CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3366 |
1.3292 |
-0.0074 |
-0.6% |
1.3548 |
| High |
1.3366 |
1.3355 |
-0.0011 |
-0.1% |
1.3665 |
| Low |
1.3366 |
1.3250 |
-0.0116 |
-0.9% |
1.3366 |
| Close |
1.3366 |
1.3331 |
-0.0035 |
-0.3% |
1.3366 |
| Range |
0.0000 |
0.0105 |
0.0105 |
|
0.0299 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
253 |
84 |
-169 |
-66.8% |
846 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3627 |
1.3584 |
1.3389 |
|
| R3 |
1.3522 |
1.3479 |
1.3360 |
|
| R2 |
1.3417 |
1.3417 |
1.3350 |
|
| R1 |
1.3374 |
1.3374 |
1.3341 |
1.3396 |
| PP |
1.3312 |
1.3312 |
1.3312 |
1.3323 |
| S1 |
1.3269 |
1.3269 |
1.3321 |
1.3291 |
| S2 |
1.3207 |
1.3207 |
1.3312 |
|
| S3 |
1.3102 |
1.3164 |
1.3302 |
|
| S4 |
1.2997 |
1.3059 |
1.3273 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4363 |
1.4163 |
1.3530 |
|
| R3 |
1.4064 |
1.3864 |
1.3448 |
|
| R2 |
1.3765 |
1.3765 |
1.3421 |
|
| R1 |
1.3565 |
1.3565 |
1.3393 |
1.3516 |
| PP |
1.3466 |
1.3466 |
1.3466 |
1.3441 |
| S1 |
1.3266 |
1.3266 |
1.3339 |
1.3217 |
| S2 |
1.3167 |
1.3167 |
1.3311 |
|
| S3 |
1.2868 |
1.2967 |
1.3284 |
|
| S4 |
1.2569 |
1.2668 |
1.3202 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3801 |
|
2.618 |
1.3630 |
|
1.618 |
1.3525 |
|
1.000 |
1.3460 |
|
0.618 |
1.3420 |
|
HIGH |
1.3355 |
|
0.618 |
1.3315 |
|
0.500 |
1.3303 |
|
0.382 |
1.3290 |
|
LOW |
1.3250 |
|
0.618 |
1.3185 |
|
1.000 |
1.3145 |
|
1.618 |
1.3080 |
|
2.618 |
1.2975 |
|
4.250 |
1.2804 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3322 |
1.3456 |
| PP |
1.3312 |
1.3414 |
| S1 |
1.3303 |
1.3373 |
|