CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3571 |
1.3584 |
0.0013 |
0.1% |
1.4169 |
| High |
1.3671 |
1.3726 |
0.0055 |
0.4% |
1.4291 |
| Low |
1.3565 |
1.3473 |
-0.0092 |
-0.7% |
1.3777 |
| Close |
1.3556 |
1.3661 |
0.0105 |
0.8% |
1.3798 |
| Range |
0.0106 |
0.0253 |
0.0147 |
138.7% |
0.0514 |
| ATR |
0.0242 |
0.0243 |
0.0001 |
0.3% |
0.0000 |
| Volume |
56 |
168 |
112 |
200.0% |
121 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4379 |
1.4273 |
1.3800 |
|
| R3 |
1.4126 |
1.4020 |
1.3731 |
|
| R2 |
1.3873 |
1.3873 |
1.3707 |
|
| R1 |
1.3767 |
1.3767 |
1.3684 |
1.3820 |
| PP |
1.3620 |
1.3620 |
1.3620 |
1.3647 |
| S1 |
1.3514 |
1.3514 |
1.3638 |
1.3567 |
| S2 |
1.3367 |
1.3367 |
1.3615 |
|
| S3 |
1.3114 |
1.3261 |
1.3591 |
|
| S4 |
1.2861 |
1.3008 |
1.3522 |
|
|
| 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 |
1.4801 |
|
2.618 |
1.4388 |
|
1.618 |
1.4135 |
|
1.000 |
1.3979 |
|
0.618 |
1.3882 |
|
HIGH |
1.3726 |
|
0.618 |
1.3629 |
|
0.500 |
1.3600 |
|
0.382 |
1.3570 |
|
LOW |
1.3473 |
|
0.618 |
1.3317 |
|
1.000 |
1.3220 |
|
1.618 |
1.3064 |
|
2.618 |
1.2811 |
|
4.250 |
1.2398 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3641 |
1.3607 |
| PP |
1.3620 |
1.3552 |
| S1 |
1.3600 |
1.3498 |
|