CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2615 |
1.2545 |
-0.0070 |
-0.6% |
1.3010 |
| High |
1.2615 |
1.2555 |
-0.0060 |
-0.5% |
1.3010 |
| Low |
1.2615 |
1.2530 |
-0.0085 |
-0.7% |
1.2765 |
| Close |
1.2615 |
1.2548 |
-0.0067 |
-0.5% |
1.2870 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0245 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
256 |
1,301 |
1,045 |
408.2% |
2,606 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2619 |
1.2609 |
1.2562 |
|
| R3 |
1.2594 |
1.2584 |
1.2555 |
|
| R2 |
1.2569 |
1.2569 |
1.2553 |
|
| R1 |
1.2559 |
1.2559 |
1.2550 |
1.2564 |
| PP |
1.2544 |
1.2544 |
1.2544 |
1.2547 |
| S1 |
1.2534 |
1.2534 |
1.2546 |
1.2539 |
| S2 |
1.2519 |
1.2519 |
1.2543 |
|
| S3 |
1.2494 |
1.2509 |
1.2541 |
|
| S4 |
1.2469 |
1.2484 |
1.2534 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3617 |
1.3488 |
1.3005 |
|
| R3 |
1.3372 |
1.3243 |
1.2937 |
|
| R2 |
1.3127 |
1.3127 |
1.2915 |
|
| R1 |
1.2998 |
1.2998 |
1.2892 |
1.2940 |
| PP |
1.2882 |
1.2882 |
1.2882 |
1.2853 |
| S1 |
1.2753 |
1.2753 |
1.2848 |
1.2695 |
| S2 |
1.2637 |
1.2637 |
1.2825 |
|
| S3 |
1.2392 |
1.2508 |
1.2803 |
|
| S4 |
1.2147 |
1.2263 |
1.2735 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2661 |
|
2.618 |
1.2620 |
|
1.618 |
1.2595 |
|
1.000 |
1.2580 |
|
0.618 |
1.2570 |
|
HIGH |
1.2555 |
|
0.618 |
1.2545 |
|
0.500 |
1.2543 |
|
0.382 |
1.2540 |
|
LOW |
1.2530 |
|
0.618 |
1.2515 |
|
1.000 |
1.2505 |
|
1.618 |
1.2490 |
|
2.618 |
1.2465 |
|
4.250 |
1.2424 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2546 |
1.2700 |
| PP |
1.2544 |
1.2649 |
| S1 |
1.2543 |
1.2599 |
|