CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3110 |
1.3114 |
0.0004 |
0.0% |
1.3548 |
| High |
1.3110 |
1.3180 |
0.0070 |
0.5% |
1.3665 |
| Low |
1.3110 |
1.3025 |
-0.0085 |
-0.6% |
1.3366 |
| Close |
1.3110 |
1.3114 |
0.0004 |
0.0% |
1.3366 |
| Range |
0.0000 |
0.0155 |
0.0155 |
|
0.0299 |
| ATR |
0.0129 |
0.0131 |
0.0002 |
1.4% |
0.0000 |
| Volume |
324 |
938 |
614 |
189.5% |
846 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3571 |
1.3498 |
1.3199 |
|
| R3 |
1.3416 |
1.3343 |
1.3157 |
|
| R2 |
1.3261 |
1.3261 |
1.3142 |
|
| R1 |
1.3188 |
1.3188 |
1.3128 |
1.3192 |
| PP |
1.3106 |
1.3106 |
1.3106 |
1.3108 |
| S1 |
1.3033 |
1.3033 |
1.3100 |
1.3037 |
| S2 |
1.2951 |
1.2951 |
1.3086 |
|
| S3 |
1.2796 |
1.2878 |
1.3071 |
|
| S4 |
1.2641 |
1.2723 |
1.3029 |
|
|
| 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 |
1.3839 |
|
2.618 |
1.3586 |
|
1.618 |
1.3431 |
|
1.000 |
1.3335 |
|
0.618 |
1.3276 |
|
HIGH |
1.3180 |
|
0.618 |
1.3121 |
|
0.500 |
1.3103 |
|
0.382 |
1.3084 |
|
LOW |
1.3025 |
|
0.618 |
1.2929 |
|
1.000 |
1.2870 |
|
1.618 |
1.2774 |
|
2.618 |
1.2619 |
|
4.250 |
1.2366 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3110 |
1.3110 |
| PP |
1.3106 |
1.3106 |
| S1 |
1.3103 |
1.3103 |
|