CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3474 |
1.3622 |
0.0148 |
1.1% |
1.4038 |
| High |
1.3717 |
1.3770 |
0.0053 |
0.4% |
1.4334 |
| Low |
1.3401 |
1.3501 |
0.0100 |
0.7% |
1.3804 |
| Close |
1.3583 |
1.3694 |
0.0111 |
0.8% |
1.3823 |
| Range |
0.0316 |
0.0269 |
-0.0047 |
-14.9% |
0.0530 |
| ATR |
0.0291 |
0.0289 |
-0.0002 |
-0.5% |
0.0000 |
| Volume |
174,380 |
179,512 |
5,132 |
2.9% |
256,342 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4462 |
1.4347 |
1.3842 |
|
| R3 |
1.4193 |
1.4078 |
1.3768 |
|
| R2 |
1.3924 |
1.3924 |
1.3743 |
|
| R1 |
1.3809 |
1.3809 |
1.3719 |
1.3867 |
| PP |
1.3655 |
1.3655 |
1.3655 |
1.3684 |
| S1 |
1.3540 |
1.3540 |
1.3669 |
1.3598 |
| S2 |
1.3386 |
1.3386 |
1.3645 |
|
| S3 |
1.3117 |
1.3271 |
1.3620 |
|
| S4 |
1.2848 |
1.3002 |
1.3546 |
|
|
| 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 |
1.3956 |
1.3283 |
0.0673 |
4.9% |
0.0300 |
2.2% |
61% |
False |
False |
125,038 |
| 10 |
1.4334 |
1.3283 |
0.1051 |
7.7% |
0.0274 |
2.0% |
39% |
False |
False |
88,844 |
| 20 |
1.4687 |
1.2868 |
0.1819 |
13.3% |
0.0307 |
2.2% |
45% |
False |
False |
117,292 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
17.0% |
0.0265 |
1.9% |
57% |
False |
False |
60,254 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
17.1% |
0.0261 |
1.9% |
57% |
False |
False |
40,407 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.8% |
0.0254 |
1.9% |
55% |
False |
False |
30,762 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
17.8% |
0.0218 |
1.6% |
55% |
False |
False |
24,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4913 |
|
2.618 |
1.4474 |
|
1.618 |
1.4205 |
|
1.000 |
1.4039 |
|
0.618 |
1.3936 |
|
HIGH |
1.3770 |
|
0.618 |
1.3667 |
|
0.500 |
1.3636 |
|
0.382 |
1.3604 |
|
LOW |
1.3501 |
|
0.618 |
1.3335 |
|
1.000 |
1.3232 |
|
1.618 |
1.3066 |
|
2.618 |
1.2797 |
|
4.250 |
1.2358 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3675 |
1.3638 |
| PP |
1.3655 |
1.3582 |
| S1 |
1.3636 |
1.3527 |
|