CME Euro FX Future June 2009
Trading Metrics calculated at close of trading on 11-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1.2854 |
1.2894 |
0.0040 |
0.3% |
1.2818 |
High |
1.2854 |
1.2894 |
0.0040 |
0.3% |
1.2997 |
Low |
1.2854 |
1.2894 |
0.0040 |
0.3% |
1.2784 |
Close |
1.2854 |
1.2894 |
0.0040 |
0.3% |
1.2930 |
Range |
|
|
|
|
|
ATR |
0.0121 |
0.0115 |
-0.0006 |
-4.8% |
0.0000 |
Volume |
152 |
272 |
120 |
78.9% |
1,171 |
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2894 |
1.2894 |
1.2894 |
|
R3 |
1.2894 |
1.2894 |
1.2894 |
|
R2 |
1.2894 |
1.2894 |
1.2894 |
|
R1 |
1.2894 |
1.2894 |
1.2894 |
1.2894 |
PP |
1.2894 |
1.2894 |
1.2894 |
1.2894 |
S1 |
1.2894 |
1.2894 |
1.2894 |
1.2894 |
S2 |
1.2894 |
1.2894 |
1.2894 |
|
S3 |
1.2894 |
1.2894 |
1.2894 |
|
S4 |
1.2894 |
1.2894 |
1.2894 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3543 |
1.3449 |
1.3047 |
|
R3 |
1.3330 |
1.3236 |
1.2989 |
|
R2 |
1.3117 |
1.3117 |
1.2969 |
|
R1 |
1.3023 |
1.3023 |
1.2950 |
1.3070 |
PP |
1.2904 |
1.2904 |
1.2904 |
1.2927 |
S1 |
1.2810 |
1.2810 |
1.2910 |
1.2857 |
S2 |
1.2691 |
1.2691 |
1.2891 |
|
S3 |
1.2478 |
1.2597 |
1.2871 |
|
S4 |
1.2265 |
1.2384 |
1.2813 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2894 |
2.618 |
1.2894 |
1.618 |
1.2894 |
1.000 |
1.2894 |
0.618 |
1.2894 |
HIGH |
1.2894 |
0.618 |
1.2894 |
0.500 |
1.2894 |
0.382 |
1.2894 |
LOW |
1.2894 |
0.618 |
1.2894 |
1.000 |
1.2894 |
1.618 |
1.2894 |
2.618 |
1.2894 |
4.250 |
1.2894 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1.2894 |
1.2932 |
PP |
1.2894 |
1.2919 |
S1 |
1.2894 |
1.2907 |
|