CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4040 |
1.4169 |
0.0129 |
0.9% |
1.4027 |
| High |
1.4052 |
1.4291 |
0.0239 |
1.7% |
1.4052 |
| Low |
1.4040 |
1.3905 |
-0.0135 |
-1.0% |
1.3890 |
| Close |
1.4017 |
1.4034 |
0.0017 |
0.1% |
1.4017 |
| Range |
0.0012 |
0.0386 |
0.0374 |
3,116.7% |
0.0162 |
| ATR |
0.0239 |
0.0249 |
0.0011 |
4.4% |
0.0000 |
| Volume |
6 |
16 |
10 |
166.7% |
286 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5235 |
1.5020 |
1.4246 |
|
| R3 |
1.4849 |
1.4634 |
1.4140 |
|
| R2 |
1.4463 |
1.4463 |
1.4105 |
|
| R1 |
1.4248 |
1.4248 |
1.4069 |
1.4163 |
| PP |
1.4077 |
1.4077 |
1.4077 |
1.4034 |
| S1 |
1.3862 |
1.3862 |
1.3999 |
1.3777 |
| S2 |
1.3691 |
1.3691 |
1.3963 |
|
| S3 |
1.3305 |
1.3476 |
1.3928 |
|
| S4 |
1.2919 |
1.3090 |
1.3822 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4472 |
1.4407 |
1.4106 |
|
| R3 |
1.4310 |
1.4245 |
1.4062 |
|
| R2 |
1.4148 |
1.4148 |
1.4047 |
|
| R1 |
1.4083 |
1.4083 |
1.4032 |
1.4035 |
| PP |
1.3986 |
1.3986 |
1.3986 |
1.3962 |
| S1 |
1.3921 |
1.3921 |
1.4002 |
1.3873 |
| S2 |
1.3824 |
1.3824 |
1.3987 |
|
| S3 |
1.3662 |
1.3759 |
1.3972 |
|
| S4 |
1.3500 |
1.3597 |
1.3928 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5932 |
|
2.618 |
1.5302 |
|
1.618 |
1.4916 |
|
1.000 |
1.4677 |
|
0.618 |
1.4530 |
|
HIGH |
1.4291 |
|
0.618 |
1.4144 |
|
0.500 |
1.4098 |
|
0.382 |
1.4052 |
|
LOW |
1.3905 |
|
0.618 |
1.3666 |
|
1.000 |
1.3519 |
|
1.618 |
1.3280 |
|
2.618 |
1.2894 |
|
4.250 |
1.2265 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4098 |
1.4098 |
| PP |
1.4077 |
1.4077 |
| S1 |
1.4055 |
1.4055 |
|