CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2633 |
1.2808 |
0.0175 |
1.4% |
1.2828 |
| High |
1.2876 |
1.2983 |
0.0107 |
0.8% |
1.2876 |
| Low |
1.2556 |
1.2689 |
0.0133 |
1.1% |
1.2512 |
| Close |
1.2834 |
1.2709 |
-0.0125 |
-1.0% |
1.2834 |
| Range |
0.0320 |
0.0294 |
-0.0026 |
-8.1% |
0.0364 |
| ATR |
0.0220 |
0.0225 |
0.0005 |
2.4% |
0.0000 |
| Volume |
337 |
811 |
474 |
140.7% |
2,397 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3676 |
1.3486 |
1.2871 |
|
| R3 |
1.3382 |
1.3192 |
1.2790 |
|
| R2 |
1.3088 |
1.3088 |
1.2763 |
|
| R1 |
1.2898 |
1.2898 |
1.2736 |
1.2846 |
| PP |
1.2794 |
1.2794 |
1.2794 |
1.2768 |
| S1 |
1.2604 |
1.2604 |
1.2682 |
1.2552 |
| S2 |
1.2500 |
1.2500 |
1.2655 |
|
| S3 |
1.2206 |
1.2310 |
1.2628 |
|
| S4 |
1.1912 |
1.2016 |
1.2547 |
|
|
| 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 |
1.4233 |
|
2.618 |
1.3753 |
|
1.618 |
1.3459 |
|
1.000 |
1.3277 |
|
0.618 |
1.3165 |
|
HIGH |
1.2983 |
|
0.618 |
1.2871 |
|
0.500 |
1.2836 |
|
0.382 |
1.2801 |
|
LOW |
1.2689 |
|
0.618 |
1.2507 |
|
1.000 |
1.2395 |
|
1.618 |
1.2213 |
|
2.618 |
1.1919 |
|
4.250 |
1.1440 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2836 |
1.2770 |
| PP |
1.2794 |
1.2749 |
| S1 |
1.2751 |
1.2729 |
|