CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 19-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
19-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.3350 |
0.0150 |
1.1% |
1.3321 |
| High |
1.3289 |
1.3350 |
0.0061 |
0.5% |
1.3353 |
| Low |
1.3144 |
1.3094 |
-0.0050 |
-0.4% |
1.2994 |
| Close |
1.3192 |
1.3105 |
-0.0087 |
-0.7% |
1.3192 |
| Range |
0.0145 |
0.0256 |
0.0111 |
76.6% |
0.0359 |
| ATR |
0.0229 |
0.0231 |
0.0002 |
0.8% |
0.0000 |
| Volume |
326 |
326 |
0 |
0.0% |
1,820 |
|
| Daily Pivots for day following 19-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3951 |
1.3784 |
1.3246 |
|
| R3 |
1.3695 |
1.3528 |
1.3175 |
|
| R2 |
1.3439 |
1.3439 |
1.3152 |
|
| R1 |
1.3272 |
1.3272 |
1.3128 |
1.3228 |
| PP |
1.3183 |
1.3183 |
1.3183 |
1.3161 |
| S1 |
1.3016 |
1.3016 |
1.3082 |
1.2972 |
| S2 |
1.2927 |
1.2927 |
1.3058 |
|
| S3 |
1.2671 |
1.2760 |
1.3035 |
|
| S4 |
1.2415 |
1.2504 |
1.2964 |
|
|
| 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 |
1.4438 |
|
2.618 |
1.4020 |
|
1.618 |
1.3764 |
|
1.000 |
1.3606 |
|
0.618 |
1.3508 |
|
HIGH |
1.3350 |
|
0.618 |
1.3252 |
|
0.500 |
1.3222 |
|
0.382 |
1.3192 |
|
LOW |
1.3094 |
|
0.618 |
1.2936 |
|
1.000 |
1.2838 |
|
1.618 |
1.2680 |
|
2.618 |
1.2424 |
|
4.250 |
1.2006 |
|
|
| Fisher Pivots for day following 19-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3222 |
1.3172 |
| PP |
1.3183 |
1.3150 |
| S1 |
1.3144 |
1.3127 |
|