CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2607 |
1.2558 |
-0.0049 |
-0.4% |
1.3030 |
| High |
1.2630 |
1.2560 |
-0.0070 |
-0.6% |
1.3070 |
| Low |
1.2555 |
1.2513 |
-0.0042 |
-0.3% |
1.2720 |
| Close |
1.2614 |
1.2549 |
-0.0065 |
-0.5% |
1.2874 |
| Range |
0.0075 |
0.0047 |
-0.0028 |
-37.3% |
0.0350 |
| ATR |
0.0188 |
0.0182 |
-0.0006 |
-3.3% |
0.0000 |
| Volume |
155,566 |
257,560 |
101,994 |
65.6% |
1,098,934 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2682 |
1.2662 |
1.2575 |
|
| R3 |
1.2635 |
1.2615 |
1.2562 |
|
| R2 |
1.2588 |
1.2588 |
1.2558 |
|
| R1 |
1.2568 |
1.2568 |
1.2553 |
1.2555 |
| PP |
1.2541 |
1.2541 |
1.2541 |
1.2534 |
| S1 |
1.2521 |
1.2521 |
1.2545 |
1.2508 |
| S2 |
1.2494 |
1.2494 |
1.2540 |
|
| S3 |
1.2447 |
1.2474 |
1.2536 |
|
| S4 |
1.2400 |
1.2427 |
1.2523 |
|
|
| 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 |
1.2958 |
1.2513 |
0.0445 |
3.5% |
0.0097 |
0.8% |
8% |
False |
True |
225,689 |
| 10 |
1.3070 |
1.2513 |
0.0557 |
4.4% |
0.0121 |
1.0% |
6% |
False |
True |
210,722 |
| 20 |
1.3285 |
1.2513 |
0.0772 |
6.2% |
0.0136 |
1.1% |
5% |
False |
True |
200,930 |
| 40 |
1.4275 |
1.2513 |
0.1762 |
14.0% |
0.0133 |
1.1% |
2% |
False |
True |
167,700 |
| 60 |
1.4615 |
1.2475 |
0.2140 |
17.1% |
0.0128 |
1.0% |
3% |
False |
False |
128,153 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.4% |
0.0103 |
0.8% |
5% |
False |
False |
96,252 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.4% |
0.0089 |
0.7% |
5% |
False |
False |
77,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2760 |
|
2.618 |
1.2683 |
|
1.618 |
1.2636 |
|
1.000 |
1.2607 |
|
0.618 |
1.2589 |
|
HIGH |
1.2560 |
|
0.618 |
1.2542 |
|
0.500 |
1.2537 |
|
0.382 |
1.2531 |
|
LOW |
1.2513 |
|
0.618 |
1.2484 |
|
1.000 |
1.2466 |
|
1.618 |
1.2437 |
|
2.618 |
1.2390 |
|
4.250 |
1.2313 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2545 |
1.2712 |
| PP |
1.2541 |
1.2657 |
| S1 |
1.2537 |
1.2603 |
|