CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4234 |
1.4027 |
-0.0207 |
-1.5% |
1.3376 |
| High |
1.4234 |
1.4027 |
-0.0207 |
-1.5% |
1.4590 |
| Low |
1.3789 |
1.3900 |
0.0111 |
0.8% |
1.3375 |
| Close |
1.3829 |
1.3902 |
0.0073 |
0.5% |
1.3829 |
| Range |
0.0445 |
0.0127 |
-0.0318 |
-71.5% |
0.1215 |
| ATR |
|
|
|
|
|
| Volume |
78 |
260 |
182 |
233.3% |
1,065 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4324 |
1.4240 |
1.3972 |
|
| R3 |
1.4197 |
1.4113 |
1.3937 |
|
| R2 |
1.4070 |
1.4070 |
1.3925 |
|
| R1 |
1.3986 |
1.3986 |
1.3914 |
1.3965 |
| PP |
1.3943 |
1.3943 |
1.3943 |
1.3932 |
| S1 |
1.3859 |
1.3859 |
1.3890 |
1.3838 |
| S2 |
1.3816 |
1.3816 |
1.3879 |
|
| S3 |
1.3689 |
1.3732 |
1.3867 |
|
| S4 |
1.3562 |
1.3605 |
1.3832 |
|
|
| 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 |
1.4567 |
|
2.618 |
1.4359 |
|
1.618 |
1.4232 |
|
1.000 |
1.4154 |
|
0.618 |
1.4105 |
|
HIGH |
1.4027 |
|
0.618 |
1.3978 |
|
0.500 |
1.3964 |
|
0.382 |
1.3949 |
|
LOW |
1.3900 |
|
0.618 |
1.3822 |
|
1.000 |
1.3773 |
|
1.618 |
1.3695 |
|
2.618 |
1.3568 |
|
4.250 |
1.3360 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3964 |
1.4190 |
| PP |
1.3943 |
1.4094 |
| S1 |
1.3923 |
1.3998 |
|