CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2881 |
1.2766 |
-0.0115 |
-0.9% |
1.2840 |
| High |
1.2905 |
1.2880 |
-0.0025 |
-0.2% |
1.3303 |
| Low |
1.2774 |
1.2694 |
-0.0080 |
-0.6% |
1.2774 |
| Close |
1.2776 |
1.2818 |
0.0042 |
0.3% |
1.2776 |
| Range |
0.0131 |
0.0186 |
0.0055 |
42.0% |
0.0529 |
| ATR |
0.0238 |
0.0234 |
-0.0004 |
-1.6% |
0.0000 |
| Volume |
77 |
235 |
158 |
205.2% |
975 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3355 |
1.3273 |
1.2920 |
|
| R3 |
1.3169 |
1.3087 |
1.2869 |
|
| R2 |
1.2983 |
1.2983 |
1.2852 |
|
| R1 |
1.2901 |
1.2901 |
1.2835 |
1.2942 |
| PP |
1.2797 |
1.2797 |
1.2797 |
1.2818 |
| S1 |
1.2715 |
1.2715 |
1.2801 |
1.2756 |
| S2 |
1.2611 |
1.2611 |
1.2784 |
|
| S3 |
1.2425 |
1.2529 |
1.2767 |
|
| S4 |
1.2239 |
1.2343 |
1.2716 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4538 |
1.4186 |
1.3067 |
|
| R3 |
1.4009 |
1.3657 |
1.2921 |
|
| R2 |
1.3480 |
1.3480 |
1.2873 |
|
| R1 |
1.3128 |
1.3128 |
1.2824 |
1.3040 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2907 |
| S1 |
1.2599 |
1.2599 |
1.2728 |
1.2511 |
| S2 |
1.2422 |
1.2422 |
1.2679 |
|
| S3 |
1.1893 |
1.2070 |
1.2631 |
|
| S4 |
1.1364 |
1.1541 |
1.2485 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3671 |
|
2.618 |
1.3367 |
|
1.618 |
1.3181 |
|
1.000 |
1.3066 |
|
0.618 |
1.2995 |
|
HIGH |
1.2880 |
|
0.618 |
1.2809 |
|
0.500 |
1.2787 |
|
0.382 |
1.2765 |
|
LOW |
1.2694 |
|
0.618 |
1.2579 |
|
1.000 |
1.2508 |
|
1.618 |
1.2393 |
|
2.618 |
1.2207 |
|
4.250 |
1.1904 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2808 |
1.2923 |
| PP |
1.2797 |
1.2888 |
| S1 |
1.2787 |
1.2853 |
|