CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3373 |
1.3206 |
-0.0167 |
-1.2% |
1.3584 |
| High |
1.3390 |
1.3245 |
-0.0145 |
-1.1% |
1.3760 |
| Low |
1.3270 |
1.3120 |
-0.0150 |
-1.1% |
1.3305 |
| Close |
1.3365 |
1.3150 |
-0.0215 |
-1.6% |
1.3400 |
| Range |
0.0120 |
0.0125 |
0.0005 |
4.2% |
0.0455 |
| ATR |
0.0207 |
0.0210 |
0.0003 |
1.3% |
0.0000 |
| Volume |
177,887 |
139,791 |
-38,096 |
-21.4% |
743,634 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3547 |
1.3473 |
1.3219 |
|
| R3 |
1.3422 |
1.3348 |
1.3184 |
|
| R2 |
1.3297 |
1.3297 |
1.3173 |
|
| R1 |
1.3223 |
1.3223 |
1.3161 |
1.3198 |
| PP |
1.3172 |
1.3172 |
1.3172 |
1.3159 |
| S1 |
1.3098 |
1.3098 |
1.3139 |
1.3073 |
| S2 |
1.3047 |
1.3047 |
1.3127 |
|
| S3 |
1.2922 |
1.2973 |
1.3116 |
|
| S4 |
1.2797 |
1.2848 |
1.3081 |
|
|
| 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 |
1.3120 |
0.0640 |
4.9% |
0.0156 |
1.2% |
5% |
False |
True |
171,487 |
| 10 |
1.4131 |
1.3120 |
0.1011 |
7.7% |
0.0141 |
1.1% |
3% |
False |
True |
130,732 |
| 20 |
1.4615 |
1.3120 |
0.1495 |
11.4% |
0.0155 |
1.2% |
2% |
False |
True |
132,635 |
| 40 |
1.4615 |
1.2475 |
0.2140 |
16.3% |
0.0113 |
0.9% |
32% |
False |
False |
73,365 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.6% |
0.0084 |
0.6% |
33% |
False |
False |
49,097 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
17.4% |
0.0073 |
0.6% |
31% |
False |
False |
37,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3776 |
|
2.618 |
1.3572 |
|
1.618 |
1.3447 |
|
1.000 |
1.3370 |
|
0.618 |
1.3322 |
|
HIGH |
1.3245 |
|
0.618 |
1.3197 |
|
0.500 |
1.3183 |
|
0.382 |
1.3168 |
|
LOW |
1.3120 |
|
0.618 |
1.3043 |
|
1.000 |
1.2995 |
|
1.618 |
1.2918 |
|
2.618 |
1.2793 |
|
4.250 |
1.2589 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3183 |
1.3410 |
| PP |
1.3172 |
1.3323 |
| S1 |
1.3161 |
1.3237 |
|