CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3584 |
1.3600 |
0.0016 |
0.1% |
1.3890 |
| High |
1.3726 |
1.3654 |
-0.0072 |
-0.5% |
1.3890 |
| Low |
1.3473 |
1.3349 |
-0.0124 |
-0.9% |
1.3270 |
| Close |
1.3661 |
1.3366 |
-0.0295 |
-2.2% |
1.3366 |
| Range |
0.0253 |
0.0305 |
0.0052 |
20.6% |
0.0620 |
| ATR |
0.0243 |
0.0248 |
0.0005 |
2.0% |
0.0000 |
| Volume |
168 |
253 |
85 |
50.6% |
846 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4371 |
1.4174 |
1.3534 |
|
| R3 |
1.4066 |
1.3869 |
1.3450 |
|
| R2 |
1.3761 |
1.3761 |
1.3422 |
|
| R1 |
1.3564 |
1.3564 |
1.3394 |
1.3510 |
| PP |
1.3456 |
1.3456 |
1.3456 |
1.3430 |
| S1 |
1.3259 |
1.3259 |
1.3338 |
1.3205 |
| S2 |
1.3151 |
1.3151 |
1.3310 |
|
| S3 |
1.2846 |
1.2954 |
1.3282 |
|
| S4 |
1.2541 |
1.2649 |
1.3198 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5369 |
1.4987 |
1.3707 |
|
| R3 |
1.4749 |
1.4367 |
1.3537 |
|
| R2 |
1.4129 |
1.4129 |
1.3480 |
|
| R1 |
1.3747 |
1.3747 |
1.3423 |
1.3628 |
| PP |
1.3509 |
1.3509 |
1.3509 |
1.3449 |
| S1 |
1.3127 |
1.3127 |
1.3309 |
1.3008 |
| S2 |
1.2889 |
1.2889 |
1.3252 |
|
| S3 |
1.2269 |
1.2507 |
1.3196 |
|
| S4 |
1.1649 |
1.1887 |
1.3025 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4950 |
|
2.618 |
1.4452 |
|
1.618 |
1.4147 |
|
1.000 |
1.3959 |
|
0.618 |
1.3842 |
|
HIGH |
1.3654 |
|
0.618 |
1.3537 |
|
0.500 |
1.3502 |
|
0.382 |
1.3466 |
|
LOW |
1.3349 |
|
0.618 |
1.3161 |
|
1.000 |
1.3044 |
|
1.618 |
1.2856 |
|
2.618 |
1.2551 |
|
4.250 |
1.2053 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3502 |
1.3538 |
| PP |
1.3456 |
1.3480 |
| S1 |
1.3411 |
1.3423 |
|