CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3030 |
1.2964 |
-0.0066 |
-0.5% |
1.2747 |
| High |
1.3070 |
1.3050 |
-0.0020 |
-0.2% |
1.3020 |
| Low |
1.3000 |
1.2828 |
-0.0172 |
-1.3% |
1.2735 |
| Close |
1.3017 |
1.2859 |
-0.0158 |
-1.2% |
1.2935 |
| Range |
0.0070 |
0.0222 |
0.0152 |
217.1% |
0.0285 |
| ATR |
0.0183 |
0.0185 |
0.0003 |
1.5% |
0.0000 |
| Volume |
211,287 |
172,326 |
-38,961 |
-18.4% |
937,065 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3578 |
1.3441 |
1.2981 |
|
| R3 |
1.3356 |
1.3219 |
1.2920 |
|
| R2 |
1.3134 |
1.3134 |
1.2900 |
|
| R1 |
1.2997 |
1.2997 |
1.2879 |
1.2955 |
| PP |
1.2912 |
1.2912 |
1.2912 |
1.2891 |
| S1 |
1.2775 |
1.2775 |
1.2839 |
1.2733 |
| S2 |
1.2690 |
1.2690 |
1.2818 |
|
| S3 |
1.2468 |
1.2553 |
1.2798 |
|
| S4 |
1.2246 |
1.2331 |
1.2737 |
|
|
| 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 |
1.3070 |
1.2760 |
0.0310 |
2.4% |
0.0144 |
1.1% |
32% |
False |
False |
195,754 |
| 10 |
1.3285 |
1.2735 |
0.0550 |
4.3% |
0.0150 |
1.2% |
23% |
False |
False |
188,918 |
| 20 |
1.3310 |
1.2735 |
0.0575 |
4.5% |
0.0141 |
1.1% |
22% |
False |
False |
188,460 |
| 40 |
1.4615 |
1.2735 |
0.1880 |
14.6% |
0.0147 |
1.1% |
7% |
False |
False |
160,034 |
| 60 |
1.4615 |
1.2460 |
0.2155 |
16.8% |
0.0124 |
1.0% |
19% |
False |
False |
109,405 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0097 |
0.8% |
19% |
False |
False |
82,230 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.8% |
0.0085 |
0.7% |
19% |
False |
False |
66,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3994 |
|
2.618 |
1.3631 |
|
1.618 |
1.3409 |
|
1.000 |
1.3272 |
|
0.618 |
1.3187 |
|
HIGH |
1.3050 |
|
0.618 |
1.2965 |
|
0.500 |
1.2939 |
|
0.382 |
1.2913 |
|
LOW |
1.2828 |
|
0.618 |
1.2691 |
|
1.000 |
1.2606 |
|
1.618 |
1.2469 |
|
2.618 |
1.2247 |
|
4.250 |
1.1885 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2939 |
1.2923 |
| PP |
1.2912 |
1.2901 |
| S1 |
1.2886 |
1.2880 |
|