CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2766 |
1.2847 |
0.0081 |
0.6% |
1.2840 |
| High |
1.2880 |
1.3015 |
0.0135 |
1.0% |
1.3303 |
| Low |
1.2694 |
1.2800 |
0.0106 |
0.8% |
1.2774 |
| Close |
1.2818 |
1.2997 |
0.0179 |
1.4% |
1.2776 |
| Range |
0.0186 |
0.0215 |
0.0029 |
15.6% |
0.0529 |
| ATR |
0.0234 |
0.0233 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
235 |
210 |
-25 |
-10.6% |
975 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3582 |
1.3505 |
1.3115 |
|
| R3 |
1.3367 |
1.3290 |
1.3056 |
|
| R2 |
1.3152 |
1.3152 |
1.3036 |
|
| R1 |
1.3075 |
1.3075 |
1.3017 |
1.3114 |
| PP |
1.2937 |
1.2937 |
1.2937 |
1.2957 |
| S1 |
1.2860 |
1.2860 |
1.2977 |
1.2899 |
| S2 |
1.2722 |
1.2722 |
1.2958 |
|
| S3 |
1.2507 |
1.2645 |
1.2938 |
|
| S4 |
1.2292 |
1.2430 |
1.2879 |
|
|
| 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 |
1.3929 |
|
2.618 |
1.3578 |
|
1.618 |
1.3363 |
|
1.000 |
1.3230 |
|
0.618 |
1.3148 |
|
HIGH |
1.3015 |
|
0.618 |
1.2933 |
|
0.500 |
1.2908 |
|
0.382 |
1.2882 |
|
LOW |
1.2800 |
|
0.618 |
1.2667 |
|
1.000 |
1.2585 |
|
1.618 |
1.2452 |
|
2.618 |
1.2237 |
|
4.250 |
1.1886 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2967 |
1.2950 |
| PP |
1.2937 |
1.2902 |
| S1 |
1.2908 |
1.2855 |
|