CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2860 |
1.2607 |
-0.0253 |
-2.0% |
1.3030 |
| High |
1.2910 |
1.2630 |
-0.0280 |
-2.2% |
1.3070 |
| Low |
1.2830 |
1.2555 |
-0.0275 |
-2.1% |
1.2720 |
| Close |
1.2874 |
1.2614 |
-0.0260 |
-2.0% |
1.2874 |
| Range |
0.0080 |
0.0075 |
-0.0005 |
-6.3% |
0.0350 |
| ATR |
0.0178 |
0.0188 |
0.0010 |
5.6% |
0.0000 |
| Volume |
244,619 |
155,566 |
-89,053 |
-36.4% |
1,098,934 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2825 |
1.2794 |
1.2655 |
|
| R3 |
1.2750 |
1.2719 |
1.2635 |
|
| R2 |
1.2675 |
1.2675 |
1.2628 |
|
| R1 |
1.2644 |
1.2644 |
1.2621 |
1.2660 |
| PP |
1.2600 |
1.2600 |
1.2600 |
1.2607 |
| S1 |
1.2569 |
1.2569 |
1.2607 |
1.2585 |
| S2 |
1.2525 |
1.2525 |
1.2600 |
|
| S3 |
1.2450 |
1.2494 |
1.2593 |
|
| S4 |
1.2375 |
1.2419 |
1.2573 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3938 |
1.3756 |
1.3067 |
|
| R3 |
1.3588 |
1.3406 |
1.2970 |
|
| R2 |
1.3238 |
1.3238 |
1.2938 |
|
| R1 |
1.3056 |
1.3056 |
1.2906 |
1.2972 |
| PP |
1.2888 |
1.2888 |
1.2888 |
1.2846 |
| S1 |
1.2706 |
1.2706 |
1.2842 |
1.2622 |
| S2 |
1.2538 |
1.2538 |
1.2810 |
|
| S3 |
1.2188 |
1.2356 |
1.2778 |
|
| S4 |
1.1838 |
1.2006 |
1.2682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3050 |
1.2555 |
0.0495 |
3.9% |
0.0132 |
1.0% |
12% |
False |
True |
208,642 |
| 10 |
1.3070 |
1.2555 |
0.0515 |
4.1% |
0.0127 |
1.0% |
11% |
False |
True |
199,304 |
| 20 |
1.3285 |
1.2555 |
0.0730 |
5.8% |
0.0137 |
1.1% |
8% |
False |
True |
195,672 |
| 40 |
1.4615 |
1.2555 |
0.2060 |
16.3% |
0.0143 |
1.1% |
3% |
False |
True |
167,193 |
| 60 |
1.4615 |
1.2475 |
0.2140 |
17.0% |
0.0127 |
1.0% |
6% |
False |
False |
123,870 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.3% |
0.0102 |
0.8% |
8% |
False |
False |
93,034 |
| 100 |
1.4685 |
1.2435 |
0.2250 |
17.8% |
0.0089 |
0.7% |
8% |
False |
False |
74,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2949 |
|
2.618 |
1.2826 |
|
1.618 |
1.2751 |
|
1.000 |
1.2705 |
|
0.618 |
1.2676 |
|
HIGH |
1.2630 |
|
0.618 |
1.2601 |
|
0.500 |
1.2593 |
|
0.382 |
1.2584 |
|
LOW |
1.2555 |
|
0.618 |
1.2509 |
|
1.000 |
1.2480 |
|
1.618 |
1.2434 |
|
2.618 |
1.2359 |
|
4.250 |
1.2236 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2607 |
1.2733 |
| PP |
1.2600 |
1.2693 |
| S1 |
1.2593 |
1.2654 |
|