CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3890 |
1.3480 |
-0.0410 |
-3.0% |
1.4169 |
| High |
1.3890 |
1.3480 |
-0.0410 |
-3.0% |
1.4291 |
| Low |
1.3504 |
1.3270 |
-0.0234 |
-1.7% |
1.3777 |
| Close |
1.3548 |
1.3467 |
-0.0081 |
-0.6% |
1.3798 |
| Range |
0.0386 |
0.0210 |
-0.0176 |
-45.6% |
0.0514 |
| ATR |
0.0242 |
0.0245 |
0.0003 |
1.1% |
0.0000 |
| Volume |
134 |
235 |
101 |
75.4% |
121 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4036 |
1.3961 |
1.3583 |
|
| R3 |
1.3826 |
1.3751 |
1.3525 |
|
| R2 |
1.3616 |
1.3616 |
1.3506 |
|
| R1 |
1.3541 |
1.3541 |
1.3486 |
1.3474 |
| PP |
1.3406 |
1.3406 |
1.3406 |
1.3372 |
| S1 |
1.3331 |
1.3331 |
1.3448 |
1.3264 |
| S2 |
1.3196 |
1.3196 |
1.3429 |
|
| S3 |
1.2986 |
1.3121 |
1.3409 |
|
| S4 |
1.2776 |
1.2911 |
1.3352 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5497 |
1.5162 |
1.4081 |
|
| R3 |
1.4983 |
1.4648 |
1.3939 |
|
| R2 |
1.4469 |
1.4469 |
1.3892 |
|
| R1 |
1.4134 |
1.4134 |
1.3845 |
1.4045 |
| PP |
1.3955 |
1.3955 |
1.3955 |
1.3911 |
| S1 |
1.3620 |
1.3620 |
1.3751 |
1.3531 |
| S2 |
1.3441 |
1.3441 |
1.3704 |
|
| S3 |
1.2927 |
1.3106 |
1.3657 |
|
| S4 |
1.2413 |
1.2592 |
1.3515 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4373 |
|
2.618 |
1.4030 |
|
1.618 |
1.3820 |
|
1.000 |
1.3690 |
|
0.618 |
1.3610 |
|
HIGH |
1.3480 |
|
0.618 |
1.3400 |
|
0.500 |
1.3375 |
|
0.382 |
1.3350 |
|
LOW |
1.3270 |
|
0.618 |
1.3140 |
|
1.000 |
1.3060 |
|
1.618 |
1.2930 |
|
2.618 |
1.2720 |
|
4.250 |
1.2378 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3436 |
1.3582 |
| PP |
1.3406 |
1.3543 |
| S1 |
1.3375 |
1.3505 |
|