CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3914 |
1.3966 |
0.0052 |
0.4% |
1.3376 |
| High |
1.3953 |
1.3982 |
0.0029 |
0.2% |
1.4590 |
| Low |
1.3890 |
1.3918 |
0.0028 |
0.2% |
1.3375 |
| Close |
1.3918 |
1.3920 |
0.0002 |
0.0% |
1.3829 |
| Range |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.1215 |
| ATR |
0.0000 |
0.0247 |
0.0247 |
|
0.0000 |
| Volume |
11 |
9 |
-2 |
-18.2% |
1,065 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4132 |
1.4090 |
1.3955 |
|
| R3 |
1.4068 |
1.4026 |
1.3938 |
|
| R2 |
1.4004 |
1.4004 |
1.3932 |
|
| R1 |
1.3962 |
1.3962 |
1.3926 |
1.3951 |
| PP |
1.3940 |
1.3940 |
1.3940 |
1.3935 |
| S1 |
1.3898 |
1.3898 |
1.3914 |
1.3887 |
| S2 |
1.3876 |
1.3876 |
1.3908 |
|
| S3 |
1.3812 |
1.3834 |
1.3902 |
|
| S4 |
1.3748 |
1.3770 |
1.3885 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7576 |
1.6918 |
1.4497 |
|
| R3 |
1.6361 |
1.5703 |
1.4163 |
|
| R2 |
1.5146 |
1.5146 |
1.4052 |
|
| R1 |
1.4488 |
1.4488 |
1.3940 |
1.4817 |
| PP |
1.3931 |
1.3931 |
1.3931 |
1.4096 |
| S1 |
1.3273 |
1.3273 |
1.3718 |
1.3602 |
| S2 |
1.2716 |
1.2716 |
1.3606 |
|
| S3 |
1.1501 |
1.2058 |
1.3495 |
|
| S4 |
1.0286 |
1.0843 |
1.3161 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4254 |
|
2.618 |
1.4150 |
|
1.618 |
1.4086 |
|
1.000 |
1.4046 |
|
0.618 |
1.4022 |
|
HIGH |
1.3982 |
|
0.618 |
1.3958 |
|
0.500 |
1.3950 |
|
0.382 |
1.3942 |
|
LOW |
1.3918 |
|
0.618 |
1.3878 |
|
1.000 |
1.3854 |
|
1.618 |
1.3814 |
|
2.618 |
1.3750 |
|
4.250 |
1.3646 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3950 |
1.3959 |
| PP |
1.3940 |
1.3946 |
| S1 |
1.3930 |
1.3933 |
|