CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3240 |
1.3007 |
-0.0233 |
-1.8% |
1.2895 |
| High |
1.3285 |
1.3160 |
-0.0125 |
-0.9% |
1.3015 |
| Low |
1.3100 |
1.2920 |
-0.0180 |
-1.4% |
1.2780 |
| Close |
1.3126 |
1.2953 |
-0.0173 |
-1.3% |
1.2967 |
| Range |
0.0185 |
0.0240 |
0.0055 |
29.7% |
0.0235 |
| ATR |
0.0191 |
0.0194 |
0.0004 |
1.8% |
0.0000 |
| Volume |
181,065 |
198,687 |
17,622 |
9.7% |
778,206 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3731 |
1.3582 |
1.3085 |
|
| R3 |
1.3491 |
1.3342 |
1.3019 |
|
| R2 |
1.3251 |
1.3251 |
1.2997 |
|
| R1 |
1.3102 |
1.3102 |
1.2975 |
1.3057 |
| PP |
1.3011 |
1.3011 |
1.3011 |
1.2988 |
| S1 |
1.2862 |
1.2862 |
1.2931 |
1.2817 |
| S2 |
1.2771 |
1.2771 |
1.2909 |
|
| S3 |
1.2531 |
1.2622 |
1.2887 |
|
| S4 |
1.2291 |
1.2382 |
1.2821 |
|
|
| 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 |
3.9% |
0.0191 |
1.5% |
34% |
False |
False |
187,577 |
| 10 |
1.3310 |
1.2780 |
0.0530 |
4.1% |
0.0150 |
1.2% |
33% |
False |
False |
195,137 |
| 20 |
1.3960 |
1.2780 |
0.1180 |
9.1% |
0.0147 |
1.1% |
15% |
False |
False |
166,254 |
| 40 |
1.4615 |
1.2600 |
0.2015 |
15.6% |
0.0142 |
1.1% |
18% |
False |
False |
125,885 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.8% |
0.0109 |
0.8% |
24% |
False |
False |
84,307 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.8% |
0.0087 |
0.7% |
24% |
False |
False |
63,403 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.6% |
0.0076 |
0.6% |
23% |
False |
False |
51,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4180 |
|
2.618 |
1.3788 |
|
1.618 |
1.3548 |
|
1.000 |
1.3400 |
|
0.618 |
1.3308 |
|
HIGH |
1.3160 |
|
0.618 |
1.3068 |
|
0.500 |
1.3040 |
|
0.382 |
1.3012 |
|
LOW |
1.2920 |
|
0.618 |
1.2772 |
|
1.000 |
1.2680 |
|
1.618 |
1.2532 |
|
2.618 |
1.2292 |
|
4.250 |
1.1900 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3040 |
1.3103 |
| PP |
1.3011 |
1.3053 |
| S1 |
1.2982 |
1.3003 |
|