CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3217 |
1.3099 |
-0.0118 |
-0.9% |
1.3890 |
| High |
1.3251 |
1.3190 |
-0.0061 |
-0.5% |
1.3890 |
| Low |
1.3046 |
1.2994 |
-0.0052 |
-0.4% |
1.3270 |
| Close |
1.3110 |
1.3114 |
0.0004 |
0.0% |
1.3366 |
| Range |
0.0205 |
0.0196 |
-0.0009 |
-4.4% |
0.0620 |
| ATR |
0.0236 |
0.0233 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
324 |
938 |
614 |
189.5% |
846 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3687 |
1.3597 |
1.3222 |
|
| R3 |
1.3491 |
1.3401 |
1.3168 |
|
| R2 |
1.3295 |
1.3295 |
1.3150 |
|
| R1 |
1.3205 |
1.3205 |
1.3132 |
1.3250 |
| PP |
1.3099 |
1.3099 |
1.3099 |
1.3122 |
| S1 |
1.3009 |
1.3009 |
1.3096 |
1.3054 |
| S2 |
1.2903 |
1.2903 |
1.3078 |
|
| S3 |
1.2707 |
1.2813 |
1.3060 |
|
| S4 |
1.2511 |
1.2617 |
1.3006 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5369 |
1.4987 |
1.3707 |
|
| R3 |
1.4749 |
1.4367 |
1.3537 |
|
| R2 |
1.4129 |
1.4129 |
1.3480 |
|
| R1 |
1.3747 |
1.3747 |
1.3423 |
1.3628 |
| PP |
1.3509 |
1.3509 |
1.3509 |
1.3449 |
| S1 |
1.3127 |
1.3127 |
1.3309 |
1.3008 |
| S2 |
1.2889 |
1.2889 |
1.3252 |
|
| S3 |
1.2269 |
1.2507 |
1.3196 |
|
| S4 |
1.1649 |
1.1887 |
1.3025 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4023 |
|
2.618 |
1.3703 |
|
1.618 |
1.3507 |
|
1.000 |
1.3386 |
|
0.618 |
1.3311 |
|
HIGH |
1.3190 |
|
0.618 |
1.3115 |
|
0.500 |
1.3092 |
|
0.382 |
1.3069 |
|
LOW |
1.2994 |
|
0.618 |
1.2873 |
|
1.000 |
1.2798 |
|
1.618 |
1.2677 |
|
2.618 |
1.2481 |
|
4.250 |
1.2161 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3107 |
1.3137 |
| PP |
1.3099 |
1.3129 |
| S1 |
1.3092 |
1.3122 |
|