CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3350 |
1.2825 |
-0.0525 |
-3.9% |
1.3321 |
| High |
1.3350 |
1.3046 |
-0.0304 |
-2.3% |
1.3353 |
| Low |
1.2824 |
1.2800 |
-0.0024 |
-0.2% |
1.2994 |
| Close |
1.2853 |
1.2918 |
0.0065 |
0.5% |
1.3192 |
| Range |
0.0526 |
0.0246 |
-0.0280 |
-53.2% |
0.0359 |
| ATR |
0.0252 |
0.0252 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
95 |
310 |
215 |
226.3% |
1,820 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3659 |
1.3535 |
1.3053 |
|
| R3 |
1.3413 |
1.3289 |
1.2986 |
|
| R2 |
1.3167 |
1.3167 |
1.2963 |
|
| R1 |
1.3043 |
1.3043 |
1.2941 |
1.3105 |
| PP |
1.2921 |
1.2921 |
1.2921 |
1.2953 |
| S1 |
1.2797 |
1.2797 |
1.2895 |
1.2859 |
| S2 |
1.2675 |
1.2675 |
1.2873 |
|
| S3 |
1.2429 |
1.2551 |
1.2850 |
|
| S4 |
1.2183 |
1.2305 |
1.2783 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4257 |
1.4083 |
1.3389 |
|
| R3 |
1.3898 |
1.3724 |
1.3291 |
|
| R2 |
1.3539 |
1.3539 |
1.3258 |
|
| R1 |
1.3365 |
1.3365 |
1.3225 |
1.3273 |
| PP |
1.3180 |
1.3180 |
1.3180 |
1.3133 |
| S1 |
1.3006 |
1.3006 |
1.3159 |
1.2914 |
| S2 |
1.2821 |
1.2821 |
1.3126 |
|
| S3 |
1.2462 |
1.2647 |
1.3093 |
|
| S4 |
1.2103 |
1.2288 |
1.2995 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4092 |
|
2.618 |
1.3690 |
|
1.618 |
1.3444 |
|
1.000 |
1.3292 |
|
0.618 |
1.3198 |
|
HIGH |
1.3046 |
|
0.618 |
1.2952 |
|
0.500 |
1.2923 |
|
0.382 |
1.2894 |
|
LOW |
1.2800 |
|
0.618 |
1.2648 |
|
1.000 |
1.2554 |
|
1.618 |
1.2402 |
|
2.618 |
1.2156 |
|
4.250 |
1.1755 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2923 |
1.3075 |
| PP |
1.2921 |
1.3023 |
| S1 |
1.2920 |
1.2970 |
|