CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3033 |
1.2881 |
-0.0152 |
-1.2% |
1.2840 |
| High |
1.3151 |
1.2905 |
-0.0246 |
-1.9% |
1.3303 |
| Low |
1.2932 |
1.2774 |
-0.0158 |
-1.2% |
1.2774 |
| Close |
1.2939 |
1.2776 |
-0.0163 |
-1.3% |
1.2776 |
| Range |
0.0219 |
0.0131 |
-0.0088 |
-40.2% |
0.0529 |
| ATR |
0.0244 |
0.0238 |
-0.0006 |
-2.3% |
0.0000 |
| Volume |
147 |
77 |
-70 |
-47.6% |
975 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3211 |
1.3125 |
1.2848 |
|
| R3 |
1.3080 |
1.2994 |
1.2812 |
|
| R2 |
1.2949 |
1.2949 |
1.2800 |
|
| R1 |
1.2863 |
1.2863 |
1.2788 |
1.2841 |
| PP |
1.2818 |
1.2818 |
1.2818 |
1.2807 |
| S1 |
1.2732 |
1.2732 |
1.2764 |
1.2710 |
| S2 |
1.2687 |
1.2687 |
1.2752 |
|
| S3 |
1.2556 |
1.2601 |
1.2740 |
|
| S4 |
1.2425 |
1.2470 |
1.2704 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4538 |
1.4186 |
1.3067 |
|
| R3 |
1.4009 |
1.3657 |
1.2921 |
|
| R2 |
1.3480 |
1.3480 |
1.2873 |
|
| R1 |
1.3128 |
1.3128 |
1.2824 |
1.3040 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2907 |
| S1 |
1.2599 |
1.2599 |
1.2728 |
1.2511 |
| S2 |
1.2422 |
1.2422 |
1.2679 |
|
| S3 |
1.1893 |
1.2070 |
1.2631 |
|
| S4 |
1.1364 |
1.1541 |
1.2485 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3462 |
|
2.618 |
1.3248 |
|
1.618 |
1.3117 |
|
1.000 |
1.3036 |
|
0.618 |
1.2986 |
|
HIGH |
1.2905 |
|
0.618 |
1.2855 |
|
0.500 |
1.2840 |
|
0.382 |
1.2824 |
|
LOW |
1.2774 |
|
0.618 |
1.2693 |
|
1.000 |
1.2643 |
|
1.618 |
1.2562 |
|
2.618 |
1.2431 |
|
4.250 |
1.2217 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2840 |
1.3039 |
| PP |
1.2818 |
1.2951 |
| S1 |
1.2797 |
1.2864 |
|