CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3321 |
1.3279 |
-0.0042 |
-0.3% |
1.3890 |
| High |
1.3353 |
1.3279 |
-0.0074 |
-0.6% |
1.3890 |
| Low |
1.3248 |
1.3087 |
-0.0161 |
-1.2% |
1.3270 |
| Close |
1.3331 |
1.3122 |
-0.0209 |
-1.6% |
1.3366 |
| Range |
0.0105 |
0.0192 |
0.0087 |
82.9% |
0.0620 |
| ATR |
0.0238 |
0.0239 |
0.0000 |
0.2% |
0.0000 |
| Volume |
84 |
148 |
64 |
76.2% |
846 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3739 |
1.3622 |
1.3228 |
|
| R3 |
1.3547 |
1.3430 |
1.3175 |
|
| R2 |
1.3355 |
1.3355 |
1.3157 |
|
| R1 |
1.3238 |
1.3238 |
1.3140 |
1.3201 |
| PP |
1.3163 |
1.3163 |
1.3163 |
1.3144 |
| S1 |
1.3046 |
1.3046 |
1.3104 |
1.3009 |
| S2 |
1.2971 |
1.2971 |
1.3087 |
|
| S3 |
1.2779 |
1.2854 |
1.3069 |
|
| S4 |
1.2587 |
1.2662 |
1.3016 |
|
|
| 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 |
1.4095 |
|
2.618 |
1.3782 |
|
1.618 |
1.3590 |
|
1.000 |
1.3471 |
|
0.618 |
1.3398 |
|
HIGH |
1.3279 |
|
0.618 |
1.3206 |
|
0.500 |
1.3183 |
|
0.382 |
1.3160 |
|
LOW |
1.3087 |
|
0.618 |
1.2968 |
|
1.000 |
1.2895 |
|
1.618 |
1.2776 |
|
2.618 |
1.2584 |
|
4.250 |
1.2271 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3183 |
1.3371 |
| PP |
1.3163 |
1.3288 |
| S1 |
1.3142 |
1.3205 |
|