CME Euro FX (E) Future June 2009
Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1.2916 |
1.2860 |
-0.0056 |
-0.4% |
1.2933 |
High |
1.2916 |
1.2920 |
0.0004 |
0.0% |
1.3072 |
Low |
1.2720 |
1.2816 |
0.0096 |
0.8% |
1.2720 |
Close |
1.2765 |
1.2870 |
0.0105 |
0.8% |
1.2870 |
Range |
0.0196 |
0.0104 |
-0.0092 |
-46.9% |
0.0352 |
ATR |
0.0216 |
0.0211 |
-0.0004 |
-2.0% |
0.0000 |
Volume |
223 |
1,522 |
1,299 |
582.5% |
2,606 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3181 |
1.3129 |
1.2927 |
|
R3 |
1.3077 |
1.3025 |
1.2899 |
|
R2 |
1.2973 |
1.2973 |
1.2889 |
|
R1 |
1.2921 |
1.2921 |
1.2880 |
1.2947 |
PP |
1.2869 |
1.2869 |
1.2869 |
1.2882 |
S1 |
1.2817 |
1.2817 |
1.2860 |
1.2843 |
S2 |
1.2765 |
1.2765 |
1.2851 |
|
S3 |
1.2661 |
1.2713 |
1.2841 |
|
S4 |
1.2557 |
1.2609 |
1.2813 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3943 |
1.3759 |
1.3064 |
|
R3 |
1.3591 |
1.3407 |
1.2967 |
|
R2 |
1.3239 |
1.3239 |
1.2935 |
|
R1 |
1.3055 |
1.3055 |
1.2902 |
1.2971 |
PP |
1.2887 |
1.2887 |
1.2887 |
1.2846 |
S1 |
1.2703 |
1.2703 |
1.2838 |
1.2619 |
S2 |
1.2535 |
1.2535 |
1.2805 |
|
S3 |
1.2183 |
1.2351 |
1.2773 |
|
S4 |
1.1831 |
1.1999 |
1.2676 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3362 |
2.618 |
1.3192 |
1.618 |
1.3088 |
1.000 |
1.3024 |
0.618 |
1.2984 |
HIGH |
1.2920 |
0.618 |
1.2880 |
0.500 |
1.2868 |
0.382 |
1.2856 |
LOW |
1.2816 |
0.618 |
1.2752 |
1.000 |
1.2712 |
1.618 |
1.2648 |
2.618 |
1.2544 |
4.250 |
1.2374 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1.2869 |
1.2860 |
PP |
1.2869 |
1.2850 |
S1 |
1.2868 |
1.2840 |
|