CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3603 |
1.3474 |
-0.0129 |
-0.9% |
1.4038 |
| High |
1.3628 |
1.3717 |
0.0089 |
0.7% |
1.4334 |
| Low |
1.3283 |
1.3401 |
0.0118 |
0.9% |
1.3804 |
| Close |
1.3492 |
1.3583 |
0.0091 |
0.7% |
1.3823 |
| Range |
0.0345 |
0.0316 |
-0.0029 |
-8.4% |
0.0530 |
| ATR |
0.0289 |
0.0291 |
0.0002 |
0.7% |
0.0000 |
| Volume |
144,156 |
174,380 |
30,224 |
21.0% |
256,342 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4515 |
1.4365 |
1.3757 |
|
| R3 |
1.4199 |
1.4049 |
1.3670 |
|
| R2 |
1.3883 |
1.3883 |
1.3641 |
|
| R1 |
1.3733 |
1.3733 |
1.3612 |
1.3808 |
| PP |
1.3567 |
1.3567 |
1.3567 |
1.3605 |
| S1 |
1.3417 |
1.3417 |
1.3554 |
1.3492 |
| S2 |
1.3251 |
1.3251 |
1.3525 |
|
| S3 |
1.2935 |
1.3101 |
1.3496 |
|
| S4 |
1.2619 |
1.2785 |
1.3409 |
|
|
| 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 |
1.4116 |
1.3283 |
0.0833 |
6.1% |
0.0306 |
2.3% |
36% |
False |
False |
103,770 |
| 10 |
1.4334 |
1.3283 |
0.1051 |
7.7% |
0.0257 |
1.9% |
29% |
False |
False |
80,979 |
| 20 |
1.4687 |
1.2764 |
0.1923 |
14.2% |
0.0304 |
2.2% |
43% |
False |
False |
109,193 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
17.1% |
0.0266 |
2.0% |
52% |
False |
False |
55,775 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
17.2% |
0.0259 |
1.9% |
53% |
False |
False |
37,416 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.9% |
0.0252 |
1.9% |
51% |
False |
False |
28,519 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
17.9% |
0.0216 |
1.6% |
51% |
False |
False |
22,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5060 |
|
2.618 |
1.4544 |
|
1.618 |
1.4228 |
|
1.000 |
1.4033 |
|
0.618 |
1.3912 |
|
HIGH |
1.3717 |
|
0.618 |
1.3596 |
|
0.500 |
1.3559 |
|
0.382 |
1.3522 |
|
LOW |
1.3401 |
|
0.618 |
1.3206 |
|
1.000 |
1.3085 |
|
1.618 |
1.2890 |
|
2.618 |
1.2574 |
|
4.250 |
1.2058 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3575 |
1.3608 |
| PP |
1.3567 |
1.3599 |
| S1 |
1.3559 |
1.3591 |
|