CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3900 |
1.3874 |
-0.0026 |
-0.2% |
1.4038 |
| High |
1.3956 |
1.3932 |
-0.0024 |
-0.2% |
1.4334 |
| Low |
1.3804 |
1.3513 |
-0.0291 |
-2.1% |
1.3804 |
| Close |
1.3823 |
1.3573 |
-0.0250 |
-1.8% |
1.3823 |
| Range |
0.0152 |
0.0419 |
0.0267 |
175.7% |
0.0530 |
| ATR |
0.0274 |
0.0284 |
0.0010 |
3.8% |
0.0000 |
| Volume |
69,253 |
57,889 |
-11,364 |
-16.4% |
256,342 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4930 |
1.4670 |
1.3803 |
|
| R3 |
1.4511 |
1.4251 |
1.3688 |
|
| R2 |
1.4092 |
1.4092 |
1.3650 |
|
| R1 |
1.3832 |
1.3832 |
1.3611 |
1.3753 |
| PP |
1.3673 |
1.3673 |
1.3673 |
1.3633 |
| S1 |
1.3413 |
1.3413 |
1.3535 |
1.3334 |
| S2 |
1.3254 |
1.3254 |
1.3496 |
|
| S3 |
1.2835 |
1.2994 |
1.3458 |
|
| S4 |
1.2416 |
1.2575 |
1.3343 |
|
|
| 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 |
1.3513 |
0.0821 |
6.0% |
0.0320 |
2.4% |
7% |
False |
True |
62,846 |
| 10 |
1.4334 |
1.3513 |
0.0821 |
6.0% |
0.0263 |
1.9% |
7% |
False |
True |
93,608 |
| 20 |
1.4687 |
1.2608 |
0.2079 |
15.3% |
0.0291 |
2.1% |
46% |
False |
False |
94,034 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
17.1% |
0.0258 |
1.9% |
52% |
False |
False |
47,824 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
17.2% |
0.0257 |
1.9% |
52% |
False |
False |
32,111 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.9% |
0.0250 |
1.8% |
50% |
False |
False |
24,538 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
17.9% |
0.0210 |
1.5% |
50% |
False |
False |
19,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5713 |
|
2.618 |
1.5029 |
|
1.618 |
1.4610 |
|
1.000 |
1.4351 |
|
0.618 |
1.4191 |
|
HIGH |
1.3932 |
|
0.618 |
1.3772 |
|
0.500 |
1.3723 |
|
0.382 |
1.3673 |
|
LOW |
1.3513 |
|
0.618 |
1.3254 |
|
1.000 |
1.3094 |
|
1.618 |
1.2835 |
|
2.618 |
1.2416 |
|
4.250 |
1.1732 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3723 |
1.3815 |
| PP |
1.3673 |
1.3734 |
| S1 |
1.3623 |
1.3654 |
|