CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2690 |
1.2685 |
-0.0005 |
0.0% |
1.2607 |
| High |
1.2740 |
1.2860 |
0.0120 |
0.9% |
1.2860 |
| Low |
1.2665 |
1.2585 |
-0.0080 |
-0.6% |
1.2513 |
| Close |
1.2681 |
1.2836 |
0.0155 |
1.2% |
1.2836 |
| Range |
0.0075 |
0.0275 |
0.0200 |
266.7% |
0.0347 |
| ATR |
0.0183 |
0.0189 |
0.0007 |
3.6% |
0.0000 |
| Volume |
188,977 |
193,633 |
4,656 |
2.5% |
795,736 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3585 |
1.3486 |
1.2987 |
|
| R3 |
1.3310 |
1.3211 |
1.2912 |
|
| R2 |
1.3035 |
1.3035 |
1.2886 |
|
| R1 |
1.2936 |
1.2936 |
1.2861 |
1.2986 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2785 |
| S1 |
1.2661 |
1.2661 |
1.2811 |
1.2711 |
| S2 |
1.2485 |
1.2485 |
1.2786 |
|
| S3 |
1.2210 |
1.2386 |
1.2760 |
|
| S4 |
1.1935 |
1.2111 |
1.2685 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3777 |
1.3654 |
1.3027 |
|
| R3 |
1.3430 |
1.3307 |
1.2931 |
|
| R2 |
1.3083 |
1.3083 |
1.2900 |
|
| R1 |
1.2960 |
1.2960 |
1.2868 |
1.3022 |
| PP |
1.2736 |
1.2736 |
1.2736 |
1.2767 |
| S1 |
1.2613 |
1.2613 |
1.2804 |
1.2675 |
| S2 |
1.2389 |
1.2389 |
1.2772 |
|
| S3 |
1.2042 |
1.2266 |
1.2741 |
|
| S4 |
1.1695 |
1.1919 |
1.2645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2910 |
1.2513 |
0.0397 |
3.1% |
0.0110 |
0.9% |
81% |
False |
False |
208,071 |
| 10 |
1.3070 |
1.2513 |
0.0557 |
4.3% |
0.0133 |
1.0% |
58% |
False |
False |
209,405 |
| 20 |
1.3285 |
1.2513 |
0.0772 |
6.0% |
0.0143 |
1.1% |
42% |
False |
False |
197,919 |
| 40 |
1.4275 |
1.2513 |
0.1762 |
13.7% |
0.0135 |
1.1% |
18% |
False |
False |
166,019 |
| 60 |
1.4615 |
1.2513 |
0.2102 |
16.4% |
0.0133 |
1.0% |
15% |
False |
False |
134,504 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0107 |
0.8% |
18% |
False |
False |
101,025 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0092 |
0.7% |
18% |
False |
False |
81,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4029 |
|
2.618 |
1.3580 |
|
1.618 |
1.3305 |
|
1.000 |
1.3135 |
|
0.618 |
1.3030 |
|
HIGH |
1.2860 |
|
0.618 |
1.2755 |
|
0.500 |
1.2723 |
|
0.382 |
1.2690 |
|
LOW |
1.2585 |
|
0.618 |
1.2415 |
|
1.000 |
1.2310 |
|
1.618 |
1.2140 |
|
2.618 |
1.1865 |
|
4.250 |
1.1416 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2798 |
1.2786 |
| PP |
1.2760 |
1.2736 |
| S1 |
1.2723 |
1.2687 |
|