CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3874 |
1.3603 |
-0.0271 |
-2.0% |
1.4038 |
| High |
1.3932 |
1.3628 |
-0.0304 |
-2.2% |
1.4334 |
| Low |
1.3513 |
1.3283 |
-0.0230 |
-1.7% |
1.3804 |
| Close |
1.3573 |
1.3492 |
-0.0081 |
-0.6% |
1.3823 |
| Range |
0.0419 |
0.0345 |
-0.0074 |
-17.7% |
0.0530 |
| ATR |
0.0284 |
0.0289 |
0.0004 |
1.5% |
0.0000 |
| Volume |
57,889 |
144,156 |
86,267 |
149.0% |
256,342 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4503 |
1.4342 |
1.3682 |
|
| R3 |
1.4158 |
1.3997 |
1.3587 |
|
| R2 |
1.3813 |
1.3813 |
1.3555 |
|
| R1 |
1.3652 |
1.3652 |
1.3524 |
1.3560 |
| PP |
1.3468 |
1.3468 |
1.3468 |
1.3422 |
| S1 |
1.3307 |
1.3307 |
1.3460 |
1.3215 |
| S2 |
1.3123 |
1.3123 |
1.3429 |
|
| S3 |
1.2778 |
1.2962 |
1.3397 |
|
| S4 |
1.2433 |
1.2617 |
1.3302 |
|
|
| 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 |
1.4191 |
1.3283 |
0.0908 |
6.7% |
0.0300 |
2.2% |
23% |
False |
True |
89,028 |
| 10 |
1.4334 |
1.3283 |
0.1051 |
7.8% |
0.0248 |
1.8% |
20% |
False |
True |
81,205 |
| 20 |
1.4687 |
1.2703 |
0.1984 |
14.7% |
0.0300 |
2.2% |
40% |
False |
False |
100,788 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
17.2% |
0.0262 |
1.9% |
49% |
False |
False |
51,419 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
17.3% |
0.0256 |
1.9% |
49% |
False |
False |
34,512 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
18.0% |
0.0252 |
1.9% |
47% |
False |
False |
26,340 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.0% |
0.0214 |
1.6% |
47% |
False |
False |
21,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5094 |
|
2.618 |
1.4531 |
|
1.618 |
1.4186 |
|
1.000 |
1.3973 |
|
0.618 |
1.3841 |
|
HIGH |
1.3628 |
|
0.618 |
1.3496 |
|
0.500 |
1.3456 |
|
0.382 |
1.3415 |
|
LOW |
1.3283 |
|
0.618 |
1.3070 |
|
1.000 |
1.2938 |
|
1.618 |
1.2725 |
|
2.618 |
1.2380 |
|
4.250 |
1.1817 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3480 |
1.3620 |
| PP |
1.3468 |
1.3577 |
| S1 |
1.3456 |
1.3535 |
|