CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2860 |
1.2828 |
-0.0032 |
-0.2% |
1.2933 |
| High |
1.2920 |
1.2828 |
-0.0092 |
-0.7% |
1.3072 |
| Low |
1.2816 |
1.2530 |
-0.0286 |
-2.2% |
1.2720 |
| Close |
1.2870 |
1.2615 |
-0.0255 |
-2.0% |
1.2870 |
| Range |
0.0104 |
0.0298 |
0.0194 |
186.5% |
0.0352 |
| ATR |
0.0211 |
0.0221 |
0.0009 |
4.3% |
0.0000 |
| Volume |
1,522 |
256 |
-1,266 |
-83.2% |
2,606 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3552 |
1.3381 |
1.2779 |
|
| R3 |
1.3254 |
1.3083 |
1.2697 |
|
| R2 |
1.2956 |
1.2956 |
1.2670 |
|
| R1 |
1.2785 |
1.2785 |
1.2642 |
1.2722 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2626 |
| S1 |
1.2487 |
1.2487 |
1.2588 |
1.2424 |
| S2 |
1.2360 |
1.2360 |
1.2560 |
|
| S3 |
1.2062 |
1.2189 |
1.2533 |
|
| S4 |
1.1764 |
1.1891 |
1.2451 |
|
|
| 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 |
1.4095 |
|
2.618 |
1.3608 |
|
1.618 |
1.3310 |
|
1.000 |
1.3126 |
|
0.618 |
1.3012 |
|
HIGH |
1.2828 |
|
0.618 |
1.2714 |
|
0.500 |
1.2679 |
|
0.382 |
1.2644 |
|
LOW |
1.2530 |
|
0.618 |
1.2346 |
|
1.000 |
1.2232 |
|
1.618 |
1.2048 |
|
2.618 |
1.1750 |
|
4.250 |
1.1264 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2679 |
1.2725 |
| PP |
1.2658 |
1.2688 |
| S1 |
1.2636 |
1.2652 |
|