CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2724 |
1.2717 |
-0.0007 |
-0.1% |
1.2808 |
| High |
1.2800 |
1.2733 |
-0.0067 |
-0.5% |
1.2983 |
| Low |
1.2690 |
1.2609 |
-0.0081 |
-0.6% |
1.2609 |
| Close |
1.2746 |
1.2695 |
-0.0051 |
-0.4% |
1.2695 |
| Range |
0.0110 |
0.0124 |
0.0014 |
12.7% |
0.0374 |
| ATR |
0.0211 |
0.0206 |
-0.0005 |
-2.5% |
0.0000 |
| Volume |
1,020 |
730 |
-290 |
-28.4% |
12,009 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3051 |
1.2997 |
1.2763 |
|
| R3 |
1.2927 |
1.2873 |
1.2729 |
|
| R2 |
1.2803 |
1.2803 |
1.2718 |
|
| R1 |
1.2749 |
1.2749 |
1.2706 |
1.2714 |
| PP |
1.2679 |
1.2679 |
1.2679 |
1.2662 |
| S1 |
1.2625 |
1.2625 |
1.2684 |
1.2590 |
| S2 |
1.2555 |
1.2555 |
1.2672 |
|
| S3 |
1.2431 |
1.2501 |
1.2661 |
|
| S4 |
1.2307 |
1.2377 |
1.2627 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3884 |
1.3664 |
1.2901 |
|
| R3 |
1.3510 |
1.3290 |
1.2798 |
|
| R2 |
1.3136 |
1.3136 |
1.2764 |
|
| R1 |
1.2916 |
1.2916 |
1.2729 |
1.2839 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2724 |
| S1 |
1.2542 |
1.2542 |
1.2661 |
1.2465 |
| S2 |
1.2388 |
1.2388 |
1.2626 |
|
| S3 |
1.2014 |
1.2168 |
1.2592 |
|
| S4 |
1.1640 |
1.1794 |
1.2489 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3260 |
|
2.618 |
1.3058 |
|
1.618 |
1.2934 |
|
1.000 |
1.2857 |
|
0.618 |
1.2810 |
|
HIGH |
1.2733 |
|
0.618 |
1.2686 |
|
0.500 |
1.2671 |
|
0.382 |
1.2656 |
|
LOW |
1.2609 |
|
0.618 |
1.2532 |
|
1.000 |
1.2485 |
|
1.618 |
1.2408 |
|
2.618 |
1.2284 |
|
4.250 |
1.2082 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2687 |
1.2738 |
| PP |
1.2679 |
1.2723 |
| S1 |
1.2671 |
1.2709 |
|