CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3840 |
1.3584 |
-0.0256 |
-1.8% |
1.4238 |
| High |
1.3950 |
1.3610 |
-0.0340 |
-2.4% |
1.4275 |
| Low |
1.3815 |
1.3518 |
-0.0297 |
-2.1% |
1.3815 |
| Close |
1.3823 |
1.3573 |
-0.0250 |
-1.8% |
1.3823 |
| Range |
0.0135 |
0.0092 |
-0.0043 |
-31.9% |
0.0460 |
| ATR |
0.0196 |
0.0203 |
0.0008 |
4.0% |
0.0000 |
| Volume |
70,347 |
58,352 |
-11,995 |
-17.1% |
259,794 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3843 |
1.3800 |
1.3624 |
|
| R3 |
1.3751 |
1.3708 |
1.3598 |
|
| R2 |
1.3659 |
1.3659 |
1.3590 |
|
| R1 |
1.3616 |
1.3616 |
1.3581 |
1.3592 |
| PP |
1.3567 |
1.3567 |
1.3567 |
1.3555 |
| S1 |
1.3524 |
1.3524 |
1.3565 |
1.3500 |
| S2 |
1.3475 |
1.3475 |
1.3556 |
|
| S3 |
1.3383 |
1.3432 |
1.3548 |
|
| S4 |
1.3291 |
1.3340 |
1.3522 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5351 |
1.5047 |
1.4076 |
|
| R3 |
1.4891 |
1.4587 |
1.3950 |
|
| R2 |
1.4431 |
1.4431 |
1.3907 |
|
| R1 |
1.4127 |
1.4127 |
1.3865 |
1.4049 |
| PP |
1.3971 |
1.3971 |
1.3971 |
1.3932 |
| S1 |
1.3667 |
1.3667 |
1.3781 |
1.3589 |
| S2 |
1.3511 |
1.3511 |
1.3739 |
|
| S3 |
1.3051 |
1.3207 |
1.3697 |
|
| S4 |
1.2591 |
1.2747 |
1.3570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4275 |
1.3518 |
0.0757 |
5.6% |
0.0147 |
1.1% |
7% |
False |
True |
63,629 |
| 10 |
1.4275 |
1.3518 |
0.0757 |
5.6% |
0.0118 |
0.9% |
7% |
False |
True |
94,720 |
| 20 |
1.4615 |
1.2615 |
0.2000 |
14.7% |
0.0142 |
1.0% |
48% |
False |
False |
95,164 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
16.1% |
0.0100 |
0.7% |
52% |
False |
False |
48,334 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.1% |
0.0069 |
0.5% |
52% |
False |
False |
32,453 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
16.8% |
0.0062 |
0.5% |
50% |
False |
False |
24,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4001 |
|
2.618 |
1.3851 |
|
1.618 |
1.3759 |
|
1.000 |
1.3702 |
|
0.618 |
1.3667 |
|
HIGH |
1.3610 |
|
0.618 |
1.3575 |
|
0.500 |
1.3564 |
|
0.382 |
1.3553 |
|
LOW |
1.3518 |
|
0.618 |
1.3461 |
|
1.000 |
1.3426 |
|
1.618 |
1.3369 |
|
2.618 |
1.3277 |
|
4.250 |
1.3127 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3570 |
1.3739 |
| PP |
1.3567 |
1.3684 |
| S1 |
1.3564 |
1.3628 |
|