CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2545 |
1.2679 |
0.0134 |
1.1% |
1.3010 |
| High |
1.2555 |
1.2720 |
0.0165 |
1.3% |
1.3010 |
| Low |
1.2530 |
1.2668 |
0.0138 |
1.1% |
1.2765 |
| Close |
1.2548 |
1.2679 |
0.0131 |
1.0% |
1.2870 |
| Range |
0.0025 |
0.0052 |
0.0027 |
108.0% |
0.0245 |
| ATR |
0.0123 |
0.0126 |
0.0004 |
2.9% |
0.0000 |
| Volume |
1,301 |
503 |
-798 |
-61.3% |
2,606 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2845 |
1.2814 |
1.2708 |
|
| R3 |
1.2793 |
1.2762 |
1.2693 |
|
| R2 |
1.2741 |
1.2741 |
1.2689 |
|
| R1 |
1.2710 |
1.2710 |
1.2684 |
1.2705 |
| PP |
1.2689 |
1.2689 |
1.2689 |
1.2687 |
| S1 |
1.2658 |
1.2658 |
1.2674 |
1.2653 |
| S2 |
1.2637 |
1.2637 |
1.2669 |
|
| S3 |
1.2585 |
1.2606 |
1.2665 |
|
| S4 |
1.2533 |
1.2554 |
1.2650 |
|
|
| 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 |
1.2941 |
|
2.618 |
1.2856 |
|
1.618 |
1.2804 |
|
1.000 |
1.2772 |
|
0.618 |
1.2752 |
|
HIGH |
1.2720 |
|
0.618 |
1.2700 |
|
0.500 |
1.2694 |
|
0.382 |
1.2688 |
|
LOW |
1.2668 |
|
0.618 |
1.2636 |
|
1.000 |
1.2616 |
|
1.618 |
1.2584 |
|
2.618 |
1.2532 |
|
4.250 |
1.2447 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2694 |
1.2661 |
| PP |
1.2689 |
1.2643 |
| S1 |
1.2684 |
1.2625 |
|