CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2785 |
1.2933 |
0.0148 |
1.2% |
1.2766 |
| High |
1.2977 |
1.3072 |
0.0095 |
0.7% |
1.3060 |
| Low |
1.2771 |
1.2892 |
0.0121 |
0.9% |
1.2694 |
| Close |
1.2930 |
1.3010 |
0.0080 |
0.6% |
1.2930 |
| Range |
0.0206 |
0.0180 |
-0.0026 |
-12.6% |
0.0366 |
| ATR |
0.0225 |
0.0222 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
241 |
437 |
196 |
81.3% |
1,171 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3531 |
1.3451 |
1.3109 |
|
| R3 |
1.3351 |
1.3271 |
1.3060 |
|
| R2 |
1.3171 |
1.3171 |
1.3043 |
|
| R1 |
1.3091 |
1.3091 |
1.3027 |
1.3131 |
| PP |
1.2991 |
1.2991 |
1.2991 |
1.3012 |
| S1 |
1.2911 |
1.2911 |
1.2994 |
1.2951 |
| S2 |
1.2811 |
1.2811 |
1.2977 |
|
| S3 |
1.2631 |
1.2731 |
1.2961 |
|
| S4 |
1.2451 |
1.2551 |
1.2911 |
|
|
| 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 |
1.3837 |
|
2.618 |
1.3543 |
|
1.618 |
1.3363 |
|
1.000 |
1.3252 |
|
0.618 |
1.3183 |
|
HIGH |
1.3072 |
|
0.618 |
1.3003 |
|
0.500 |
1.2982 |
|
0.382 |
1.2961 |
|
LOW |
1.2892 |
|
0.618 |
1.2781 |
|
1.000 |
1.2712 |
|
1.618 |
1.2601 |
|
2.618 |
1.2421 |
|
4.250 |
1.2127 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3001 |
1.2979 |
| PP |
1.2991 |
1.2947 |
| S1 |
1.2982 |
1.2916 |
|