CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2870 |
1.2615 |
-0.0255 |
-2.0% |
1.3010 |
| High |
1.2870 |
1.2615 |
-0.0255 |
-2.0% |
1.3010 |
| Low |
1.2870 |
1.2615 |
-0.0255 |
-2.0% |
1.2765 |
| Close |
1.2870 |
1.2615 |
-0.0255 |
-2.0% |
1.2870 |
| Range |
|
|
|
|
|
| ATR |
0.0116 |
0.0126 |
0.0010 |
8.6% |
0.0000 |
| Volume |
1,522 |
256 |
-1,266 |
-83.2% |
2,606 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2615 |
1.2615 |
1.2615 |
|
| R3 |
1.2615 |
1.2615 |
1.2615 |
|
| R2 |
1.2615 |
1.2615 |
1.2615 |
|
| R1 |
1.2615 |
1.2615 |
1.2615 |
1.2615 |
| PP |
1.2615 |
1.2615 |
1.2615 |
1.2615 |
| S1 |
1.2615 |
1.2615 |
1.2615 |
1.2615 |
| S2 |
1.2615 |
1.2615 |
1.2615 |
|
| S3 |
1.2615 |
1.2615 |
1.2615 |
|
| S4 |
1.2615 |
1.2615 |
1.2615 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3617 |
1.3488 |
1.3005 |
|
| R3 |
1.3372 |
1.3243 |
1.2937 |
|
| R2 |
1.3127 |
1.3127 |
1.2915 |
|
| R1 |
1.2998 |
1.2998 |
1.2892 |
1.2940 |
| PP |
1.2882 |
1.2882 |
1.2882 |
1.2853 |
| S1 |
1.2753 |
1.2753 |
1.2848 |
1.2695 |
| S2 |
1.2637 |
1.2637 |
1.2825 |
|
| S3 |
1.2392 |
1.2508 |
1.2803 |
|
| S4 |
1.2147 |
1.2263 |
1.2735 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2615 |
|
2.618 |
1.2615 |
|
1.618 |
1.2615 |
|
1.000 |
1.2615 |
|
0.618 |
1.2615 |
|
HIGH |
1.2615 |
|
0.618 |
1.2615 |
|
0.500 |
1.2615 |
|
0.382 |
1.2615 |
|
LOW |
1.2615 |
|
0.618 |
1.2615 |
|
1.000 |
1.2615 |
|
1.618 |
1.2615 |
|
2.618 |
1.2615 |
|
4.250 |
1.2615 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2615 |
1.2743 |
| PP |
1.2615 |
1.2700 |
| S1 |
1.2615 |
1.2658 |
|