CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2838 |
1.2785 |
-0.0053 |
-0.4% |
1.2766 |
| High |
1.2884 |
1.2977 |
0.0093 |
0.7% |
1.3060 |
| Low |
1.2760 |
1.2771 |
0.0011 |
0.1% |
1.2694 |
| Close |
1.2784 |
1.2930 |
0.0146 |
1.1% |
1.2930 |
| Range |
0.0124 |
0.0206 |
0.0082 |
66.1% |
0.0366 |
| ATR |
0.0226 |
0.0225 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
245 |
241 |
-4 |
-1.6% |
1,171 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3511 |
1.3426 |
1.3043 |
|
| R3 |
1.3305 |
1.3220 |
1.2987 |
|
| R2 |
1.3099 |
1.3099 |
1.2968 |
|
| R1 |
1.3014 |
1.3014 |
1.2949 |
1.3057 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2914 |
| S1 |
1.2808 |
1.2808 |
1.2911 |
1.2851 |
| S2 |
1.2687 |
1.2687 |
1.2892 |
|
| S3 |
1.2481 |
1.2602 |
1.2873 |
|
| S4 |
1.2275 |
1.2396 |
1.2817 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3993 |
1.3827 |
1.3131 |
|
| R3 |
1.3627 |
1.3461 |
1.3031 |
|
| R2 |
1.3261 |
1.3261 |
1.2997 |
|
| R1 |
1.3095 |
1.3095 |
1.2964 |
1.3178 |
| PP |
1.2895 |
1.2895 |
1.2895 |
1.2936 |
| S1 |
1.2729 |
1.2729 |
1.2896 |
1.2812 |
| S2 |
1.2529 |
1.2529 |
1.2863 |
|
| S3 |
1.2163 |
1.2363 |
1.2829 |
|
| S4 |
1.1797 |
1.1997 |
1.2729 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3853 |
|
2.618 |
1.3516 |
|
1.618 |
1.3310 |
|
1.000 |
1.3183 |
|
0.618 |
1.3104 |
|
HIGH |
1.2977 |
|
0.618 |
1.2898 |
|
0.500 |
1.2874 |
|
0.382 |
1.2850 |
|
LOW |
1.2771 |
|
0.618 |
1.2644 |
|
1.000 |
1.2565 |
|
1.618 |
1.2438 |
|
2.618 |
1.2232 |
|
4.250 |
1.1896 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2911 |
1.2923 |
| PP |
1.2893 |
1.2917 |
| S1 |
1.2874 |
1.2910 |
|