CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2600 |
1.2560 |
-0.0040 |
-0.3% |
1.2933 |
| High |
1.2630 |
1.2750 |
0.0120 |
1.0% |
1.3072 |
| Low |
1.2512 |
1.2560 |
0.0048 |
0.4% |
1.2720 |
| Close |
1.2548 |
1.2679 |
0.0131 |
1.0% |
1.2870 |
| Range |
0.0118 |
0.0190 |
0.0072 |
61.0% |
0.0352 |
| ATR |
0.0213 |
0.0213 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
1,301 |
503 |
-798 |
-61.3% |
2,606 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3233 |
1.3146 |
1.2784 |
|
| R3 |
1.3043 |
1.2956 |
1.2731 |
|
| R2 |
1.2853 |
1.2853 |
1.2714 |
|
| R1 |
1.2766 |
1.2766 |
1.2696 |
1.2810 |
| PP |
1.2663 |
1.2663 |
1.2663 |
1.2685 |
| S1 |
1.2576 |
1.2576 |
1.2662 |
1.2620 |
| S2 |
1.2473 |
1.2473 |
1.2644 |
|
| S3 |
1.2283 |
1.2386 |
1.2627 |
|
| S4 |
1.2093 |
1.2196 |
1.2575 |
|
|
| 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 |
1.3558 |
|
2.618 |
1.3247 |
|
1.618 |
1.3057 |
|
1.000 |
1.2940 |
|
0.618 |
1.2867 |
|
HIGH |
1.2750 |
|
0.618 |
1.2677 |
|
0.500 |
1.2655 |
|
0.382 |
1.2633 |
|
LOW |
1.2560 |
|
0.618 |
1.2443 |
|
1.000 |
1.2370 |
|
1.618 |
1.2253 |
|
2.618 |
1.2063 |
|
4.250 |
1.1753 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2671 |
1.2676 |
| PP |
1.2663 |
1.2673 |
| S1 |
1.2655 |
1.2670 |
|