CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2940 |
1.2780 |
-0.0160 |
-1.2% |
1.2895 |
| High |
1.3010 |
1.3015 |
0.0005 |
0.0% |
1.3015 |
| Low |
1.2927 |
1.2780 |
-0.0147 |
-1.1% |
1.2780 |
| Close |
1.3008 |
1.2967 |
-0.0041 |
-0.3% |
1.2967 |
| Range |
0.0083 |
0.0235 |
0.0152 |
183.1% |
0.0235 |
| ATR |
0.0195 |
0.0197 |
0.0003 |
1.5% |
0.0000 |
| Volume |
196,081 |
182,974 |
-13,107 |
-6.7% |
778,206 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3626 |
1.3531 |
1.3096 |
|
| R3 |
1.3391 |
1.3296 |
1.3032 |
|
| R2 |
1.3156 |
1.3156 |
1.3010 |
|
| R1 |
1.3061 |
1.3061 |
1.2989 |
1.3109 |
| PP |
1.2921 |
1.2921 |
1.2921 |
1.2944 |
| S1 |
1.2826 |
1.2826 |
1.2945 |
1.2874 |
| S2 |
1.2686 |
1.2686 |
1.2924 |
|
| S3 |
1.2451 |
1.2591 |
1.2902 |
|
| S4 |
1.2216 |
1.2356 |
1.2838 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3626 |
1.3531 |
1.3096 |
|
| R3 |
1.3391 |
1.3296 |
1.3032 |
|
| R2 |
1.3156 |
1.3156 |
1.3010 |
|
| R1 |
1.3061 |
1.3061 |
1.2989 |
1.3109 |
| PP |
1.2921 |
1.2921 |
1.2921 |
1.2944 |
| S1 |
1.2826 |
1.2826 |
1.2945 |
1.2874 |
| S2 |
1.2686 |
1.2686 |
1.2924 |
|
| S3 |
1.2451 |
1.2591 |
1.2902 |
|
| S4 |
1.2216 |
1.2356 |
1.2838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3310 |
1.2780 |
0.0530 |
4.1% |
0.0119 |
0.9% |
35% |
False |
True |
203,513 |
| 10 |
1.3700 |
1.2780 |
0.0920 |
7.1% |
0.0144 |
1.1% |
20% |
False |
True |
186,445 |
| 20 |
1.4275 |
1.2780 |
0.1495 |
11.5% |
0.0135 |
1.0% |
13% |
False |
True |
138,182 |
| 40 |
1.4615 |
1.2600 |
0.2015 |
15.5% |
0.0131 |
1.0% |
18% |
False |
False |
107,286 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.8% |
0.0099 |
0.8% |
24% |
False |
False |
71,769 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.8% |
0.0081 |
0.6% |
24% |
False |
False |
54,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4014 |
|
2.618 |
1.3630 |
|
1.618 |
1.3395 |
|
1.000 |
1.3250 |
|
0.618 |
1.3160 |
|
HIGH |
1.3015 |
|
0.618 |
1.2925 |
|
0.500 |
1.2898 |
|
0.382 |
1.2870 |
|
LOW |
1.2780 |
|
0.618 |
1.2635 |
|
1.000 |
1.2545 |
|
1.618 |
1.2400 |
|
2.618 |
1.2165 |
|
4.250 |
1.1781 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2944 |
1.2944 |
| PP |
1.2921 |
1.2921 |
| S1 |
1.2898 |
1.2898 |
|