CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2679 |
1.2834 |
0.0155 |
1.2% |
1.2615 |
| High |
1.2720 |
1.2834 |
0.0114 |
0.9% |
1.2834 |
| Low |
1.2668 |
1.2834 |
0.0166 |
1.3% |
1.2530 |
| Close |
1.2679 |
1.2834 |
0.0155 |
1.2% |
1.2834 |
| Range |
0.0052 |
0.0000 |
-0.0052 |
-100.0% |
0.0304 |
| ATR |
0.0126 |
0.0128 |
0.0002 |
1.6% |
0.0000 |
| Volume |
503 |
337 |
-166 |
-33.0% |
2,397 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2834 |
1.2834 |
1.2834 |
|
| R3 |
1.2834 |
1.2834 |
1.2834 |
|
| R2 |
1.2834 |
1.2834 |
1.2834 |
|
| R1 |
1.2834 |
1.2834 |
1.2834 |
1.2834 |
| PP |
1.2834 |
1.2834 |
1.2834 |
1.2834 |
| S1 |
1.2834 |
1.2834 |
1.2834 |
1.2834 |
| S2 |
1.2834 |
1.2834 |
1.2834 |
|
| S3 |
1.2834 |
1.2834 |
1.2834 |
|
| S4 |
1.2834 |
1.2834 |
1.2834 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3543 |
1.3001 |
|
| R3 |
1.3341 |
1.3239 |
1.2918 |
|
| R2 |
1.3037 |
1.3037 |
1.2890 |
|
| R1 |
1.2935 |
1.2935 |
1.2862 |
1.2986 |
| PP |
1.2733 |
1.2733 |
1.2733 |
1.2758 |
| S1 |
1.2631 |
1.2631 |
1.2806 |
1.2682 |
| S2 |
1.2429 |
1.2429 |
1.2778 |
|
| S3 |
1.2125 |
1.2327 |
1.2750 |
|
| S4 |
1.1821 |
1.2023 |
1.2667 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2834 |
|
2.618 |
1.2834 |
|
1.618 |
1.2834 |
|
1.000 |
1.2834 |
|
0.618 |
1.2834 |
|
HIGH |
1.2834 |
|
0.618 |
1.2834 |
|
0.500 |
1.2834 |
|
0.382 |
1.2834 |
|
LOW |
1.2834 |
|
0.618 |
1.2834 |
|
1.000 |
1.2834 |
|
1.618 |
1.2834 |
|
2.618 |
1.2834 |
|
4.250 |
1.2834 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2834 |
1.2783 |
| PP |
1.2834 |
1.2733 |
| S1 |
1.2834 |
1.2682 |
|