CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3841 |
1.3890 |
0.0049 |
0.4% |
1.4169 |
| High |
1.3893 |
1.3890 |
-0.0003 |
0.0% |
1.4291 |
| Low |
1.3784 |
1.3504 |
-0.0280 |
-2.0% |
1.3777 |
| Close |
1.3798 |
1.3548 |
-0.0250 |
-1.8% |
1.3798 |
| Range |
0.0109 |
0.0386 |
0.0277 |
254.1% |
0.0514 |
| ATR |
0.0231 |
0.0242 |
0.0011 |
4.8% |
0.0000 |
| Volume |
33 |
134 |
101 |
306.1% |
121 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4805 |
1.4563 |
1.3760 |
|
| R3 |
1.4419 |
1.4177 |
1.3654 |
|
| R2 |
1.4033 |
1.4033 |
1.3619 |
|
| R1 |
1.3791 |
1.3791 |
1.3583 |
1.3719 |
| PP |
1.3647 |
1.3647 |
1.3647 |
1.3612 |
| S1 |
1.3405 |
1.3405 |
1.3513 |
1.3333 |
| S2 |
1.3261 |
1.3261 |
1.3477 |
|
| S3 |
1.2875 |
1.3019 |
1.3442 |
|
| S4 |
1.2489 |
1.2633 |
1.3336 |
|
|
| 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 |
1.5531 |
|
2.618 |
1.4901 |
|
1.618 |
1.4515 |
|
1.000 |
1.4276 |
|
0.618 |
1.4129 |
|
HIGH |
1.3890 |
|
0.618 |
1.3743 |
|
0.500 |
1.3697 |
|
0.382 |
1.3651 |
|
LOW |
1.3504 |
|
0.618 |
1.3265 |
|
1.000 |
1.3118 |
|
1.618 |
1.2879 |
|
2.618 |
1.2493 |
|
4.250 |
1.1864 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3697 |
1.3752 |
| PP |
1.3647 |
1.3684 |
| S1 |
1.3598 |
1.3616 |
|