CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3206 |
1.3150 |
-0.0056 |
-0.4% |
1.3584 |
| High |
1.3245 |
1.3170 |
-0.0075 |
-0.6% |
1.3760 |
| Low |
1.3120 |
1.3066 |
-0.0054 |
-0.4% |
1.3305 |
| Close |
1.3150 |
1.3137 |
-0.0013 |
-0.1% |
1.3400 |
| Range |
0.0125 |
0.0104 |
-0.0021 |
-16.8% |
0.0455 |
| ATR |
0.0210 |
0.0202 |
-0.0008 |
-3.6% |
0.0000 |
| Volume |
139,791 |
168,607 |
28,816 |
20.6% |
743,634 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3436 |
1.3391 |
1.3194 |
|
| R3 |
1.3332 |
1.3287 |
1.3166 |
|
| R2 |
1.3228 |
1.3228 |
1.3156 |
|
| R1 |
1.3183 |
1.3183 |
1.3147 |
1.3154 |
| PP |
1.3124 |
1.3124 |
1.3124 |
1.3110 |
| S1 |
1.3079 |
1.3079 |
1.3127 |
1.3050 |
| S2 |
1.3020 |
1.3020 |
1.3118 |
|
| S3 |
1.2916 |
1.2975 |
1.3108 |
|
| S4 |
1.2812 |
1.2871 |
1.3080 |
|
|
| 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 |
1.3066 |
0.0694 |
5.3% |
0.0153 |
1.2% |
10% |
False |
True |
169,984 |
| 10 |
1.3960 |
1.3066 |
0.0894 |
6.8% |
0.0144 |
1.1% |
8% |
False |
True |
137,371 |
| 20 |
1.4615 |
1.3066 |
0.1549 |
11.8% |
0.0154 |
1.2% |
5% |
False |
True |
133,798 |
| 40 |
1.4615 |
1.2475 |
0.2140 |
16.3% |
0.0116 |
0.9% |
31% |
False |
False |
77,542 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.6% |
0.0086 |
0.7% |
32% |
False |
False |
51,895 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
17.4% |
0.0074 |
0.6% |
31% |
False |
False |
39,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3612 |
|
2.618 |
1.3442 |
|
1.618 |
1.3338 |
|
1.000 |
1.3274 |
|
0.618 |
1.3234 |
|
HIGH |
1.3170 |
|
0.618 |
1.3130 |
|
0.500 |
1.3118 |
|
0.382 |
1.3106 |
|
LOW |
1.3066 |
|
0.618 |
1.3002 |
|
1.000 |
1.2962 |
|
1.618 |
1.2898 |
|
2.618 |
1.2794 |
|
4.250 |
1.2624 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3131 |
1.3228 |
| PP |
1.3124 |
1.3198 |
| S1 |
1.3118 |
1.3167 |
|