CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2747 |
1.2960 |
0.0213 |
1.7% |
1.3170 |
| High |
1.2890 |
1.3020 |
0.0130 |
1.0% |
1.3285 |
| Low |
1.2735 |
1.2910 |
0.0175 |
1.4% |
1.2784 |
| Close |
1.2821 |
1.3000 |
0.0179 |
1.4% |
1.2784 |
| Range |
0.0155 |
0.0110 |
-0.0045 |
-29.0% |
0.0501 |
| ATR |
0.0190 |
0.0190 |
0.0001 |
0.3% |
0.0000 |
| Volume |
198,516 |
143,389 |
-55,127 |
-27.8% |
943,672 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3307 |
1.3263 |
1.3061 |
|
| R3 |
1.3197 |
1.3153 |
1.3030 |
|
| R2 |
1.3087 |
1.3087 |
1.3020 |
|
| R1 |
1.3043 |
1.3043 |
1.3010 |
1.3065 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.2988 |
| S1 |
1.2933 |
1.2933 |
1.2990 |
1.2955 |
| S2 |
1.2867 |
1.2867 |
1.2980 |
|
| S3 |
1.2757 |
1.2823 |
1.2970 |
|
| S4 |
1.2647 |
1.2713 |
1.2940 |
|
|
| 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 |
4.2% |
0.0156 |
1.2% |
48% |
False |
False |
182,083 |
| 10 |
1.3285 |
1.2735 |
0.0550 |
4.2% |
0.0151 |
1.2% |
48% |
False |
False |
191,139 |
| 20 |
1.3760 |
1.2735 |
0.1025 |
7.9% |
0.0147 |
1.1% |
26% |
False |
False |
182,680 |
| 40 |
1.4615 |
1.2615 |
0.2000 |
15.4% |
0.0144 |
1.1% |
19% |
False |
False |
138,922 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.8% |
0.0115 |
0.9% |
26% |
False |
False |
93,116 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.8% |
0.0089 |
0.7% |
26% |
False |
False |
70,010 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.6% |
0.0079 |
0.6% |
25% |
False |
False |
56,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3488 |
|
2.618 |
1.3308 |
|
1.618 |
1.3198 |
|
1.000 |
1.3130 |
|
0.618 |
1.3088 |
|
HIGH |
1.3020 |
|
0.618 |
1.2978 |
|
0.500 |
1.2965 |
|
0.382 |
1.2952 |
|
LOW |
1.2910 |
|
0.618 |
1.2842 |
|
1.000 |
1.2800 |
|
1.618 |
1.2732 |
|
2.618 |
1.2622 |
|
4.250 |
1.2443 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2988 |
1.2959 |
| PP |
1.2977 |
1.2918 |
| S1 |
1.2965 |
1.2878 |
|