CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2685 |
1.2712 |
0.0027 |
0.2% |
1.2607 |
| High |
1.2860 |
1.2800 |
-0.0060 |
-0.5% |
1.2860 |
| Low |
1.2585 |
1.2710 |
0.0125 |
1.0% |
1.2513 |
| Close |
1.2836 |
1.2711 |
-0.0125 |
-1.0% |
1.2836 |
| Range |
0.0275 |
0.0090 |
-0.0185 |
-67.3% |
0.0347 |
| ATR |
0.0189 |
0.0185 |
-0.0005 |
-2.4% |
0.0000 |
| Volume |
193,633 |
258,496 |
64,863 |
33.5% |
795,736 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3010 |
1.2951 |
1.2761 |
|
| R3 |
1.2920 |
1.2861 |
1.2736 |
|
| R2 |
1.2830 |
1.2830 |
1.2728 |
|
| R1 |
1.2771 |
1.2771 |
1.2719 |
1.2756 |
| PP |
1.2740 |
1.2740 |
1.2740 |
1.2733 |
| S1 |
1.2681 |
1.2681 |
1.2703 |
1.2666 |
| S2 |
1.2650 |
1.2650 |
1.2695 |
|
| S3 |
1.2560 |
1.2591 |
1.2686 |
|
| S4 |
1.2470 |
1.2501 |
1.2662 |
|
|
| 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 |
1.2860 |
1.2513 |
0.0347 |
2.7% |
0.0112 |
0.9% |
57% |
False |
False |
210,846 |
| 10 |
1.3070 |
1.2513 |
0.0557 |
4.4% |
0.0122 |
1.0% |
36% |
False |
False |
215,316 |
| 20 |
1.3285 |
1.2513 |
0.0772 |
6.1% |
0.0136 |
1.1% |
26% |
False |
False |
201,695 |
| 40 |
1.4275 |
1.2513 |
0.1762 |
13.9% |
0.0136 |
1.1% |
11% |
False |
False |
169,938 |
| 60 |
1.4615 |
1.2513 |
0.2102 |
16.5% |
0.0133 |
1.0% |
9% |
False |
False |
138,756 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0108 |
0.9% |
13% |
False |
False |
104,250 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0092 |
0.7% |
13% |
False |
False |
83,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3183 |
|
2.618 |
1.3036 |
|
1.618 |
1.2946 |
|
1.000 |
1.2890 |
|
0.618 |
1.2856 |
|
HIGH |
1.2800 |
|
0.618 |
1.2766 |
|
0.500 |
1.2755 |
|
0.382 |
1.2744 |
|
LOW |
1.2710 |
|
0.618 |
1.2654 |
|
1.000 |
1.2620 |
|
1.618 |
1.2564 |
|
2.618 |
1.2474 |
|
4.250 |
1.2328 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2755 |
1.2723 |
| PP |
1.2740 |
1.2719 |
| S1 |
1.2726 |
1.2715 |
|