CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3467 |
1.3634 |
0.0167 |
1.2% |
1.4034 |
| High |
1.3467 |
1.3665 |
0.0198 |
1.5% |
1.4034 |
| Low |
1.3467 |
1.3560 |
0.0093 |
0.7% |
1.3805 |
| Close |
1.3467 |
1.3556 |
0.0089 |
0.7% |
1.3798 |
| Range |
0.0000 |
0.0105 |
0.0105 |
|
0.0229 |
| ATR |
0.0118 |
0.0123 |
0.0006 |
4.9% |
0.0000 |
| Volume |
235 |
56 |
-179 |
-76.2% |
121 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3909 |
1.3837 |
1.3614 |
|
| R3 |
1.3804 |
1.3732 |
1.3585 |
|
| R2 |
1.3699 |
1.3699 |
1.3575 |
|
| R1 |
1.3627 |
1.3627 |
1.3566 |
1.3611 |
| PP |
1.3594 |
1.3594 |
1.3594 |
1.3585 |
| S1 |
1.3522 |
1.3522 |
1.3546 |
1.3506 |
| S2 |
1.3489 |
1.3489 |
1.3537 |
|
| S3 |
1.3384 |
1.3417 |
1.3527 |
|
| S4 |
1.3279 |
1.3312 |
1.3498 |
|
|
| 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 |
1.4111 |
|
2.618 |
1.3940 |
|
1.618 |
1.3835 |
|
1.000 |
1.3770 |
|
0.618 |
1.3730 |
|
HIGH |
1.3665 |
|
0.618 |
1.3625 |
|
0.500 |
1.3613 |
|
0.382 |
1.3600 |
|
LOW |
1.3560 |
|
0.618 |
1.3495 |
|
1.000 |
1.3455 |
|
1.618 |
1.3390 |
|
2.618 |
1.3285 |
|
4.250 |
1.3114 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3613 |
1.3566 |
| PP |
1.3594 |
1.3563 |
| S1 |
1.3575 |
1.3559 |
|