CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2993 |
1.2856 |
-0.0137 |
-1.1% |
1.2766 |
| High |
1.3060 |
1.2959 |
-0.0101 |
-0.8% |
1.3060 |
| Low |
1.2809 |
1.2825 |
0.0016 |
0.1% |
1.2694 |
| Close |
1.2854 |
1.2894 |
0.0040 |
0.3% |
1.2930 |
| Range |
0.0251 |
0.0134 |
-0.0117 |
-46.6% |
0.0366 |
| ATR |
0.0224 |
0.0217 |
-0.0006 |
-2.9% |
0.0000 |
| Volume |
152 |
272 |
120 |
78.9% |
1,171 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3295 |
1.3228 |
1.2968 |
|
| R3 |
1.3161 |
1.3094 |
1.2931 |
|
| R2 |
1.3027 |
1.3027 |
1.2919 |
|
| R1 |
1.2960 |
1.2960 |
1.2906 |
1.2994 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2909 |
| S1 |
1.2826 |
1.2826 |
1.2882 |
1.2860 |
| S2 |
1.2759 |
1.2759 |
1.2869 |
|
| S3 |
1.2625 |
1.2692 |
1.2857 |
|
| S4 |
1.2491 |
1.2558 |
1.2820 |
|
|
| 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 |
1.3529 |
|
2.618 |
1.3310 |
|
1.618 |
1.3176 |
|
1.000 |
1.3093 |
|
0.618 |
1.3042 |
|
HIGH |
1.2959 |
|
0.618 |
1.2908 |
|
0.500 |
1.2892 |
|
0.382 |
1.2876 |
|
LOW |
1.2825 |
|
0.618 |
1.2742 |
|
1.000 |
1.2691 |
|
1.618 |
1.2608 |
|
2.618 |
1.2474 |
|
4.250 |
1.2256 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2893 |
1.2941 |
| PP |
1.2893 |
1.2925 |
| S1 |
1.2892 |
1.2910 |
|