CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2808 |
1.2712 |
-0.0096 |
-0.7% |
1.2828 |
| High |
1.2983 |
1.2868 |
-0.0115 |
-0.9% |
1.2876 |
| Low |
1.2689 |
1.2693 |
0.0004 |
0.0% |
1.2512 |
| Close |
1.2709 |
1.2847 |
0.0138 |
1.1% |
1.2834 |
| Range |
0.0294 |
0.0175 |
-0.0119 |
-40.5% |
0.0364 |
| ATR |
0.0225 |
0.0222 |
-0.0004 |
-1.6% |
0.0000 |
| Volume |
811 |
577 |
-234 |
-28.9% |
2,397 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3328 |
1.3262 |
1.2943 |
|
| R3 |
1.3153 |
1.3087 |
1.2895 |
|
| R2 |
1.2978 |
1.2978 |
1.2879 |
|
| R1 |
1.2912 |
1.2912 |
1.2863 |
1.2945 |
| PP |
1.2803 |
1.2803 |
1.2803 |
1.2819 |
| S1 |
1.2737 |
1.2737 |
1.2831 |
1.2770 |
| S2 |
1.2628 |
1.2628 |
1.2815 |
|
| S3 |
1.2453 |
1.2562 |
1.2799 |
|
| S4 |
1.2278 |
1.2387 |
1.2751 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3833 |
1.3697 |
1.3034 |
|
| R3 |
1.3469 |
1.3333 |
1.2934 |
|
| R2 |
1.3105 |
1.3105 |
1.2901 |
|
| R1 |
1.2969 |
1.2969 |
1.2867 |
1.3037 |
| PP |
1.2741 |
1.2741 |
1.2741 |
1.2775 |
| S1 |
1.2605 |
1.2605 |
1.2801 |
1.2673 |
| S2 |
1.2377 |
1.2377 |
1.2767 |
|
| S3 |
1.2013 |
1.2241 |
1.2734 |
|
| S4 |
1.1649 |
1.1877 |
1.2634 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3612 |
|
2.618 |
1.3326 |
|
1.618 |
1.3151 |
|
1.000 |
1.3043 |
|
0.618 |
1.2976 |
|
HIGH |
1.2868 |
|
0.618 |
1.2801 |
|
0.500 |
1.2781 |
|
0.382 |
1.2760 |
|
LOW |
1.2693 |
|
0.618 |
1.2585 |
|
1.000 |
1.2518 |
|
1.618 |
1.2410 |
|
2.618 |
1.2235 |
|
4.250 |
1.1949 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2825 |
1.2821 |
| PP |
1.2803 |
1.2795 |
| S1 |
1.2781 |
1.2770 |
|