CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3548 |
1.3467 |
-0.0081 |
-0.6% |
1.4034 |
| High |
1.3548 |
1.3467 |
-0.0081 |
-0.6% |
1.4034 |
| Low |
1.3548 |
1.3467 |
-0.0081 |
-0.6% |
1.3805 |
| Close |
1.3548 |
1.3467 |
-0.0081 |
-0.6% |
1.3798 |
| Range |
|
|
|
|
|
| ATR |
0.0000 |
0.0118 |
0.0118 |
|
0.0000 |
| Volume |
134 |
235 |
101 |
75.4% |
121 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3467 |
1.3467 |
1.3467 |
|
| R3 |
1.3467 |
1.3467 |
1.3467 |
|
| R2 |
1.3467 |
1.3467 |
1.3467 |
|
| R1 |
1.3467 |
1.3467 |
1.3467 |
1.3467 |
| PP |
1.3467 |
1.3467 |
1.3467 |
1.3467 |
| S1 |
1.3467 |
1.3467 |
1.3467 |
1.3467 |
| S2 |
1.3467 |
1.3467 |
1.3467 |
|
| S3 |
1.3467 |
1.3467 |
1.3467 |
|
| S4 |
1.3467 |
1.3467 |
1.3467 |
|
|
| 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 |
1.3467 |
|
2.618 |
1.3467 |
|
1.618 |
1.3467 |
|
1.000 |
1.3467 |
|
0.618 |
1.3467 |
|
HIGH |
1.3467 |
|
0.618 |
1.3467 |
|
0.500 |
1.3467 |
|
0.382 |
1.3467 |
|
LOW |
1.3467 |
|
0.618 |
1.3467 |
|
1.000 |
1.3467 |
|
1.618 |
1.3467 |
|
2.618 |
1.3467 |
|
4.250 |
1.3467 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3467 |
1.3684 |
| PP |
1.3467 |
1.3611 |
| S1 |
1.3467 |
1.3539 |
|