CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2984 |
1.2901 |
-0.0083 |
-0.6% |
1.3350 |
| High |
1.3050 |
1.2990 |
-0.0060 |
-0.5% |
1.3350 |
| Low |
1.2894 |
1.2751 |
-0.0143 |
-1.1% |
1.2751 |
| Close |
1.2996 |
1.2957 |
-0.0039 |
-0.3% |
1.2957 |
| Range |
0.0156 |
0.0239 |
0.0083 |
53.2% |
0.0599 |
| ATR |
0.0245 |
0.0245 |
0.0000 |
0.0% |
0.0000 |
| Volume |
802 |
92 |
-710 |
-88.5% |
1,625 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3616 |
1.3526 |
1.3088 |
|
| R3 |
1.3377 |
1.3287 |
1.3023 |
|
| R2 |
1.3138 |
1.3138 |
1.3001 |
|
| R1 |
1.3048 |
1.3048 |
1.2979 |
1.3093 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2922 |
| S1 |
1.2809 |
1.2809 |
1.2935 |
1.2854 |
| S2 |
1.2660 |
1.2660 |
1.2913 |
|
| S3 |
1.2421 |
1.2570 |
1.2891 |
|
| S4 |
1.2182 |
1.2331 |
1.2826 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4816 |
1.4486 |
1.3286 |
|
| R3 |
1.4217 |
1.3887 |
1.3122 |
|
| R2 |
1.3618 |
1.3618 |
1.3067 |
|
| R1 |
1.3288 |
1.3288 |
1.3012 |
1.3154 |
| PP |
1.3019 |
1.3019 |
1.3019 |
1.2952 |
| S1 |
1.2689 |
1.2689 |
1.2902 |
1.2555 |
| S2 |
1.2420 |
1.2420 |
1.2847 |
|
| S3 |
1.1821 |
1.2090 |
1.2792 |
|
| S4 |
1.1222 |
1.1491 |
1.2628 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4006 |
|
2.618 |
1.3616 |
|
1.618 |
1.3377 |
|
1.000 |
1.3229 |
|
0.618 |
1.3138 |
|
HIGH |
1.2990 |
|
0.618 |
1.2899 |
|
0.500 |
1.2871 |
|
0.382 |
1.2842 |
|
LOW |
1.2751 |
|
0.618 |
1.2603 |
|
1.000 |
1.2512 |
|
1.618 |
1.2364 |
|
2.618 |
1.2125 |
|
4.250 |
1.1735 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2928 |
1.2938 |
| PP |
1.2899 |
1.2919 |
| S1 |
1.2871 |
1.2901 |
|