CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4169 |
1.4000 |
-0.0169 |
-1.2% |
1.4027 |
| High |
1.4291 |
1.4119 |
-0.0172 |
-1.2% |
1.4052 |
| Low |
1.3905 |
1.4000 |
0.0095 |
0.7% |
1.3890 |
| Close |
1.4034 |
1.4028 |
-0.0006 |
0.0% |
1.4017 |
| Range |
0.0386 |
0.0119 |
-0.0267 |
-69.2% |
0.0162 |
| ATR |
0.0249 |
0.0240 |
-0.0009 |
-3.7% |
0.0000 |
| Volume |
16 |
62 |
46 |
287.5% |
286 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4406 |
1.4336 |
1.4093 |
|
| R3 |
1.4287 |
1.4217 |
1.4061 |
|
| R2 |
1.4168 |
1.4168 |
1.4050 |
|
| R1 |
1.4098 |
1.4098 |
1.4039 |
1.4133 |
| PP |
1.4049 |
1.4049 |
1.4049 |
1.4067 |
| S1 |
1.3979 |
1.3979 |
1.4017 |
1.4014 |
| S2 |
1.3930 |
1.3930 |
1.4006 |
|
| S3 |
1.3811 |
1.3860 |
1.3995 |
|
| S4 |
1.3692 |
1.3741 |
1.3963 |
|
|
| 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 |
1.4625 |
|
2.618 |
1.4431 |
|
1.618 |
1.4312 |
|
1.000 |
1.4238 |
|
0.618 |
1.4193 |
|
HIGH |
1.4119 |
|
0.618 |
1.4074 |
|
0.500 |
1.4060 |
|
0.382 |
1.4045 |
|
LOW |
1.4000 |
|
0.618 |
1.3926 |
|
1.000 |
1.3881 |
|
1.618 |
1.3807 |
|
2.618 |
1.3688 |
|
4.250 |
1.3494 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4060 |
1.4098 |
| PP |
1.4049 |
1.4075 |
| S1 |
1.4039 |
1.4051 |
|