
| R3 |
1.4043 |
1.3975 |
1.3828 |
|
| R2 |
1.3934 |
1.3934 |
1.3818 |
|
| R1 |
1.3866 |
1.3866 |
1.3808 |
1.3846 |
| PP |
1.3825 |
1.3825 |
1.3825 |
1.3815 |
| S1 |
1.3757 |
1.3757 |
1.3788 |
1.3737 |
| S2 |
1.3716 |
1.3716 |
1.3778 |
|
| S3 |
1.3607 |
1.3648 |
1.3768 |
|
| S4 |
1.3498 |
1.3539 |
1.3738 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5497 |
1.5162 |
1.4081 |
|
| R3 |
1.4983 |
1.4648 |
1.3939 |
|
| R2 |
1.4469 |
1.4469 |
1.3892 |
|
| R1 |
1.4134 |
1.4134 |
1.3845 |
1.4045 |
| PP |
1.3955 |
1.3955 |
1.3955 |
1.3911 |
| S1 |
1.3620 |
1.3620 |
1.3751 |
1.3531 |
| S2 |
1.3441 |
1.3441 |
1.3704 |
|
| S3 |
1.2927 |
1.3106 |
1.3657 |
|
| S4 |
1.2413 |
1.2592 |
1.3515 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4356 |
|
2.618 |
1.4178 |
|
1.618 |
1.4069 |
|
1.000 |
1.4002 |
|
0.618 |
1.3960 |
|
HIGH |
1.3893 |
|
0.618 |
1.3851 |
|
0.500 |
1.3839 |
|
0.382 |
1.3826 |
|
LOW |
1.3784 |
|
0.618 |
1.3717 |
|
1.000 |
1.3675 |
|
1.618 |
1.3608 |
|
2.618 |
1.3499 |
|
4.250 |
1.3321 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3839 |
1.3948 |
| PP |
1.3825 |
1.3898 |
| S1 |
1.3812 |
1.3848 |
|