CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3600 |
1.3321 |
-0.0279 |
-2.1% |
1.3890 |
| High |
1.3654 |
1.3353 |
-0.0301 |
-2.2% |
1.3890 |
| Low |
1.3349 |
1.3248 |
-0.0101 |
-0.8% |
1.3270 |
| Close |
1.3366 |
1.3331 |
-0.0035 |
-0.3% |
1.3366 |
| Range |
0.0305 |
0.0105 |
-0.0200 |
-65.6% |
0.0620 |
| ATR |
0.0248 |
0.0238 |
-0.0009 |
-3.7% |
0.0000 |
| Volume |
253 |
84 |
-169 |
-66.8% |
846 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3626 |
1.3583 |
1.3389 |
|
| R3 |
1.3521 |
1.3478 |
1.3360 |
|
| R2 |
1.3416 |
1.3416 |
1.3350 |
|
| R1 |
1.3373 |
1.3373 |
1.3341 |
1.3395 |
| PP |
1.3311 |
1.3311 |
1.3311 |
1.3321 |
| S1 |
1.3268 |
1.3268 |
1.3321 |
1.3290 |
| S2 |
1.3206 |
1.3206 |
1.3312 |
|
| S3 |
1.3101 |
1.3163 |
1.3302 |
|
| S4 |
1.2996 |
1.3058 |
1.3273 |
|
|
| 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 |
1.3799 |
|
2.618 |
1.3628 |
|
1.618 |
1.3523 |
|
1.000 |
1.3458 |
|
0.618 |
1.3418 |
|
HIGH |
1.3353 |
|
0.618 |
1.3313 |
|
0.500 |
1.3301 |
|
0.382 |
1.3288 |
|
LOW |
1.3248 |
|
0.618 |
1.3183 |
|
1.000 |
1.3143 |
|
1.618 |
1.3078 |
|
2.618 |
1.2973 |
|
4.250 |
1.2802 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3321 |
1.3487 |
| PP |
1.3311 |
1.3435 |
| S1 |
1.3301 |
1.3383 |
|