CME Euro FX Future June 2009
Trading Metrics calculated at close of trading on 06-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1.3548 |
1.3467 |
-0.0081 |
-0.6% |
1.4034 |
High |
1.3548 |
1.3467 |
-0.0081 |
-0.6% |
1.4034 |
Low |
1.3548 |
1.3467 |
-0.0081 |
-0.6% |
1.3805 |
Close |
1.3548 |
1.3467 |
-0.0081 |
-0.6% |
1.3798 |
Range |
|
|
|
|
|
ATR |
0.0000 |
0.0118 |
0.0118 |
|
0.0000 |
Volume |
134 |
235 |
101 |
75.4% |
121 |
|
Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3467 |
1.3467 |
1.3467 |
|
R3 |
1.3467 |
1.3467 |
1.3467 |
|
R2 |
1.3467 |
1.3467 |
1.3467 |
|
R1 |
1.3467 |
1.3467 |
1.3467 |
1.3467 |
PP |
1.3467 |
1.3467 |
1.3467 |
1.3467 |
S1 |
1.3467 |
1.3467 |
1.3467 |
1.3467 |
S2 |
1.3467 |
1.3467 |
1.3467 |
|
S3 |
1.3467 |
1.3467 |
1.3467 |
|
S4 |
1.3467 |
1.3467 |
1.3467 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4566 |
1.4411 |
1.3924 |
|
R3 |
1.4337 |
1.4182 |
1.3861 |
|
R2 |
1.4108 |
1.4108 |
1.3840 |
|
R1 |
1.3953 |
1.3953 |
1.3819 |
1.3916 |
PP |
1.3879 |
1.3879 |
1.3879 |
1.3861 |
S1 |
1.3724 |
1.3724 |
1.3777 |
1.3687 |
S2 |
1.3650 |
1.3650 |
1.3756 |
|
S3 |
1.3421 |
1.3495 |
1.3735 |
|
S4 |
1.3192 |
1.3266 |
1.3672 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3467 |
2.618 |
1.3467 |
1.618 |
1.3467 |
1.000 |
1.3467 |
0.618 |
1.3467 |
HIGH |
1.3467 |
0.618 |
1.3467 |
0.500 |
1.3467 |
0.382 |
1.3467 |
LOW |
1.3467 |
0.618 |
1.3467 |
1.000 |
1.3467 |
1.618 |
1.3467 |
2.618 |
1.3467 |
4.250 |
1.3467 |
|
|
Fisher Pivots for day following 06-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3467 |
1.3684 |
PP |
1.3467 |
1.3611 |
S1 |
1.3467 |
1.3539 |
|