CME Euro FX (E) Future June 2009
Trading Metrics calculated at close of trading on 29-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1.3200 |
1.3033 |
-0.0167 |
-1.3% |
1.3350 |
High |
1.3303 |
1.3151 |
-0.0152 |
-1.1% |
1.3350 |
Low |
1.3080 |
1.2932 |
-0.0148 |
-1.1% |
1.2751 |
Close |
1.3111 |
1.2939 |
-0.0172 |
-1.3% |
1.2957 |
Range |
0.0223 |
0.0219 |
-0.0004 |
-1.8% |
0.0599 |
ATR |
0.0246 |
0.0244 |
-0.0002 |
-0.8% |
0.0000 |
Volume |
120 |
147 |
27 |
22.5% |
1,625 |
|
Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3664 |
1.3521 |
1.3059 |
|
R3 |
1.3445 |
1.3302 |
1.2999 |
|
R2 |
1.3226 |
1.3226 |
1.2979 |
|
R1 |
1.3083 |
1.3083 |
1.2959 |
1.3045 |
PP |
1.3007 |
1.3007 |
1.3007 |
1.2989 |
S1 |
1.2864 |
1.2864 |
1.2919 |
1.2826 |
S2 |
1.2788 |
1.2788 |
1.2899 |
|
S3 |
1.2569 |
1.2645 |
1.2879 |
|
S4 |
1.2350 |
1.2426 |
1.2819 |
|
|
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 |
1.4082 |
2.618 |
1.3724 |
1.618 |
1.3505 |
1.000 |
1.3370 |
0.618 |
1.3286 |
HIGH |
1.3151 |
0.618 |
1.3067 |
0.500 |
1.3042 |
0.382 |
1.3016 |
LOW |
1.2932 |
0.618 |
1.2797 |
1.000 |
1.2713 |
1.618 |
1.2578 |
2.618 |
1.2359 |
4.250 |
1.2001 |
|
|
Fisher Pivots for day following 29-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3042 |
1.3118 |
PP |
1.3007 |
1.3058 |
S1 |
1.2973 |
1.2999 |
|