CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2856 |
1.2916 |
0.0060 |
0.5% |
1.2766 |
| High |
1.2959 |
1.2916 |
-0.0043 |
-0.3% |
1.3060 |
| Low |
1.2825 |
1.2720 |
-0.0105 |
-0.8% |
1.2694 |
| Close |
1.2894 |
1.2765 |
-0.0129 |
-1.0% |
1.2930 |
| Range |
0.0134 |
0.0196 |
0.0062 |
46.3% |
0.0366 |
| ATR |
0.0217 |
0.0216 |
-0.0002 |
-0.7% |
0.0000 |
| Volume |
272 |
223 |
-49 |
-18.0% |
1,171 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3388 |
1.3273 |
1.2873 |
|
| R3 |
1.3192 |
1.3077 |
1.2819 |
|
| R2 |
1.2996 |
1.2996 |
1.2801 |
|
| R1 |
1.2881 |
1.2881 |
1.2783 |
1.2841 |
| PP |
1.2800 |
1.2800 |
1.2800 |
1.2780 |
| S1 |
1.2685 |
1.2685 |
1.2747 |
1.2645 |
| S2 |
1.2604 |
1.2604 |
1.2729 |
|
| S3 |
1.2408 |
1.2489 |
1.2711 |
|
| S4 |
1.2212 |
1.2293 |
1.2657 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3993 |
1.3827 |
1.3131 |
|
| R3 |
1.3627 |
1.3461 |
1.3031 |
|
| R2 |
1.3261 |
1.3261 |
1.2997 |
|
| R1 |
1.3095 |
1.3095 |
1.2964 |
1.3178 |
| PP |
1.2895 |
1.2895 |
1.2895 |
1.2936 |
| S1 |
1.2729 |
1.2729 |
1.2896 |
1.2812 |
| S2 |
1.2529 |
1.2529 |
1.2863 |
|
| S3 |
1.2163 |
1.2363 |
1.2829 |
|
| S4 |
1.1797 |
1.1997 |
1.2729 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3749 |
|
2.618 |
1.3429 |
|
1.618 |
1.3233 |
|
1.000 |
1.3112 |
|
0.618 |
1.3037 |
|
HIGH |
1.2916 |
|
0.618 |
1.2841 |
|
0.500 |
1.2818 |
|
0.382 |
1.2795 |
|
LOW |
1.2720 |
|
0.618 |
1.2599 |
|
1.000 |
1.2524 |
|
1.618 |
1.2403 |
|
2.618 |
1.2207 |
|
4.250 |
1.1887 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2818 |
1.2890 |
| PP |
1.2800 |
1.2848 |
| S1 |
1.2783 |
1.2807 |
|