CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3893 |
1.3798 |
-0.0095 |
-0.7% |
1.4034 |
| High |
1.3893 |
1.3900 |
0.0007 |
0.1% |
1.4034 |
| Low |
1.3893 |
1.3805 |
-0.0088 |
-0.6% |
1.3805 |
| Close |
1.3893 |
1.3798 |
-0.0095 |
-0.7% |
1.3798 |
| Range |
0.0000 |
0.0095 |
0.0095 |
|
0.0229 |
| ATR |
|
|
|
|
|
| Volume |
10 |
33 |
23 |
230.0% |
121 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4119 |
1.4054 |
1.3850 |
|
| R3 |
1.4024 |
1.3959 |
1.3824 |
|
| R2 |
1.3929 |
1.3929 |
1.3815 |
|
| R1 |
1.3864 |
1.3864 |
1.3807 |
1.3846 |
| PP |
1.3834 |
1.3834 |
1.3834 |
1.3825 |
| S1 |
1.3769 |
1.3769 |
1.3789 |
1.3751 |
| S2 |
1.3739 |
1.3739 |
1.3781 |
|
| S3 |
1.3644 |
1.3674 |
1.3772 |
|
| S4 |
1.3549 |
1.3579 |
1.3746 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4566 |
1.4411 |
1.3924 |
|
| R3 |
1.4337 |
1.4182 |
1.3861 |
|
| R2 |
1.4108 |
1.4108 |
1.3840 |
|
| R1 |
1.3953 |
1.3953 |
1.3819 |
1.3916 |
| PP |
1.3879 |
1.3879 |
1.3879 |
1.3861 |
| S1 |
1.3724 |
1.3724 |
1.3777 |
1.3687 |
| S2 |
1.3650 |
1.3650 |
1.3756 |
|
| S3 |
1.3421 |
1.3495 |
1.3735 |
|
| S4 |
1.3192 |
1.3266 |
1.3672 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4304 |
|
2.618 |
1.4149 |
|
1.618 |
1.4054 |
|
1.000 |
1.3995 |
|
0.618 |
1.3959 |
|
HIGH |
1.3900 |
|
0.618 |
1.3864 |
|
0.500 |
1.3853 |
|
0.382 |
1.3841 |
|
LOW |
1.3805 |
|
0.618 |
1.3746 |
|
1.000 |
1.3710 |
|
1.618 |
1.3651 |
|
2.618 |
1.3556 |
|
4.250 |
1.3401 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3853 |
1.3917 |
| PP |
1.3834 |
1.3877 |
| S1 |
1.3816 |
1.3838 |
|