CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3584 |
1.3305 |
-0.0279 |
-2.1% |
1.4238 |
| High |
1.3610 |
1.3492 |
-0.0118 |
-0.9% |
1.4275 |
| Low |
1.3518 |
1.3305 |
-0.0213 |
-1.6% |
1.3815 |
| Close |
1.3573 |
1.3492 |
-0.0081 |
-0.6% |
1.3823 |
| Range |
0.0092 |
0.0187 |
0.0095 |
103.3% |
0.0460 |
| ATR |
0.0203 |
0.0208 |
0.0005 |
2.3% |
0.0000 |
| Volume |
58,352 |
145,522 |
87,170 |
149.4% |
259,794 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3991 |
1.3928 |
1.3595 |
|
| R3 |
1.3804 |
1.3741 |
1.3543 |
|
| R2 |
1.3617 |
1.3617 |
1.3526 |
|
| R1 |
1.3554 |
1.3554 |
1.3509 |
1.3586 |
| PP |
1.3430 |
1.3430 |
1.3430 |
1.3445 |
| S1 |
1.3367 |
1.3367 |
1.3475 |
1.3399 |
| S2 |
1.3243 |
1.3243 |
1.3458 |
|
| S3 |
1.3056 |
1.3180 |
1.3441 |
|
| S4 |
1.2869 |
1.2993 |
1.3389 |
|
|
| 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 |
1.4131 |
1.3305 |
0.0826 |
6.1% |
0.0126 |
0.9% |
23% |
False |
True |
89,976 |
| 10 |
1.4275 |
1.3305 |
0.0970 |
7.2% |
0.0122 |
0.9% |
19% |
False |
True |
82,045 |
| 20 |
1.4615 |
1.2780 |
0.1835 |
13.6% |
0.0148 |
1.1% |
39% |
False |
False |
101,986 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
16.2% |
0.0101 |
0.8% |
48% |
False |
False |
51,964 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.2% |
0.0071 |
0.5% |
48% |
False |
False |
34,871 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
16.9% |
0.0065 |
0.5% |
46% |
False |
False |
26,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4287 |
|
2.618 |
1.3982 |
|
1.618 |
1.3795 |
|
1.000 |
1.3679 |
|
0.618 |
1.3608 |
|
HIGH |
1.3492 |
|
0.618 |
1.3421 |
|
0.500 |
1.3399 |
|
0.382 |
1.3376 |
|
LOW |
1.3305 |
|
0.618 |
1.3189 |
|
1.000 |
1.3118 |
|
1.618 |
1.3002 |
|
2.618 |
1.2815 |
|
4.250 |
1.2510 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3461 |
1.3628 |
| PP |
1.3430 |
1.3582 |
| S1 |
1.3399 |
1.3537 |
|