CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3480 |
1.3571 |
0.0091 |
0.7% |
1.4169 |
| High |
1.3480 |
1.3671 |
0.0191 |
1.4% |
1.4291 |
| Low |
1.3270 |
1.3565 |
0.0295 |
2.2% |
1.3777 |
| Close |
1.3467 |
1.3556 |
0.0089 |
0.7% |
1.3798 |
| Range |
0.0210 |
0.0106 |
-0.0104 |
-49.5% |
0.0514 |
| ATR |
0.0245 |
0.0242 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
235 |
56 |
-179 |
-76.2% |
121 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3915 |
1.3842 |
1.3614 |
|
| R3 |
1.3809 |
1.3736 |
1.3585 |
|
| R2 |
1.3703 |
1.3703 |
1.3575 |
|
| R1 |
1.3630 |
1.3630 |
1.3566 |
1.3614 |
| PP |
1.3597 |
1.3597 |
1.3597 |
1.3589 |
| S1 |
1.3524 |
1.3524 |
1.3546 |
1.3508 |
| S2 |
1.3491 |
1.3491 |
1.3537 |
|
| S3 |
1.3385 |
1.3418 |
1.3527 |
|
| S4 |
1.3279 |
1.3312 |
1.3498 |
|
|
| 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 |
1.4122 |
|
2.618 |
1.3949 |
|
1.618 |
1.3843 |
|
1.000 |
1.3777 |
|
0.618 |
1.3737 |
|
HIGH |
1.3671 |
|
0.618 |
1.3631 |
|
0.500 |
1.3618 |
|
0.382 |
1.3605 |
|
LOW |
1.3565 |
|
0.618 |
1.3499 |
|
1.000 |
1.3459 |
|
1.618 |
1.3393 |
|
2.618 |
1.3287 |
|
4.250 |
1.3115 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3618 |
1.3580 |
| PP |
1.3597 |
1.3572 |
| S1 |
1.3577 |
1.3564 |
|