CME Euro FX (E) Future June 2009
Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1.2712 |
1.2840 |
0.0128 |
1.0% |
1.2828 |
High |
1.2868 |
1.2866 |
-0.0002 |
0.0% |
1.2876 |
Low |
1.2693 |
1.2687 |
-0.0006 |
0.0% |
1.2512 |
Close |
1.2847 |
1.2709 |
-0.0138 |
-1.1% |
1.2834 |
Range |
0.0175 |
0.0179 |
0.0004 |
2.3% |
0.0364 |
ATR |
0.0222 |
0.0219 |
-0.0003 |
-1.4% |
0.0000 |
Volume |
577 |
8,871 |
8,294 |
1,437.4% |
2,397 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3291 |
1.3179 |
1.2807 |
|
R3 |
1.3112 |
1.3000 |
1.2758 |
|
R2 |
1.2933 |
1.2933 |
1.2742 |
|
R1 |
1.2821 |
1.2821 |
1.2725 |
1.2788 |
PP |
1.2754 |
1.2754 |
1.2754 |
1.2737 |
S1 |
1.2642 |
1.2642 |
1.2693 |
1.2609 |
S2 |
1.2575 |
1.2575 |
1.2676 |
|
S3 |
1.2396 |
1.2463 |
1.2660 |
|
S4 |
1.2217 |
1.2284 |
1.2611 |
|
|
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 |
1.3627 |
2.618 |
1.3335 |
1.618 |
1.3156 |
1.000 |
1.3045 |
0.618 |
1.2977 |
HIGH |
1.2866 |
0.618 |
1.2798 |
0.500 |
1.2777 |
0.382 |
1.2755 |
LOW |
1.2687 |
0.618 |
1.2576 |
1.000 |
1.2508 |
1.618 |
1.2397 |
2.618 |
1.2218 |
4.250 |
1.1926 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1.2777 |
1.2835 |
PP |
1.2754 |
1.2793 |
S1 |
1.2732 |
1.2751 |
|