CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3114 |
1.3192 |
0.0078 |
0.6% |
1.3292 |
| High |
1.3180 |
1.3192 |
0.0012 |
0.1% |
1.3355 |
| Low |
1.3025 |
1.3192 |
0.0167 |
1.3% |
1.3025 |
| Close |
1.3114 |
1.3192 |
0.0078 |
0.6% |
1.3192 |
| Range |
0.0155 |
0.0000 |
-0.0155 |
-100.0% |
0.0330 |
| ATR |
0.0131 |
0.0127 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
938 |
326 |
-612 |
-65.2% |
1,820 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3192 |
1.3192 |
1.3192 |
|
| R3 |
1.3192 |
1.3192 |
1.3192 |
|
| R2 |
1.3192 |
1.3192 |
1.3192 |
|
| R1 |
1.3192 |
1.3192 |
1.3192 |
1.3192 |
| PP |
1.3192 |
1.3192 |
1.3192 |
1.3192 |
| S1 |
1.3192 |
1.3192 |
1.3192 |
1.3192 |
| S2 |
1.3192 |
1.3192 |
1.3192 |
|
| S3 |
1.3192 |
1.3192 |
1.3192 |
|
| S4 |
1.3192 |
1.3192 |
1.3192 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4181 |
1.4016 |
1.3374 |
|
| R3 |
1.3851 |
1.3686 |
1.3283 |
|
| R2 |
1.3521 |
1.3521 |
1.3253 |
|
| R1 |
1.3356 |
1.3356 |
1.3222 |
1.3274 |
| PP |
1.3191 |
1.3191 |
1.3191 |
1.3149 |
| S1 |
1.3026 |
1.3026 |
1.3162 |
1.2944 |
| S2 |
1.2861 |
1.2861 |
1.3132 |
|
| S3 |
1.2531 |
1.2696 |
1.3101 |
|
| S4 |
1.2201 |
1.2366 |
1.3011 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3192 |
|
2.618 |
1.3192 |
|
1.618 |
1.3192 |
|
1.000 |
1.3192 |
|
0.618 |
1.3192 |
|
HIGH |
1.3192 |
|
0.618 |
1.3192 |
|
0.500 |
1.3192 |
|
0.382 |
1.3192 |
|
LOW |
1.3192 |
|
0.618 |
1.3192 |
|
1.000 |
1.3192 |
|
1.618 |
1.3192 |
|
2.618 |
1.3192 |
|
4.250 |
1.3192 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3192 |
1.3164 |
| PP |
1.3192 |
1.3136 |
| S1 |
1.3192 |
1.3109 |
|