CME Euro FX Future June 2009
Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1.3122 |
1.3110 |
-0.0012 |
-0.1% |
1.3548 |
High |
1.3122 |
1.3110 |
-0.0012 |
-0.1% |
1.3665 |
Low |
1.3122 |
1.3110 |
-0.0012 |
-0.1% |
1.3366 |
Close |
1.3122 |
1.3110 |
-0.0012 |
-0.1% |
1.3366 |
Range |
|
|
|
|
|
ATR |
0.0138 |
0.0129 |
-0.0009 |
-6.5% |
0.0000 |
Volume |
148 |
324 |
176 |
118.9% |
846 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3110 |
1.3110 |
1.3110 |
|
R3 |
1.3110 |
1.3110 |
1.3110 |
|
R2 |
1.3110 |
1.3110 |
1.3110 |
|
R1 |
1.3110 |
1.3110 |
1.3110 |
1.3110 |
PP |
1.3110 |
1.3110 |
1.3110 |
1.3110 |
S1 |
1.3110 |
1.3110 |
1.3110 |
1.3110 |
S2 |
1.3110 |
1.3110 |
1.3110 |
|
S3 |
1.3110 |
1.3110 |
1.3110 |
|
S4 |
1.3110 |
1.3110 |
1.3110 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4363 |
1.4163 |
1.3530 |
|
R3 |
1.4064 |
1.3864 |
1.3448 |
|
R2 |
1.3765 |
1.3765 |
1.3421 |
|
R1 |
1.3565 |
1.3565 |
1.3393 |
1.3516 |
PP |
1.3466 |
1.3466 |
1.3466 |
1.3441 |
S1 |
1.3266 |
1.3266 |
1.3339 |
1.3217 |
S2 |
1.3167 |
1.3167 |
1.3311 |
|
S3 |
1.2868 |
1.2967 |
1.3284 |
|
S4 |
1.2569 |
1.2668 |
1.3202 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3110 |
2.618 |
1.3110 |
1.618 |
1.3110 |
1.000 |
1.3110 |
0.618 |
1.3110 |
HIGH |
1.3110 |
0.618 |
1.3110 |
0.500 |
1.3110 |
0.382 |
1.3110 |
LOW |
1.3110 |
0.618 |
1.3110 |
1.000 |
1.3110 |
1.618 |
1.3110 |
2.618 |
1.3110 |
4.250 |
1.3110 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3110 |
1.3233 |
PP |
1.3110 |
1.3192 |
S1 |
1.3110 |
1.3151 |
|