CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2821 |
1.2871 |
0.0050 |
0.4% |
1.2747 |
| High |
1.2880 |
1.2980 |
0.0100 |
0.8% |
1.3020 |
| Low |
1.2760 |
1.2775 |
0.0015 |
0.1% |
1.2735 |
| Close |
1.2787 |
1.2935 |
0.0148 |
1.2% |
1.2935 |
| Range |
0.0120 |
0.0205 |
0.0085 |
70.8% |
0.0285 |
| ATR |
0.0185 |
0.0186 |
0.0001 |
0.8% |
0.0000 |
| Volume |
198,176 |
199,381 |
1,205 |
0.6% |
937,065 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3512 |
1.3428 |
1.3048 |
|
| R3 |
1.3307 |
1.3223 |
1.2991 |
|
| R2 |
1.3102 |
1.3102 |
1.2973 |
|
| R1 |
1.3018 |
1.3018 |
1.2954 |
1.3060 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2918 |
| S1 |
1.2813 |
1.2813 |
1.2916 |
1.2855 |
| S2 |
1.2692 |
1.2692 |
1.2897 |
|
| S3 |
1.2487 |
1.2608 |
1.2879 |
|
| S4 |
1.2282 |
1.2403 |
1.2822 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3752 |
1.3628 |
1.3092 |
|
| R3 |
1.3467 |
1.3343 |
1.3013 |
|
| R2 |
1.3182 |
1.3182 |
1.2987 |
|
| R1 |
1.3058 |
1.3058 |
1.2961 |
1.3120 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2928 |
| S1 |
1.2773 |
1.2773 |
1.2909 |
1.2835 |
| S2 |
1.2612 |
1.2612 |
1.2883 |
|
| S3 |
1.2327 |
1.2488 |
1.2857 |
|
| S4 |
1.2042 |
1.2203 |
1.2778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3020 |
1.2735 |
0.0285 |
2.2% |
0.0139 |
1.1% |
70% |
False |
False |
187,413 |
| 10 |
1.3285 |
1.2735 |
0.0550 |
4.3% |
0.0151 |
1.2% |
36% |
False |
False |
188,073 |
| 20 |
1.3700 |
1.2735 |
0.0965 |
7.5% |
0.0147 |
1.1% |
21% |
False |
False |
187,259 |
| 40 |
1.4615 |
1.2735 |
0.1880 |
14.5% |
0.0147 |
1.1% |
11% |
False |
False |
152,978 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.9% |
0.0120 |
0.9% |
23% |
False |
False |
103,021 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.9% |
0.0093 |
0.7% |
23% |
False |
False |
77,441 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.7% |
0.0084 |
0.6% |
22% |
False |
False |
62,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3851 |
|
2.618 |
1.3517 |
|
1.618 |
1.3312 |
|
1.000 |
1.3185 |
|
0.618 |
1.3107 |
|
HIGH |
1.2980 |
|
0.618 |
1.2902 |
|
0.500 |
1.2878 |
|
0.382 |
1.2853 |
|
LOW |
1.2775 |
|
0.618 |
1.2648 |
|
1.000 |
1.2570 |
|
1.618 |
1.2443 |
|
2.618 |
1.2238 |
|
4.250 |
1.1904 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2916 |
1.2913 |
| PP |
1.2897 |
1.2892 |
| S1 |
1.2878 |
1.2870 |
|