CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4027 |
1.3914 |
-0.0113 |
-0.8% |
1.3376 |
| High |
1.4027 |
1.3953 |
-0.0074 |
-0.5% |
1.4590 |
| Low |
1.3900 |
1.3890 |
-0.0010 |
-0.1% |
1.3375 |
| Close |
1.3902 |
1.3918 |
0.0016 |
0.1% |
1.3829 |
| Range |
0.0127 |
0.0063 |
-0.0064 |
-50.4% |
0.1215 |
| ATR |
|
|
|
|
|
| Volume |
260 |
11 |
-249 |
-95.8% |
1,065 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4109 |
1.4077 |
1.3953 |
|
| R3 |
1.4046 |
1.4014 |
1.3935 |
|
| R2 |
1.3983 |
1.3983 |
1.3930 |
|
| R1 |
1.3951 |
1.3951 |
1.3924 |
1.3967 |
| PP |
1.3920 |
1.3920 |
1.3920 |
1.3929 |
| S1 |
1.3888 |
1.3888 |
1.3912 |
1.3904 |
| S2 |
1.3857 |
1.3857 |
1.3906 |
|
| S3 |
1.3794 |
1.3825 |
1.3901 |
|
| S4 |
1.3731 |
1.3762 |
1.3883 |
|
|
| 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 |
1.4221 |
|
2.618 |
1.4118 |
|
1.618 |
1.4055 |
|
1.000 |
1.4016 |
|
0.618 |
1.3992 |
|
HIGH |
1.3953 |
|
0.618 |
1.3929 |
|
0.500 |
1.3922 |
|
0.382 |
1.3914 |
|
LOW |
1.3890 |
|
0.618 |
1.3851 |
|
1.000 |
1.3827 |
|
1.618 |
1.3788 |
|
2.618 |
1.3725 |
|
4.250 |
1.3622 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3922 |
1.4012 |
| PP |
1.3920 |
1.3980 |
| S1 |
1.3919 |
1.3949 |
|