CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2815 |
1.2760 |
-0.0055 |
-0.4% |
1.2607 |
| High |
1.2815 |
1.2790 |
-0.0025 |
-0.2% |
1.2860 |
| Low |
1.2696 |
1.2725 |
0.0029 |
0.2% |
1.2513 |
| Close |
1.2709 |
1.2747 |
0.0038 |
0.3% |
1.2836 |
| Range |
0.0119 |
0.0065 |
-0.0054 |
-45.4% |
0.0347 |
| ATR |
0.0180 |
0.0173 |
-0.0007 |
-3.9% |
0.0000 |
| Volume |
195,664 |
195,418 |
-246 |
-0.1% |
795,736 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2913 |
1.2783 |
|
| R3 |
1.2884 |
1.2848 |
1.2765 |
|
| R2 |
1.2819 |
1.2819 |
1.2759 |
|
| R1 |
1.2783 |
1.2783 |
1.2753 |
1.2769 |
| PP |
1.2754 |
1.2754 |
1.2754 |
1.2747 |
| S1 |
1.2718 |
1.2718 |
1.2741 |
1.2704 |
| S2 |
1.2689 |
1.2689 |
1.2735 |
|
| S3 |
1.2624 |
1.2653 |
1.2729 |
|
| S4 |
1.2559 |
1.2588 |
1.2711 |
|
|
| 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% |
0.0139 |
1.1% |
59% |
False |
False |
210,813 |
| 10 |
1.2910 |
1.2513 |
0.0397 |
3.1% |
0.0112 |
0.9% |
59% |
False |
False |
210,239 |
| 20 |
1.3160 |
1.2513 |
0.0647 |
5.1% |
0.0129 |
1.0% |
36% |
False |
False |
203,980 |
| 40 |
1.4131 |
1.2513 |
0.1618 |
12.7% |
0.0134 |
1.0% |
14% |
False |
False |
182,705 |
| 60 |
1.4615 |
1.2513 |
0.2102 |
16.5% |
0.0134 |
1.0% |
11% |
False |
False |
148,673 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.1% |
0.0112 |
0.9% |
14% |
False |
False |
111,748 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.1% |
0.0095 |
0.7% |
14% |
False |
False |
89,562 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
17.9% |
0.0083 |
0.6% |
14% |
False |
False |
74,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3066 |
|
2.618 |
1.2960 |
|
1.618 |
1.2895 |
|
1.000 |
1.2855 |
|
0.618 |
1.2830 |
|
HIGH |
1.2790 |
|
0.618 |
1.2765 |
|
0.500 |
1.2758 |
|
0.382 |
1.2750 |
|
LOW |
1.2725 |
|
0.618 |
1.2685 |
|
1.000 |
1.2660 |
|
1.618 |
1.2620 |
|
2.618 |
1.2555 |
|
4.250 |
1.2449 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2758 |
1.2776 |
| PP |
1.2754 |
1.2766 |
| S1 |
1.2751 |
1.2757 |
|