CME Euro FX (E) Future June 2009
Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1.3099 |
1.3200 |
0.0101 |
0.8% |
1.3321 |
High |
1.3190 |
1.3289 |
0.0099 |
0.8% |
1.3353 |
Low |
1.2994 |
1.3144 |
0.0150 |
1.2% |
1.2994 |
Close |
1.3114 |
1.3192 |
0.0078 |
0.6% |
1.3192 |
Range |
0.0196 |
0.0145 |
-0.0051 |
-26.0% |
0.0359 |
ATR |
0.0233 |
0.0229 |
-0.0004 |
-1.8% |
0.0000 |
Volume |
938 |
326 |
-612 |
-65.2% |
1,820 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3643 |
1.3563 |
1.3272 |
|
R3 |
1.3498 |
1.3418 |
1.3232 |
|
R2 |
1.3353 |
1.3353 |
1.3219 |
|
R1 |
1.3273 |
1.3273 |
1.3205 |
1.3241 |
PP |
1.3208 |
1.3208 |
1.3208 |
1.3192 |
S1 |
1.3128 |
1.3128 |
1.3179 |
1.3096 |
S2 |
1.3063 |
1.3063 |
1.3165 |
|
S3 |
1.2918 |
1.2983 |
1.3152 |
|
S4 |
1.2773 |
1.2838 |
1.3112 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4257 |
1.4083 |
1.3389 |
|
R3 |
1.3898 |
1.3724 |
1.3291 |
|
R2 |
1.3539 |
1.3539 |
1.3258 |
|
R1 |
1.3365 |
1.3365 |
1.3225 |
1.3273 |
PP |
1.3180 |
1.3180 |
1.3180 |
1.3133 |
S1 |
1.3006 |
1.3006 |
1.3159 |
1.2914 |
S2 |
1.2821 |
1.2821 |
1.3126 |
|
S3 |
1.2462 |
1.2647 |
1.3093 |
|
S4 |
1.2103 |
1.2288 |
1.2995 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3905 |
2.618 |
1.3669 |
1.618 |
1.3524 |
1.000 |
1.3434 |
0.618 |
1.3379 |
HIGH |
1.3289 |
0.618 |
1.3234 |
0.500 |
1.3217 |
0.382 |
1.3199 |
LOW |
1.3144 |
0.618 |
1.3054 |
1.000 |
1.2999 |
1.618 |
1.2909 |
2.618 |
1.2764 |
4.250 |
1.2528 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3217 |
1.3175 |
PP |
1.3208 |
1.3158 |
S1 |
1.3200 |
1.3142 |
|