CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3192 |
1.2853 |
-0.0339 |
-2.6% |
1.3292 |
| High |
1.3192 |
1.2855 |
-0.0337 |
-2.6% |
1.3355 |
| Low |
1.3192 |
1.2845 |
-0.0347 |
-2.6% |
1.3025 |
| Close |
1.3192 |
1.2853 |
-0.0339 |
-2.6% |
1.3192 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0330 |
| ATR |
0.0127 |
0.0143 |
0.0016 |
12.3% |
0.0000 |
| Volume |
326 |
95 |
-231 |
-70.9% |
1,820 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2881 |
1.2877 |
1.2859 |
|
| R3 |
1.2871 |
1.2867 |
1.2856 |
|
| R2 |
1.2861 |
1.2861 |
1.2855 |
|
| R1 |
1.2857 |
1.2857 |
1.2854 |
1.2858 |
| PP |
1.2851 |
1.2851 |
1.2851 |
1.2852 |
| S1 |
1.2847 |
1.2847 |
1.2852 |
1.2848 |
| S2 |
1.2841 |
1.2841 |
1.2851 |
|
| S3 |
1.2831 |
1.2837 |
1.2850 |
|
| S4 |
1.2821 |
1.2827 |
1.2848 |
|
|
| 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 |
1.2898 |
|
2.618 |
1.2881 |
|
1.618 |
1.2871 |
|
1.000 |
1.2865 |
|
0.618 |
1.2861 |
|
HIGH |
1.2855 |
|
0.618 |
1.2851 |
|
0.500 |
1.2850 |
|
0.382 |
1.2849 |
|
LOW |
1.2845 |
|
0.618 |
1.2839 |
|
1.000 |
1.2835 |
|
1.618 |
1.2829 |
|
2.618 |
1.2819 |
|
4.250 |
1.2803 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2852 |
1.3019 |
| PP |
1.2851 |
1.2963 |
| S1 |
1.2850 |
1.2908 |
|