CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4073 |
1.3900 |
-0.0173 |
-1.2% |
1.4038 |
| High |
1.4116 |
1.3956 |
-0.0160 |
-1.1% |
1.4334 |
| Low |
1.3817 |
1.3804 |
-0.0013 |
-0.1% |
1.3804 |
| Close |
1.3921 |
1.3823 |
-0.0098 |
-0.7% |
1.3823 |
| Range |
0.0299 |
0.0152 |
-0.0147 |
-49.2% |
0.0530 |
| ATR |
0.0283 |
0.0274 |
-0.0009 |
-3.3% |
0.0000 |
| Volume |
73,173 |
69,253 |
-3,920 |
-5.4% |
256,342 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4317 |
1.4222 |
1.3907 |
|
| R3 |
1.4165 |
1.4070 |
1.3865 |
|
| R2 |
1.4013 |
1.4013 |
1.3851 |
|
| R1 |
1.3918 |
1.3918 |
1.3837 |
1.3890 |
| PP |
1.3861 |
1.3861 |
1.3861 |
1.3847 |
| S1 |
1.3766 |
1.3766 |
1.3809 |
1.3738 |
| S2 |
1.3709 |
1.3709 |
1.3795 |
|
| S3 |
1.3557 |
1.3614 |
1.3781 |
|
| S4 |
1.3405 |
1.3462 |
1.3739 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5577 |
1.5230 |
1.4115 |
|
| R3 |
1.5047 |
1.4700 |
1.3969 |
|
| R2 |
1.4517 |
1.4517 |
1.3920 |
|
| R1 |
1.4170 |
1.4170 |
1.3872 |
1.4079 |
| PP |
1.3987 |
1.3987 |
1.3987 |
1.3941 |
| S1 |
1.3640 |
1.3640 |
1.3774 |
1.3549 |
| S2 |
1.3457 |
1.3457 |
1.3726 |
|
| S3 |
1.2927 |
1.3110 |
1.3677 |
|
| S4 |
1.2397 |
1.2580 |
1.3532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4334 |
1.3804 |
0.0530 |
3.8% |
0.0258 |
1.9% |
4% |
False |
True |
55,002 |
| 10 |
1.4687 |
1.3790 |
0.0897 |
6.5% |
0.0275 |
2.0% |
4% |
False |
False |
110,815 |
| 20 |
1.4687 |
1.2542 |
0.2145 |
15.5% |
0.0285 |
2.1% |
60% |
False |
False |
91,422 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
16.8% |
0.0253 |
1.8% |
63% |
False |
False |
46,386 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
16.9% |
0.0253 |
1.8% |
63% |
False |
False |
31,154 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.6% |
0.0246 |
1.8% |
60% |
False |
False |
23,815 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
17.6% |
0.0206 |
1.5% |
60% |
False |
False |
19,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4602 |
|
2.618 |
1.4354 |
|
1.618 |
1.4202 |
|
1.000 |
1.4108 |
|
0.618 |
1.4050 |
|
HIGH |
1.3956 |
|
0.618 |
1.3898 |
|
0.500 |
1.3880 |
|
0.382 |
1.3862 |
|
LOW |
1.3804 |
|
0.618 |
1.3710 |
|
1.000 |
1.3652 |
|
1.618 |
1.3558 |
|
2.618 |
1.3406 |
|
4.250 |
1.3158 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3880 |
1.3998 |
| PP |
1.3861 |
1.3939 |
| S1 |
1.3842 |
1.3881 |
|