CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3350 |
1.3350 |
0.0000 |
0.0% |
1.3321 |
| High |
1.3350 |
1.3350 |
0.0000 |
0.0% |
1.3353 |
| Low |
1.3094 |
1.2824 |
-0.0270 |
-2.1% |
1.2994 |
| Close |
1.3105 |
1.2853 |
-0.0252 |
-1.9% |
1.3192 |
| Range |
0.0256 |
0.0526 |
0.0270 |
105.5% |
0.0359 |
| ATR |
0.0231 |
0.0252 |
0.0021 |
9.1% |
0.0000 |
| Volume |
326 |
95 |
-231 |
-70.9% |
1,820 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4587 |
1.4246 |
1.3142 |
|
| R3 |
1.4061 |
1.3720 |
1.2998 |
|
| R2 |
1.3535 |
1.3535 |
1.2949 |
|
| R1 |
1.3194 |
1.3194 |
1.2901 |
1.3102 |
| PP |
1.3009 |
1.3009 |
1.3009 |
1.2963 |
| S1 |
1.2668 |
1.2668 |
1.2805 |
1.2576 |
| S2 |
1.2483 |
1.2483 |
1.2757 |
|
| S3 |
1.1957 |
1.2142 |
1.2708 |
|
| S4 |
1.1431 |
1.1616 |
1.2564 |
|
|
| 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 |
1.5586 |
|
2.618 |
1.4727 |
|
1.618 |
1.4201 |
|
1.000 |
1.3876 |
|
0.618 |
1.3675 |
|
HIGH |
1.3350 |
|
0.618 |
1.3149 |
|
0.500 |
1.3087 |
|
0.382 |
1.3025 |
|
LOW |
1.2824 |
|
0.618 |
1.2499 |
|
1.000 |
1.2298 |
|
1.618 |
1.1973 |
|
2.618 |
1.1447 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3087 |
1.3087 |
| PP |
1.3009 |
1.3009 |
| S1 |
1.2931 |
1.2931 |
|