CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3213 |
1.3240 |
0.0027 |
0.2% |
1.2895 |
| High |
1.3220 |
1.3285 |
0.0065 |
0.5% |
1.3015 |
| Low |
1.3115 |
1.3100 |
-0.0015 |
-0.1% |
1.2780 |
| Close |
1.3167 |
1.3126 |
-0.0041 |
-0.3% |
1.2967 |
| Range |
0.0105 |
0.0185 |
0.0080 |
76.2% |
0.0235 |
| ATR |
0.0191 |
0.0191 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
179,281 |
181,065 |
1,784 |
1.0% |
778,206 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3725 |
1.3611 |
1.3228 |
|
| R3 |
1.3540 |
1.3426 |
1.3177 |
|
| R2 |
1.3355 |
1.3355 |
1.3160 |
|
| R1 |
1.3241 |
1.3241 |
1.3143 |
1.3206 |
| PP |
1.3170 |
1.3170 |
1.3170 |
1.3153 |
| S1 |
1.3056 |
1.3056 |
1.3109 |
1.3021 |
| S2 |
1.2985 |
1.2985 |
1.3092 |
|
| S3 |
1.2800 |
1.2871 |
1.3075 |
|
| S4 |
1.2615 |
1.2686 |
1.3024 |
|
|
| 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 |
1.3285 |
1.2780 |
0.0505 |
3.8% |
0.0160 |
1.2% |
69% |
True |
False |
187,056 |
| 10 |
1.3310 |
1.2780 |
0.0530 |
4.0% |
0.0137 |
1.0% |
65% |
False |
False |
192,129 |
| 20 |
1.4131 |
1.2780 |
0.1351 |
10.3% |
0.0139 |
1.1% |
26% |
False |
False |
161,430 |
| 40 |
1.4615 |
1.2600 |
0.2015 |
15.4% |
0.0136 |
1.0% |
26% |
False |
False |
121,020 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.6% |
0.0107 |
0.8% |
32% |
False |
False |
81,004 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.6% |
0.0087 |
0.7% |
32% |
False |
False |
60,958 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.4% |
0.0073 |
0.6% |
30% |
False |
False |
49,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4071 |
|
2.618 |
1.3769 |
|
1.618 |
1.3584 |
|
1.000 |
1.3470 |
|
0.618 |
1.3399 |
|
HIGH |
1.3285 |
|
0.618 |
1.3214 |
|
0.500 |
1.3193 |
|
0.382 |
1.3171 |
|
LOW |
1.3100 |
|
0.618 |
1.2986 |
|
1.000 |
1.2915 |
|
1.618 |
1.2801 |
|
2.618 |
1.2616 |
|
4.250 |
1.2314 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3193 |
1.3133 |
| PP |
1.3170 |
1.3130 |
| S1 |
1.3148 |
1.3128 |
|