CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3707 |
1.3657 |
-0.0050 |
-0.4% |
1.3584 |
| High |
1.3760 |
1.3700 |
-0.0060 |
-0.4% |
1.3760 |
| Low |
1.3650 |
1.3395 |
-0.0255 |
-1.9% |
1.3305 |
| Close |
1.3694 |
1.3400 |
-0.0294 |
-2.1% |
1.3400 |
| Range |
0.0110 |
0.0305 |
0.0195 |
177.3% |
0.0455 |
| ATR |
0.0206 |
0.0213 |
0.0007 |
3.4% |
0.0000 |
| Volume |
181,928 |
181,707 |
-221 |
-0.1% |
743,634 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4413 |
1.4212 |
1.3568 |
|
| R3 |
1.4108 |
1.3907 |
1.3484 |
|
| R2 |
1.3803 |
1.3803 |
1.3456 |
|
| R1 |
1.3602 |
1.3602 |
1.3428 |
1.3550 |
| PP |
1.3498 |
1.3498 |
1.3498 |
1.3473 |
| S1 |
1.3297 |
1.3297 |
1.3372 |
1.3245 |
| S2 |
1.3193 |
1.3193 |
1.3344 |
|
| S3 |
1.2888 |
1.2992 |
1.3316 |
|
| S4 |
1.2583 |
1.2687 |
1.3232 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4853 |
1.4582 |
1.3650 |
|
| R3 |
1.4398 |
1.4127 |
1.3525 |
|
| R2 |
1.3943 |
1.3943 |
1.3483 |
|
| R1 |
1.3672 |
1.3672 |
1.3442 |
1.3580 |
| PP |
1.3488 |
1.3488 |
1.3488 |
1.3443 |
| S1 |
1.3217 |
1.3217 |
1.3358 |
1.3125 |
| S2 |
1.3033 |
1.3033 |
1.3317 |
|
| S3 |
1.2578 |
1.2762 |
1.3275 |
|
| S4 |
1.2123 |
1.2307 |
1.3150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3760 |
1.3305 |
0.0455 |
3.4% |
0.0163 |
1.2% |
21% |
False |
False |
148,726 |
| 10 |
1.4275 |
1.3305 |
0.0970 |
7.2% |
0.0152 |
1.1% |
10% |
False |
False |
102,247 |
| 20 |
1.4615 |
1.3195 |
0.1420 |
10.6% |
0.0156 |
1.2% |
14% |
False |
False |
125,800 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
16.3% |
0.0115 |
0.9% |
44% |
False |
False |
65,437 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.3% |
0.0080 |
0.6% |
44% |
False |
False |
43,862 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
17.1% |
0.0070 |
0.5% |
42% |
False |
False |
33,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4996 |
|
2.618 |
1.4498 |
|
1.618 |
1.4193 |
|
1.000 |
1.4005 |
|
0.618 |
1.3888 |
|
HIGH |
1.3700 |
|
0.618 |
1.3583 |
|
0.500 |
1.3548 |
|
0.382 |
1.3512 |
|
LOW |
1.3395 |
|
0.618 |
1.3207 |
|
1.000 |
1.3090 |
|
1.618 |
1.2902 |
|
2.618 |
1.2597 |
|
4.250 |
1.2099 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3548 |
1.3578 |
| PP |
1.3498 |
1.3518 |
| S1 |
1.3449 |
1.3459 |
|