CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3150 |
1.3083 |
-0.0067 |
-0.5% |
1.3584 |
| High |
1.3170 |
1.3210 |
0.0040 |
0.3% |
1.3760 |
| Low |
1.3066 |
1.3020 |
-0.0046 |
-0.4% |
1.3305 |
| Close |
1.3137 |
1.3139 |
0.0002 |
0.0% |
1.3400 |
| Range |
0.0104 |
0.0190 |
0.0086 |
82.7% |
0.0455 |
| ATR |
0.0202 |
0.0201 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
168,607 |
178,898 |
10,291 |
6.1% |
743,634 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3693 |
1.3606 |
1.3244 |
|
| R3 |
1.3503 |
1.3416 |
1.3191 |
|
| R2 |
1.3313 |
1.3313 |
1.3174 |
|
| R1 |
1.3226 |
1.3226 |
1.3156 |
1.3270 |
| PP |
1.3123 |
1.3123 |
1.3123 |
1.3145 |
| S1 |
1.3036 |
1.3036 |
1.3122 |
1.3080 |
| S2 |
1.2933 |
1.2933 |
1.3104 |
|
| S3 |
1.2743 |
1.2846 |
1.3087 |
|
| S4 |
1.2553 |
1.2656 |
1.3035 |
|
|
| 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 |
1.3700 |
1.3020 |
0.0680 |
5.2% |
0.0169 |
1.3% |
18% |
False |
True |
169,378 |
| 10 |
1.3950 |
1.3020 |
0.0930 |
7.1% |
0.0149 |
1.1% |
13% |
False |
True |
147,916 |
| 20 |
1.4615 |
1.3020 |
0.1595 |
12.1% |
0.0151 |
1.1% |
7% |
False |
True |
135,388 |
| 40 |
1.4615 |
1.2475 |
0.2140 |
16.3% |
0.0121 |
0.9% |
31% |
False |
False |
82,002 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.6% |
0.0089 |
0.7% |
32% |
False |
False |
54,862 |
| 80 |
1.4685 |
1.2435 |
0.2250 |
17.1% |
0.0076 |
0.6% |
31% |
False |
False |
41,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4018 |
|
2.618 |
1.3707 |
|
1.618 |
1.3517 |
|
1.000 |
1.3400 |
|
0.618 |
1.3327 |
|
HIGH |
1.3210 |
|
0.618 |
1.3137 |
|
0.500 |
1.3115 |
|
0.382 |
1.3093 |
|
LOW |
1.3020 |
|
0.618 |
1.2903 |
|
1.000 |
1.2830 |
|
1.618 |
1.2713 |
|
2.618 |
1.2523 |
|
4.250 |
1.2213 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3131 |
1.3137 |
| PP |
1.3123 |
1.3135 |
| S1 |
1.3115 |
1.3133 |
|