CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2930 |
1.3010 |
0.0080 |
0.6% |
1.2818 |
| High |
1.2930 |
1.3010 |
0.0080 |
0.6% |
1.2997 |
| Low |
1.2930 |
1.3010 |
0.0080 |
0.6% |
1.2784 |
| Close |
1.2930 |
1.3010 |
0.0080 |
0.6% |
1.2930 |
| Range |
|
|
|
|
|
| ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
241 |
437 |
196 |
81.3% |
1,171 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3010 |
1.3010 |
1.3010 |
|
| R3 |
1.3010 |
1.3010 |
1.3010 |
|
| R2 |
1.3010 |
1.3010 |
1.3010 |
|
| R1 |
1.3010 |
1.3010 |
1.3010 |
1.3010 |
| PP |
1.3010 |
1.3010 |
1.3010 |
1.3010 |
| S1 |
1.3010 |
1.3010 |
1.3010 |
1.3010 |
| S2 |
1.3010 |
1.3010 |
1.3010 |
|
| S3 |
1.3010 |
1.3010 |
1.3010 |
|
| S4 |
1.3010 |
1.3010 |
1.3010 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3543 |
1.3449 |
1.3047 |
|
| R3 |
1.3330 |
1.3236 |
1.2989 |
|
| R2 |
1.3117 |
1.3117 |
1.2969 |
|
| R1 |
1.3023 |
1.3023 |
1.2950 |
1.3070 |
| PP |
1.2904 |
1.2904 |
1.2904 |
1.2927 |
| S1 |
1.2810 |
1.2810 |
1.2910 |
1.2857 |
| S2 |
1.2691 |
1.2691 |
1.2891 |
|
| S3 |
1.2478 |
1.2597 |
1.2871 |
|
| S4 |
1.2265 |
1.2384 |
1.2813 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3010 |
|
2.618 |
1.3010 |
|
1.618 |
1.3010 |
|
1.000 |
1.3010 |
|
0.618 |
1.3010 |
|
HIGH |
1.3010 |
|
0.618 |
1.3010 |
|
0.500 |
1.3010 |
|
0.382 |
1.3010 |
|
LOW |
1.3010 |
|
0.618 |
1.3010 |
|
1.000 |
1.3010 |
|
1.618 |
1.3010 |
|
2.618 |
1.3010 |
|
4.250 |
1.3010 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3010 |
1.2972 |
| PP |
1.3010 |
1.2935 |
| S1 |
1.3010 |
1.2897 |
|