CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3240 |
1.2895 |
-0.0345 |
-2.6% |
1.3373 |
| High |
1.3310 |
1.2930 |
-0.0380 |
-2.9% |
1.3390 |
| Low |
1.3215 |
1.2865 |
-0.0350 |
-2.6% |
1.3020 |
| Close |
1.3216 |
1.2874 |
-0.0342 |
-2.6% |
1.3216 |
| Range |
0.0095 |
0.0065 |
-0.0030 |
-31.6% |
0.0370 |
| ATR |
0.0199 |
0.0210 |
0.0011 |
5.4% |
0.0000 |
| Volume |
239,360 |
152,386 |
-86,974 |
-36.3% |
904,543 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.3044 |
1.2910 |
|
| R3 |
1.3020 |
1.2979 |
1.2892 |
|
| R2 |
1.2955 |
1.2955 |
1.2886 |
|
| R1 |
1.2914 |
1.2914 |
1.2880 |
1.2902 |
| PP |
1.2890 |
1.2890 |
1.2890 |
1.2884 |
| S1 |
1.2849 |
1.2849 |
1.2868 |
1.2837 |
| S2 |
1.2825 |
1.2825 |
1.2862 |
|
| S3 |
1.2760 |
1.2784 |
1.2856 |
|
| S4 |
1.2695 |
1.2719 |
1.2838 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4319 |
1.4137 |
1.3420 |
|
| R3 |
1.3949 |
1.3767 |
1.3318 |
|
| R2 |
1.3579 |
1.3579 |
1.3284 |
|
| R1 |
1.3397 |
1.3397 |
1.3250 |
1.3303 |
| PP |
1.3209 |
1.3209 |
1.3209 |
1.3162 |
| S1 |
1.3027 |
1.3027 |
1.3182 |
1.2933 |
| S2 |
1.2839 |
1.2839 |
1.3148 |
|
| S3 |
1.2469 |
1.2657 |
1.3114 |
|
| S4 |
1.2099 |
1.2287 |
1.3013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3310 |
1.2865 |
0.0445 |
3.5% |
0.0116 |
0.9% |
2% |
False |
True |
175,808 |
| 10 |
1.3760 |
1.2865 |
0.0895 |
7.0% |
0.0142 |
1.1% |
1% |
False |
True |
174,221 |
| 20 |
1.4275 |
1.2865 |
0.1410 |
11.0% |
0.0130 |
1.0% |
1% |
False |
True |
134,470 |
| 40 |
1.4615 |
1.2475 |
0.2140 |
16.6% |
0.0125 |
1.0% |
19% |
False |
False |
91,765 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.9% |
0.0092 |
0.7% |
20% |
False |
False |
61,359 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.9% |
0.0077 |
0.6% |
20% |
False |
False |
46,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3206 |
|
2.618 |
1.3100 |
|
1.618 |
1.3035 |
|
1.000 |
1.2995 |
|
0.618 |
1.2970 |
|
HIGH |
1.2930 |
|
0.618 |
1.2905 |
|
0.500 |
1.2898 |
|
0.382 |
1.2890 |
|
LOW |
1.2865 |
|
0.618 |
1.2825 |
|
1.000 |
1.2800 |
|
1.618 |
1.2760 |
|
2.618 |
1.2695 |
|
4.250 |
1.2589 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2898 |
1.3088 |
| PP |
1.2890 |
1.3016 |
| S1 |
1.2882 |
1.2945 |
|