CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2840 |
1.2724 |
-0.0116 |
-0.9% |
1.2828 |
| High |
1.2866 |
1.2800 |
-0.0066 |
-0.5% |
1.2876 |
| Low |
1.2687 |
1.2690 |
0.0003 |
0.0% |
1.2512 |
| Close |
1.2709 |
1.2746 |
0.0037 |
0.3% |
1.2834 |
| Range |
0.0179 |
0.0110 |
-0.0069 |
-38.5% |
0.0364 |
| ATR |
0.0219 |
0.0211 |
-0.0008 |
-3.6% |
0.0000 |
| Volume |
8,871 |
1,020 |
-7,851 |
-88.5% |
2,397 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3075 |
1.3021 |
1.2807 |
|
| R3 |
1.2965 |
1.2911 |
1.2776 |
|
| R2 |
1.2855 |
1.2855 |
1.2766 |
|
| R1 |
1.2801 |
1.2801 |
1.2756 |
1.2828 |
| PP |
1.2745 |
1.2745 |
1.2745 |
1.2759 |
| S1 |
1.2691 |
1.2691 |
1.2736 |
1.2718 |
| S2 |
1.2635 |
1.2635 |
1.2726 |
|
| S3 |
1.2525 |
1.2581 |
1.2716 |
|
| S4 |
1.2415 |
1.2471 |
1.2686 |
|
|
| 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 |
1.3268 |
|
2.618 |
1.3088 |
|
1.618 |
1.2978 |
|
1.000 |
1.2910 |
|
0.618 |
1.2868 |
|
HIGH |
1.2800 |
|
0.618 |
1.2758 |
|
0.500 |
1.2745 |
|
0.382 |
1.2732 |
|
LOW |
1.2690 |
|
0.618 |
1.2622 |
|
1.000 |
1.2580 |
|
1.618 |
1.2512 |
|
2.618 |
1.2402 |
|
4.250 |
1.2223 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2746 |
1.2778 |
| PP |
1.2745 |
1.2767 |
| S1 |
1.2745 |
1.2757 |
|