CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2933 |
1.2993 |
0.0060 |
0.5% |
1.2766 |
| High |
1.3072 |
1.3060 |
-0.0012 |
-0.1% |
1.3060 |
| Low |
1.2892 |
1.2809 |
-0.0083 |
-0.6% |
1.2694 |
| Close |
1.3010 |
1.2854 |
-0.0156 |
-1.2% |
1.2930 |
| Range |
0.0180 |
0.0251 |
0.0071 |
39.4% |
0.0366 |
| ATR |
0.0222 |
0.0224 |
0.0002 |
0.9% |
0.0000 |
| Volume |
437 |
152 |
-285 |
-65.2% |
1,171 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3661 |
1.3508 |
1.2992 |
|
| R3 |
1.3410 |
1.3257 |
1.2923 |
|
| R2 |
1.3159 |
1.3159 |
1.2900 |
|
| R1 |
1.3006 |
1.3006 |
1.2877 |
1.2957 |
| PP |
1.2908 |
1.2908 |
1.2908 |
1.2883 |
| S1 |
1.2755 |
1.2755 |
1.2831 |
1.2706 |
| S2 |
1.2657 |
1.2657 |
1.2808 |
|
| S3 |
1.2406 |
1.2504 |
1.2785 |
|
| S4 |
1.2155 |
1.2253 |
1.2716 |
|
|
| 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 |
1.4127 |
|
2.618 |
1.3717 |
|
1.618 |
1.3466 |
|
1.000 |
1.3311 |
|
0.618 |
1.3215 |
|
HIGH |
1.3060 |
|
0.618 |
1.2964 |
|
0.500 |
1.2935 |
|
0.382 |
1.2905 |
|
LOW |
1.2809 |
|
0.618 |
1.2654 |
|
1.000 |
1.2558 |
|
1.618 |
1.2403 |
|
2.618 |
1.2152 |
|
4.250 |
1.1742 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2935 |
1.2922 |
| PP |
1.2908 |
1.2899 |
| S1 |
1.2881 |
1.2877 |
|