CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4358 |
1.4234 |
-0.0124 |
-0.9% |
1.3376 |
| High |
1.4590 |
1.4234 |
-0.0356 |
-2.4% |
1.4590 |
| Low |
1.4175 |
1.3789 |
-0.0386 |
-2.7% |
1.3375 |
| Close |
1.4259 |
1.3829 |
-0.0430 |
-3.0% |
1.3829 |
| Range |
0.0415 |
0.0445 |
0.0030 |
7.2% |
0.1215 |
| ATR |
|
|
|
|
|
| Volume |
576 |
78 |
-498 |
-86.5% |
1,065 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5286 |
1.5002 |
1.4074 |
|
| R3 |
1.4841 |
1.4557 |
1.3951 |
|
| R2 |
1.4396 |
1.4396 |
1.3911 |
|
| R1 |
1.4112 |
1.4112 |
1.3870 |
1.4032 |
| PP |
1.3951 |
1.3951 |
1.3951 |
1.3910 |
| S1 |
1.3667 |
1.3667 |
1.3788 |
1.3587 |
| S2 |
1.3506 |
1.3506 |
1.3747 |
|
| S3 |
1.3061 |
1.3222 |
1.3707 |
|
| S4 |
1.2616 |
1.2777 |
1.3584 |
|
|
| 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 |
1.6125 |
|
2.618 |
1.5399 |
|
1.618 |
1.4954 |
|
1.000 |
1.4679 |
|
0.618 |
1.4509 |
|
HIGH |
1.4234 |
|
0.618 |
1.4064 |
|
0.500 |
1.4012 |
|
0.382 |
1.3959 |
|
LOW |
1.3789 |
|
0.618 |
1.3514 |
|
1.000 |
1.3344 |
|
1.618 |
1.3069 |
|
2.618 |
1.2624 |
|
4.250 |
1.1898 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4012 |
1.4190 |
| PP |
1.3951 |
1.4069 |
| S1 |
1.3890 |
1.3949 |
|