CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2847 |
1.2950 |
0.0103 |
0.8% |
1.2840 |
| High |
1.3015 |
1.3060 |
0.0045 |
0.3% |
1.3303 |
| Low |
1.2800 |
1.2810 |
0.0010 |
0.1% |
1.2774 |
| Close |
1.2997 |
1.2845 |
-0.0152 |
-1.2% |
1.2776 |
| Range |
0.0215 |
0.0250 |
0.0035 |
16.3% |
0.0529 |
| ATR |
0.0233 |
0.0234 |
0.0001 |
0.5% |
0.0000 |
| Volume |
210 |
240 |
30 |
14.3% |
975 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3655 |
1.3500 |
1.2983 |
|
| R3 |
1.3405 |
1.3250 |
1.2914 |
|
| R2 |
1.3155 |
1.3155 |
1.2891 |
|
| R1 |
1.3000 |
1.3000 |
1.2868 |
1.2953 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2881 |
| S1 |
1.2750 |
1.2750 |
1.2822 |
1.2703 |
| S2 |
1.2655 |
1.2655 |
1.2799 |
|
| S3 |
1.2405 |
1.2500 |
1.2776 |
|
| S4 |
1.2155 |
1.2250 |
1.2708 |
|
|
| 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 |
1.4123 |
|
2.618 |
1.3715 |
|
1.618 |
1.3465 |
|
1.000 |
1.3310 |
|
0.618 |
1.3215 |
|
HIGH |
1.3060 |
|
0.618 |
1.2965 |
|
0.500 |
1.2935 |
|
0.382 |
1.2906 |
|
LOW |
1.2810 |
|
0.618 |
1.2656 |
|
1.000 |
1.2560 |
|
1.618 |
1.2406 |
|
2.618 |
1.2156 |
|
4.250 |
1.1748 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2935 |
1.2877 |
| PP |
1.2905 |
1.2866 |
| S1 |
1.2875 |
1.2856 |
|