CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3305 |
1.3653 |
0.0348 |
2.6% |
1.4238 |
| High |
1.3492 |
1.3700 |
0.0208 |
1.5% |
1.4275 |
| Low |
1.3305 |
1.3580 |
0.0275 |
2.1% |
1.3815 |
| Close |
1.3492 |
1.3583 |
0.0091 |
0.7% |
1.3823 |
| Range |
0.0187 |
0.0120 |
-0.0067 |
-35.8% |
0.0460 |
| ATR |
0.0208 |
0.0208 |
0.0000 |
0.0% |
0.0000 |
| Volume |
145,522 |
176,125 |
30,603 |
21.0% |
259,794 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3981 |
1.3902 |
1.3649 |
|
| R3 |
1.3861 |
1.3782 |
1.3616 |
|
| R2 |
1.3741 |
1.3741 |
1.3605 |
|
| R1 |
1.3662 |
1.3662 |
1.3594 |
1.3642 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3611 |
| S1 |
1.3542 |
1.3542 |
1.3572 |
1.3522 |
| S2 |
1.3501 |
1.3501 |
1.3561 |
|
| S3 |
1.3381 |
1.3422 |
1.3550 |
|
| S4 |
1.3261 |
1.3302 |
1.3517 |
|
|
| 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 |
1.3960 |
1.3305 |
0.0655 |
4.8% |
0.0135 |
1.0% |
42% |
False |
False |
104,758 |
| 10 |
1.4275 |
1.3305 |
0.0970 |
7.1% |
0.0123 |
0.9% |
29% |
False |
False |
81,898 |
| 20 |
1.4615 |
1.2780 |
0.1835 |
13.5% |
0.0151 |
1.1% |
44% |
False |
False |
110,478 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
16.0% |
0.0104 |
0.8% |
53% |
False |
False |
56,357 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.0% |
0.0073 |
0.5% |
53% |
False |
False |
37,805 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
16.8% |
0.0066 |
0.5% |
50% |
False |
False |
28,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4210 |
|
2.618 |
1.4014 |
|
1.618 |
1.3894 |
|
1.000 |
1.3820 |
|
0.618 |
1.3774 |
|
HIGH |
1.3700 |
|
0.618 |
1.3654 |
|
0.500 |
1.3640 |
|
0.382 |
1.3626 |
|
LOW |
1.3580 |
|
0.618 |
1.3506 |
|
1.000 |
1.3460 |
|
1.618 |
1.3386 |
|
2.618 |
1.3266 |
|
4.250 |
1.3070 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3640 |
1.3556 |
| PP |
1.3621 |
1.3529 |
| S1 |
1.3602 |
1.3503 |
|