CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2855 |
1.2747 |
-0.0108 |
-0.8% |
1.3170 |
| High |
1.2875 |
1.2890 |
0.0015 |
0.1% |
1.3285 |
| Low |
1.2784 |
1.2735 |
-0.0049 |
-0.4% |
1.2784 |
| Close |
1.2784 |
1.2821 |
0.0037 |
0.3% |
1.2784 |
| Range |
0.0091 |
0.0155 |
0.0064 |
70.3% |
0.0501 |
| ATR |
0.0193 |
0.0190 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
188,759 |
198,516 |
9,757 |
5.2% |
943,672 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3280 |
1.3206 |
1.2906 |
|
| R3 |
1.3125 |
1.3051 |
1.2864 |
|
| R2 |
1.2970 |
1.2970 |
1.2849 |
|
| R1 |
1.2896 |
1.2896 |
1.2835 |
1.2933 |
| PP |
1.2815 |
1.2815 |
1.2815 |
1.2834 |
| S1 |
1.2741 |
1.2741 |
1.2807 |
1.2778 |
| S2 |
1.2660 |
1.2660 |
1.2793 |
|
| S3 |
1.2505 |
1.2586 |
1.2778 |
|
| S4 |
1.2350 |
1.2431 |
1.2736 |
|
|
| 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 |
1.2735 |
0.0550 |
4.3% |
0.0155 |
1.2% |
16% |
False |
True |
189,261 |
| 10 |
1.3285 |
1.2735 |
0.0550 |
4.3% |
0.0146 |
1.1% |
16% |
False |
True |
192,039 |
| 20 |
1.3760 |
1.2735 |
0.1025 |
8.0% |
0.0146 |
1.1% |
8% |
False |
True |
178,428 |
| 40 |
1.4615 |
1.2610 |
0.2005 |
15.6% |
0.0147 |
1.1% |
11% |
False |
False |
135,478 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0113 |
0.9% |
18% |
False |
False |
90,743 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0087 |
0.7% |
18% |
False |
False |
68,223 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.8% |
0.0078 |
0.6% |
17% |
False |
False |
54,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3549 |
|
2.618 |
1.3296 |
|
1.618 |
1.3141 |
|
1.000 |
1.3045 |
|
0.618 |
1.2986 |
|
HIGH |
1.2890 |
|
0.618 |
1.2831 |
|
0.500 |
1.2813 |
|
0.382 |
1.2794 |
|
LOW |
1.2735 |
|
0.618 |
1.2639 |
|
1.000 |
1.2580 |
|
1.618 |
1.2484 |
|
2.618 |
1.2329 |
|
4.250 |
1.2076 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2818 |
1.2948 |
| PP |
1.2815 |
1.2905 |
| S1 |
1.2813 |
1.2863 |
|