CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2929 |
1.2940 |
0.0011 |
0.1% |
1.3373 |
| High |
1.2945 |
1.3010 |
0.0065 |
0.5% |
1.3390 |
| Low |
1.2830 |
1.2927 |
0.0097 |
0.8% |
1.3020 |
| Close |
1.2933 |
1.3008 |
0.0075 |
0.6% |
1.3216 |
| Range |
0.0115 |
0.0083 |
-0.0032 |
-27.8% |
0.0370 |
| ATR |
0.0203 |
0.0195 |
-0.0009 |
-4.2% |
0.0000 |
| Volume |
246,765 |
196,081 |
-50,684 |
-20.5% |
904,543 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3202 |
1.3054 |
|
| R3 |
1.3148 |
1.3119 |
1.3031 |
|
| R2 |
1.3065 |
1.3065 |
1.3023 |
|
| R1 |
1.3036 |
1.3036 |
1.3016 |
1.3051 |
| PP |
1.2982 |
1.2982 |
1.2982 |
1.2989 |
| S1 |
1.2953 |
1.2953 |
1.3000 |
1.2968 |
| S2 |
1.2899 |
1.2899 |
1.2993 |
|
| S3 |
1.2816 |
1.2870 |
1.2985 |
|
| S4 |
1.2733 |
1.2787 |
1.2962 |
|
|
| 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 |
1.2830 |
0.0480 |
3.7% |
0.0110 |
0.8% |
37% |
False |
False |
202,698 |
| 10 |
1.3760 |
1.2830 |
0.0930 |
7.1% |
0.0131 |
1.0% |
19% |
False |
False |
186,341 |
| 20 |
1.4275 |
1.2830 |
0.1445 |
11.1% |
0.0127 |
1.0% |
12% |
False |
False |
134,119 |
| 40 |
1.4615 |
1.2600 |
0.2015 |
15.5% |
0.0128 |
1.0% |
20% |
False |
False |
102,797 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.8% |
0.0095 |
0.7% |
26% |
False |
False |
68,727 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.8% |
0.0080 |
0.6% |
26% |
False |
False |
51,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3363 |
|
2.618 |
1.3227 |
|
1.618 |
1.3144 |
|
1.000 |
1.3093 |
|
0.618 |
1.3061 |
|
HIGH |
1.3010 |
|
0.618 |
1.2978 |
|
0.500 |
1.2969 |
|
0.382 |
1.2959 |
|
LOW |
1.2927 |
|
0.618 |
1.2876 |
|
1.000 |
1.2844 |
|
1.618 |
1.2793 |
|
2.618 |
1.2710 |
|
4.250 |
1.2574 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2995 |
1.2979 |
| PP |
1.2982 |
1.2949 |
| S1 |
1.2969 |
1.2920 |
|