CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2560 |
1.2633 |
0.0073 |
0.6% |
1.2828 |
| High |
1.2750 |
1.2876 |
0.0126 |
1.0% |
1.2876 |
| Low |
1.2560 |
1.2556 |
-0.0004 |
0.0% |
1.2512 |
| Close |
1.2679 |
1.2834 |
0.0155 |
1.2% |
1.2834 |
| Range |
0.0190 |
0.0320 |
0.0130 |
68.4% |
0.0364 |
| ATR |
0.0213 |
0.0220 |
0.0008 |
3.6% |
0.0000 |
| Volume |
503 |
337 |
-166 |
-33.0% |
2,397 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3595 |
1.3010 |
|
| R3 |
1.3395 |
1.3275 |
1.2922 |
|
| R2 |
1.3075 |
1.3075 |
1.2893 |
|
| R1 |
1.2955 |
1.2955 |
1.2863 |
1.3015 |
| PP |
1.2755 |
1.2755 |
1.2755 |
1.2786 |
| S1 |
1.2635 |
1.2635 |
1.2805 |
1.2695 |
| S2 |
1.2435 |
1.2435 |
1.2775 |
|
| S3 |
1.2115 |
1.2315 |
1.2746 |
|
| S4 |
1.1795 |
1.1995 |
1.2658 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3833 |
1.3697 |
1.3034 |
|
| R3 |
1.3469 |
1.3333 |
1.2934 |
|
| R2 |
1.3105 |
1.3105 |
1.2901 |
|
| R1 |
1.2969 |
1.2969 |
1.2867 |
1.3037 |
| PP |
1.2741 |
1.2741 |
1.2741 |
1.2775 |
| S1 |
1.2605 |
1.2605 |
1.2801 |
1.2673 |
| S2 |
1.2377 |
1.2377 |
1.2767 |
|
| S3 |
1.2013 |
1.2241 |
1.2734 |
|
| S4 |
1.1649 |
1.1877 |
1.2634 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4236 |
|
2.618 |
1.3714 |
|
1.618 |
1.3394 |
|
1.000 |
1.3196 |
|
0.618 |
1.3074 |
|
HIGH |
1.2876 |
|
0.618 |
1.2754 |
|
0.500 |
1.2716 |
|
0.382 |
1.2678 |
|
LOW |
1.2556 |
|
0.618 |
1.2358 |
|
1.000 |
1.2236 |
|
1.618 |
1.2038 |
|
2.618 |
1.1718 |
|
4.250 |
1.1196 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2795 |
1.2787 |
| PP |
1.2755 |
1.2741 |
| S1 |
1.2716 |
1.2694 |
|