CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2901 |
1.2840 |
-0.0061 |
-0.5% |
1.3350 |
| High |
1.2990 |
1.3171 |
0.0181 |
1.4% |
1.3350 |
| Low |
1.2751 |
1.2840 |
0.0089 |
0.7% |
1.2751 |
| Close |
1.2957 |
1.3112 |
0.0155 |
1.2% |
1.2957 |
| Range |
0.0239 |
0.0331 |
0.0092 |
38.5% |
0.0599 |
| ATR |
0.0245 |
0.0251 |
0.0006 |
2.5% |
0.0000 |
| Volume |
92 |
260 |
168 |
182.6% |
1,625 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4034 |
1.3904 |
1.3294 |
|
| R3 |
1.3703 |
1.3573 |
1.3203 |
|
| R2 |
1.3372 |
1.3372 |
1.3173 |
|
| R1 |
1.3242 |
1.3242 |
1.3142 |
1.3307 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3074 |
| S1 |
1.2911 |
1.2911 |
1.3082 |
1.2976 |
| S2 |
1.2710 |
1.2710 |
1.3051 |
|
| S3 |
1.2379 |
1.2580 |
1.3021 |
|
| S4 |
1.2048 |
1.2249 |
1.2930 |
|
|
| 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 |
1.4578 |
|
2.618 |
1.4038 |
|
1.618 |
1.3707 |
|
1.000 |
1.3502 |
|
0.618 |
1.3376 |
|
HIGH |
1.3171 |
|
0.618 |
1.3045 |
|
0.500 |
1.3006 |
|
0.382 |
1.2966 |
|
LOW |
1.2840 |
|
0.618 |
1.2635 |
|
1.000 |
1.2509 |
|
1.618 |
1.2304 |
|
2.618 |
1.1973 |
|
4.250 |
1.1433 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3077 |
1.3062 |
| PP |
1.3041 |
1.3011 |
| S1 |
1.3006 |
1.2961 |
|