CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3199 |
1.3200 |
0.0001 |
0.0% |
1.3350 |
| High |
1.3300 |
1.3303 |
0.0003 |
0.0% |
1.3350 |
| Low |
1.3102 |
1.3080 |
-0.0022 |
-0.2% |
1.2751 |
| Close |
1.3152 |
1.3111 |
-0.0041 |
-0.3% |
1.2957 |
| Range |
0.0198 |
0.0223 |
0.0025 |
12.6% |
0.0599 |
| ATR |
0.0247 |
0.0246 |
-0.0002 |
-0.7% |
0.0000 |
| Volume |
371 |
120 |
-251 |
-67.7% |
1,625 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3834 |
1.3695 |
1.3234 |
|
| R3 |
1.3611 |
1.3472 |
1.3172 |
|
| R2 |
1.3388 |
1.3388 |
1.3152 |
|
| R1 |
1.3249 |
1.3249 |
1.3131 |
1.3207 |
| PP |
1.3165 |
1.3165 |
1.3165 |
1.3144 |
| S1 |
1.3026 |
1.3026 |
1.3091 |
1.2984 |
| S2 |
1.2942 |
1.2942 |
1.3070 |
|
| S3 |
1.2719 |
1.2803 |
1.3050 |
|
| S4 |
1.2496 |
1.2580 |
1.2988 |
|
|
| 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 |
1.4251 |
|
2.618 |
1.3887 |
|
1.618 |
1.3664 |
|
1.000 |
1.3526 |
|
0.618 |
1.3441 |
|
HIGH |
1.3303 |
|
0.618 |
1.3218 |
|
0.500 |
1.3192 |
|
0.382 |
1.3165 |
|
LOW |
1.3080 |
|
0.618 |
1.2942 |
|
1.000 |
1.2857 |
|
1.618 |
1.2719 |
|
2.618 |
1.2496 |
|
4.250 |
1.2132 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3192 |
1.3098 |
| PP |
1.3165 |
1.3085 |
| S1 |
1.3138 |
1.3072 |
|