CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3653 |
1.3707 |
0.0054 |
0.4% |
1.4238 |
| High |
1.3700 |
1.3760 |
0.0060 |
0.4% |
1.4275 |
| Low |
1.3580 |
1.3650 |
0.0070 |
0.5% |
1.3815 |
| Close |
1.3583 |
1.3694 |
0.0111 |
0.8% |
1.3823 |
| Range |
0.0120 |
0.0110 |
-0.0010 |
-8.3% |
0.0460 |
| ATR |
0.0208 |
0.0206 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
176,125 |
181,928 |
5,803 |
3.3% |
259,794 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4031 |
1.3973 |
1.3755 |
|
| R3 |
1.3921 |
1.3863 |
1.3724 |
|
| R2 |
1.3811 |
1.3811 |
1.3714 |
|
| R1 |
1.3753 |
1.3753 |
1.3704 |
1.3727 |
| PP |
1.3701 |
1.3701 |
1.3701 |
1.3689 |
| S1 |
1.3643 |
1.3643 |
1.3684 |
1.3617 |
| S2 |
1.3591 |
1.3591 |
1.3674 |
|
| S3 |
1.3481 |
1.3533 |
1.3664 |
|
| S4 |
1.3371 |
1.3423 |
1.3634 |
|
|
| 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 |
1.3950 |
1.3305 |
0.0645 |
4.7% |
0.0129 |
0.9% |
60% |
False |
False |
126,454 |
| 10 |
1.4275 |
1.3305 |
0.0970 |
7.1% |
0.0126 |
0.9% |
40% |
False |
False |
89,919 |
| 20 |
1.4615 |
1.2891 |
0.1724 |
12.6% |
0.0147 |
1.1% |
47% |
False |
False |
118,698 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
15.9% |
0.0107 |
0.8% |
58% |
False |
False |
60,903 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
15.9% |
0.0075 |
0.5% |
58% |
False |
False |
40,834 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
16.7% |
0.0068 |
0.5% |
55% |
False |
False |
31,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4228 |
|
2.618 |
1.4048 |
|
1.618 |
1.3938 |
|
1.000 |
1.3870 |
|
0.618 |
1.3828 |
|
HIGH |
1.3760 |
|
0.618 |
1.3718 |
|
0.500 |
1.3705 |
|
0.382 |
1.3692 |
|
LOW |
1.3650 |
|
0.618 |
1.3582 |
|
1.000 |
1.3540 |
|
1.618 |
1.3472 |
|
2.618 |
1.3362 |
|
4.250 |
1.3183 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3705 |
1.3640 |
| PP |
1.3701 |
1.3586 |
| S1 |
1.3698 |
1.3533 |
|