CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3657 |
1.3373 |
-0.0284 |
-2.1% |
1.3584 |
| High |
1.3700 |
1.3390 |
-0.0310 |
-2.3% |
1.3760 |
| Low |
1.3395 |
1.3270 |
-0.0125 |
-0.9% |
1.3305 |
| Close |
1.3400 |
1.3365 |
-0.0035 |
-0.3% |
1.3400 |
| Range |
0.0305 |
0.0120 |
-0.0185 |
-60.7% |
0.0455 |
| ATR |
0.0213 |
0.0207 |
-0.0006 |
-2.8% |
0.0000 |
| Volume |
181,707 |
177,887 |
-3,820 |
-2.1% |
743,634 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3702 |
1.3653 |
1.3431 |
|
| R3 |
1.3582 |
1.3533 |
1.3398 |
|
| R2 |
1.3462 |
1.3462 |
1.3387 |
|
| R1 |
1.3413 |
1.3413 |
1.3376 |
1.3378 |
| PP |
1.3342 |
1.3342 |
1.3342 |
1.3324 |
| S1 |
1.3293 |
1.3293 |
1.3354 |
1.3258 |
| S2 |
1.3222 |
1.3222 |
1.3343 |
|
| S3 |
1.3102 |
1.3173 |
1.3332 |
|
| S4 |
1.2982 |
1.3053 |
1.3299 |
|
|
| 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 |
1.3270 |
0.0490 |
3.7% |
0.0168 |
1.3% |
19% |
False |
True |
172,633 |
| 10 |
1.4275 |
1.3270 |
0.1005 |
7.5% |
0.0158 |
1.2% |
9% |
False |
True |
118,131 |
| 20 |
1.4615 |
1.3270 |
0.1345 |
10.1% |
0.0153 |
1.1% |
7% |
False |
True |
131,608 |
| 40 |
1.4615 |
1.2460 |
0.2155 |
16.1% |
0.0116 |
0.9% |
42% |
False |
False |
69,878 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.3% |
0.0082 |
0.6% |
43% |
False |
False |
46,820 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
17.1% |
0.0071 |
0.5% |
41% |
False |
False |
35,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3900 |
|
2.618 |
1.3704 |
|
1.618 |
1.3584 |
|
1.000 |
1.3510 |
|
0.618 |
1.3464 |
|
HIGH |
1.3390 |
|
0.618 |
1.3344 |
|
0.500 |
1.3330 |
|
0.382 |
1.3316 |
|
LOW |
1.3270 |
|
0.618 |
1.3196 |
|
1.000 |
1.3150 |
|
1.618 |
1.3076 |
|
2.618 |
1.2956 |
|
4.250 |
1.2760 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3353 |
1.3515 |
| PP |
1.3342 |
1.3465 |
| S1 |
1.3330 |
1.3415 |
|