CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2840 |
1.3199 |
0.0359 |
2.8% |
1.3350 |
| High |
1.3171 |
1.3300 |
0.0129 |
1.0% |
1.3350 |
| Low |
1.2840 |
1.3102 |
0.0262 |
2.0% |
1.2751 |
| Close |
1.3112 |
1.3152 |
0.0040 |
0.3% |
1.2957 |
| Range |
0.0331 |
0.0198 |
-0.0133 |
-40.2% |
0.0599 |
| ATR |
0.0251 |
0.0247 |
-0.0004 |
-1.5% |
0.0000 |
| Volume |
260 |
371 |
111 |
42.7% |
1,625 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3779 |
1.3663 |
1.3261 |
|
| R3 |
1.3581 |
1.3465 |
1.3206 |
|
| R2 |
1.3383 |
1.3383 |
1.3188 |
|
| R1 |
1.3267 |
1.3267 |
1.3170 |
1.3226 |
| PP |
1.3185 |
1.3185 |
1.3185 |
1.3164 |
| S1 |
1.3069 |
1.3069 |
1.3134 |
1.3028 |
| S2 |
1.2987 |
1.2987 |
1.3116 |
|
| S3 |
1.2789 |
1.2871 |
1.3098 |
|
| S4 |
1.2591 |
1.2673 |
1.3043 |
|
|
| 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 |
1.4142 |
|
2.618 |
1.3818 |
|
1.618 |
1.3620 |
|
1.000 |
1.3498 |
|
0.618 |
1.3422 |
|
HIGH |
1.3300 |
|
0.618 |
1.3224 |
|
0.500 |
1.3201 |
|
0.382 |
1.3178 |
|
LOW |
1.3102 |
|
0.618 |
1.2980 |
|
1.000 |
1.2904 |
|
1.618 |
1.2782 |
|
2.618 |
1.2584 |
|
4.250 |
1.2261 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3201 |
1.3110 |
| PP |
1.3185 |
1.3068 |
| S1 |
1.3168 |
1.3026 |
|