CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3279 |
1.3217 |
-0.0062 |
-0.5% |
1.3890 |
| High |
1.3279 |
1.3251 |
-0.0028 |
-0.2% |
1.3890 |
| Low |
1.3087 |
1.3046 |
-0.0041 |
-0.3% |
1.3270 |
| Close |
1.3122 |
1.3110 |
-0.0012 |
-0.1% |
1.3366 |
| Range |
0.0192 |
0.0205 |
0.0013 |
6.8% |
0.0620 |
| ATR |
0.0239 |
0.0236 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
148 |
324 |
176 |
118.9% |
846 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3751 |
1.3635 |
1.3223 |
|
| R3 |
1.3546 |
1.3430 |
1.3166 |
|
| R2 |
1.3341 |
1.3341 |
1.3148 |
|
| R1 |
1.3225 |
1.3225 |
1.3129 |
1.3181 |
| PP |
1.3136 |
1.3136 |
1.3136 |
1.3113 |
| S1 |
1.3020 |
1.3020 |
1.3091 |
1.2976 |
| S2 |
1.2931 |
1.2931 |
1.3072 |
|
| S3 |
1.2726 |
1.2815 |
1.3054 |
|
| S4 |
1.2521 |
1.2610 |
1.2997 |
|
|
| 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 |
1.4122 |
|
2.618 |
1.3788 |
|
1.618 |
1.3583 |
|
1.000 |
1.3456 |
|
0.618 |
1.3378 |
|
HIGH |
1.3251 |
|
0.618 |
1.3173 |
|
0.500 |
1.3149 |
|
0.382 |
1.3124 |
|
LOW |
1.3046 |
|
0.618 |
1.2919 |
|
1.000 |
1.2841 |
|
1.618 |
1.2714 |
|
2.618 |
1.2509 |
|
4.250 |
1.2175 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3149 |
1.3200 |
| PP |
1.3136 |
1.3170 |
| S1 |
1.3123 |
1.3140 |
|