CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3007 |
1.2855 |
-0.0152 |
-1.2% |
1.3170 |
| High |
1.3160 |
1.2875 |
-0.0285 |
-2.2% |
1.3285 |
| Low |
1.2920 |
1.2784 |
-0.0136 |
-1.1% |
1.2784 |
| Close |
1.2953 |
1.2784 |
-0.0169 |
-1.3% |
1.2784 |
| Range |
0.0240 |
0.0091 |
-0.0149 |
-62.1% |
0.0501 |
| ATR |
0.0194 |
0.0193 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
198,687 |
188,759 |
-9,928 |
-5.0% |
943,672 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3087 |
1.3027 |
1.2834 |
|
| R3 |
1.2996 |
1.2936 |
1.2809 |
|
| R2 |
1.2905 |
1.2905 |
1.2801 |
|
| R1 |
1.2845 |
1.2845 |
1.2792 |
1.2830 |
| PP |
1.2814 |
1.2814 |
1.2814 |
1.2807 |
| S1 |
1.2754 |
1.2754 |
1.2776 |
1.2739 |
| S2 |
1.2723 |
1.2723 |
1.2767 |
|
| S3 |
1.2632 |
1.2663 |
1.2759 |
|
| S4 |
1.2541 |
1.2572 |
1.2734 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4454 |
1.4120 |
1.3060 |
|
| R3 |
1.3953 |
1.3619 |
1.2922 |
|
| R2 |
1.3452 |
1.3452 |
1.2876 |
|
| R1 |
1.3118 |
1.3118 |
1.2830 |
1.3035 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2909 |
| S1 |
1.2617 |
1.2617 |
1.2738 |
1.2534 |
| S2 |
1.2450 |
1.2450 |
1.2692 |
|
| S3 |
1.1949 |
1.2116 |
1.2646 |
|
| S4 |
1.1448 |
1.1615 |
1.2508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3285 |
1.2784 |
0.0501 |
3.9% |
0.0162 |
1.3% |
0% |
False |
True |
188,734 |
| 10 |
1.3310 |
1.2780 |
0.0530 |
4.1% |
0.0140 |
1.1% |
1% |
False |
False |
196,123 |
| 20 |
1.3950 |
1.2780 |
0.1170 |
9.2% |
0.0145 |
1.1% |
0% |
False |
False |
172,020 |
| 40 |
1.4615 |
1.2600 |
0.2015 |
15.8% |
0.0145 |
1.1% |
9% |
False |
False |
130,566 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
17.1% |
0.0111 |
0.9% |
16% |
False |
False |
87,445 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.1% |
0.0087 |
0.7% |
16% |
False |
False |
65,746 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.9% |
0.0077 |
0.6% |
15% |
False |
False |
52,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3262 |
|
2.618 |
1.3113 |
|
1.618 |
1.3022 |
|
1.000 |
1.2966 |
|
0.618 |
1.2931 |
|
HIGH |
1.2875 |
|
0.618 |
1.2840 |
|
0.500 |
1.2830 |
|
0.382 |
1.2819 |
|
LOW |
1.2784 |
|
0.618 |
1.2728 |
|
1.000 |
1.2693 |
|
1.618 |
1.2637 |
|
2.618 |
1.2546 |
|
4.250 |
1.2397 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2830 |
1.3035 |
| PP |
1.2814 |
1.2951 |
| S1 |
1.2799 |
1.2868 |
|