CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2825 |
1.2984 |
0.0159 |
1.2% |
1.3321 |
| High |
1.3046 |
1.3050 |
0.0004 |
0.0% |
1.3353 |
| Low |
1.2800 |
1.2894 |
0.0094 |
0.7% |
1.2994 |
| Close |
1.2918 |
1.2996 |
0.0078 |
0.6% |
1.3192 |
| Range |
0.0246 |
0.0156 |
-0.0090 |
-36.6% |
0.0359 |
| ATR |
0.0252 |
0.0245 |
-0.0007 |
-2.7% |
0.0000 |
| Volume |
310 |
802 |
492 |
158.7% |
1,820 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3448 |
1.3378 |
1.3082 |
|
| R3 |
1.3292 |
1.3222 |
1.3039 |
|
| R2 |
1.3136 |
1.3136 |
1.3025 |
|
| R1 |
1.3066 |
1.3066 |
1.3010 |
1.3101 |
| PP |
1.2980 |
1.2980 |
1.2980 |
1.2998 |
| S1 |
1.2910 |
1.2910 |
1.2982 |
1.2945 |
| S2 |
1.2824 |
1.2824 |
1.2967 |
|
| S3 |
1.2668 |
1.2754 |
1.2953 |
|
| S4 |
1.2512 |
1.2598 |
1.2910 |
|
|
| 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 |
1.3713 |
|
2.618 |
1.3458 |
|
1.618 |
1.3302 |
|
1.000 |
1.3206 |
|
0.618 |
1.3146 |
|
HIGH |
1.3050 |
|
0.618 |
1.2990 |
|
0.500 |
1.2972 |
|
0.382 |
1.2954 |
|
LOW |
1.2894 |
|
0.618 |
1.2798 |
|
1.000 |
1.2738 |
|
1.618 |
1.2642 |
|
2.618 |
1.2486 |
|
4.250 |
1.2231 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2988 |
1.3075 |
| PP |
1.2980 |
1.3049 |
| S1 |
1.2972 |
1.3022 |
|