CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2735 |
1.2815 |
0.0080 |
0.6% |
1.2607 |
| High |
1.2856 |
1.2815 |
-0.0041 |
-0.3% |
1.2860 |
| Low |
1.2710 |
1.2696 |
-0.0014 |
-0.1% |
1.2513 |
| Close |
1.2849 |
1.2709 |
-0.0140 |
-1.1% |
1.2836 |
| Range |
0.0146 |
0.0119 |
-0.0027 |
-18.5% |
0.0347 |
| ATR |
0.0182 |
0.0180 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
210,858 |
195,664 |
-15,194 |
-7.2% |
795,736 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3097 |
1.3022 |
1.2774 |
|
| R3 |
1.2978 |
1.2903 |
1.2742 |
|
| R2 |
1.2859 |
1.2859 |
1.2731 |
|
| R1 |
1.2784 |
1.2784 |
1.2720 |
1.2762 |
| PP |
1.2740 |
1.2740 |
1.2740 |
1.2729 |
| S1 |
1.2665 |
1.2665 |
1.2698 |
1.2643 |
| S2 |
1.2621 |
1.2621 |
1.2687 |
|
| S3 |
1.2502 |
1.2546 |
1.2676 |
|
| S4 |
1.2383 |
1.2427 |
1.2644 |
|
|
| 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 |
1.2585 |
0.0275 |
2.2% |
0.0141 |
1.1% |
45% |
False |
False |
209,525 |
| 10 |
1.2958 |
1.2513 |
0.0445 |
3.5% |
0.0119 |
0.9% |
44% |
False |
False |
217,607 |
| 20 |
1.3285 |
1.2513 |
0.0772 |
6.1% |
0.0135 |
1.1% |
25% |
False |
False |
203,263 |
| 40 |
1.4275 |
1.2513 |
0.1762 |
13.9% |
0.0139 |
1.1% |
11% |
False |
False |
178,165 |
| 60 |
1.4615 |
1.2513 |
0.2102 |
16.5% |
0.0133 |
1.0% |
9% |
False |
False |
145,443 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0111 |
0.9% |
13% |
False |
False |
109,312 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0094 |
0.7% |
13% |
False |
False |
87,623 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
18.0% |
0.0082 |
0.6% |
12% |
False |
False |
73,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3321 |
|
2.618 |
1.3127 |
|
1.618 |
1.3008 |
|
1.000 |
1.2934 |
|
0.618 |
1.2889 |
|
HIGH |
1.2815 |
|
0.618 |
1.2770 |
|
0.500 |
1.2756 |
|
0.382 |
1.2741 |
|
LOW |
1.2696 |
|
0.618 |
1.2622 |
|
1.000 |
1.2577 |
|
1.618 |
1.2503 |
|
2.618 |
1.2384 |
|
4.250 |
1.2190 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2756 |
1.2776 |
| PP |
1.2740 |
1.2754 |
| S1 |
1.2725 |
1.2731 |
|