CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2950 |
1.2838 |
-0.0112 |
-0.9% |
1.2840 |
| High |
1.3060 |
1.2884 |
-0.0176 |
-1.3% |
1.3303 |
| Low |
1.2810 |
1.2760 |
-0.0050 |
-0.4% |
1.2774 |
| Close |
1.2845 |
1.2784 |
-0.0061 |
-0.5% |
1.2776 |
| Range |
0.0250 |
0.0124 |
-0.0126 |
-50.4% |
0.0529 |
| ATR |
0.0234 |
0.0226 |
-0.0008 |
-3.4% |
0.0000 |
| Volume |
240 |
245 |
5 |
2.1% |
975 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3181 |
1.3107 |
1.2852 |
|
| R3 |
1.3057 |
1.2983 |
1.2818 |
|
| R2 |
1.2933 |
1.2933 |
1.2807 |
|
| R1 |
1.2859 |
1.2859 |
1.2795 |
1.2834 |
| PP |
1.2809 |
1.2809 |
1.2809 |
1.2797 |
| S1 |
1.2735 |
1.2735 |
1.2773 |
1.2710 |
| S2 |
1.2685 |
1.2685 |
1.2761 |
|
| S3 |
1.2561 |
1.2611 |
1.2750 |
|
| S4 |
1.2437 |
1.2487 |
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 |
1.3411 |
|
2.618 |
1.3209 |
|
1.618 |
1.3085 |
|
1.000 |
1.3008 |
|
0.618 |
1.2961 |
|
HIGH |
1.2884 |
|
0.618 |
1.2837 |
|
0.500 |
1.2822 |
|
0.382 |
1.2807 |
|
LOW |
1.2760 |
|
0.618 |
1.2683 |
|
1.000 |
1.2636 |
|
1.618 |
1.2559 |
|
2.618 |
1.2435 |
|
4.250 |
1.2233 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2822 |
1.2910 |
| PP |
1.2809 |
1.2868 |
| S1 |
1.2797 |
1.2826 |
|