CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2828 |
1.2600 |
-0.0228 |
-1.8% |
1.2933 |
| High |
1.2828 |
1.2630 |
-0.0198 |
-1.5% |
1.3072 |
| Low |
1.2530 |
1.2512 |
-0.0018 |
-0.1% |
1.2720 |
| Close |
1.2615 |
1.2548 |
-0.0067 |
-0.5% |
1.2870 |
| Range |
0.0298 |
0.0118 |
-0.0180 |
-60.4% |
0.0352 |
| ATR |
0.0221 |
0.0213 |
-0.0007 |
-3.3% |
0.0000 |
| Volume |
256 |
1,301 |
1,045 |
408.2% |
2,606 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2917 |
1.2851 |
1.2613 |
|
| R3 |
1.2799 |
1.2733 |
1.2580 |
|
| R2 |
1.2681 |
1.2681 |
1.2570 |
|
| R1 |
1.2615 |
1.2615 |
1.2559 |
1.2589 |
| PP |
1.2563 |
1.2563 |
1.2563 |
1.2551 |
| S1 |
1.2497 |
1.2497 |
1.2537 |
1.2471 |
| S2 |
1.2445 |
1.2445 |
1.2526 |
|
| S3 |
1.2327 |
1.2379 |
1.2516 |
|
| S4 |
1.2209 |
1.2261 |
1.2483 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3943 |
1.3759 |
1.3064 |
|
| R3 |
1.3591 |
1.3407 |
1.2967 |
|
| R2 |
1.3239 |
1.3239 |
1.2935 |
|
| R1 |
1.3055 |
1.3055 |
1.2902 |
1.2971 |
| PP |
1.2887 |
1.2887 |
1.2887 |
1.2846 |
| S1 |
1.2703 |
1.2703 |
1.2838 |
1.2619 |
| S2 |
1.2535 |
1.2535 |
1.2805 |
|
| S3 |
1.2183 |
1.2351 |
1.2773 |
|
| S4 |
1.1831 |
1.1999 |
1.2676 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3132 |
|
2.618 |
1.2939 |
|
1.618 |
1.2821 |
|
1.000 |
1.2748 |
|
0.618 |
1.2703 |
|
HIGH |
1.2630 |
|
0.618 |
1.2585 |
|
0.500 |
1.2571 |
|
0.382 |
1.2557 |
|
LOW |
1.2512 |
|
0.618 |
1.2439 |
|
1.000 |
1.2394 |
|
1.618 |
1.2321 |
|
2.618 |
1.2203 |
|
4.250 |
1.2011 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2571 |
1.2716 |
| PP |
1.2563 |
1.2660 |
| S1 |
1.2556 |
1.2604 |
|