CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3622 |
1.3671 |
0.0049 |
0.4% |
1.3874 |
| High |
1.3770 |
1.3722 |
-0.0048 |
-0.3% |
1.3932 |
| Low |
1.3501 |
1.3375 |
-0.0126 |
-0.9% |
1.3283 |
| Close |
1.3694 |
1.3400 |
-0.0294 |
-2.1% |
1.3400 |
| Range |
0.0269 |
0.0347 |
0.0078 |
29.0% |
0.0649 |
| ATR |
0.0289 |
0.0293 |
0.0004 |
1.4% |
0.0000 |
| Volume |
179,512 |
177,491 |
-2,021 |
-1.1% |
733,428 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4540 |
1.4317 |
1.3591 |
|
| R3 |
1.4193 |
1.3970 |
1.3495 |
|
| R2 |
1.3846 |
1.3846 |
1.3464 |
|
| R1 |
1.3623 |
1.3623 |
1.3432 |
1.3561 |
| PP |
1.3499 |
1.3499 |
1.3499 |
1.3468 |
| S1 |
1.3276 |
1.3276 |
1.3368 |
1.3214 |
| S2 |
1.3152 |
1.3152 |
1.3336 |
|
| S3 |
1.2805 |
1.2929 |
1.3305 |
|
| S4 |
1.2458 |
1.2582 |
1.3209 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5485 |
1.5092 |
1.3757 |
|
| R3 |
1.4836 |
1.4443 |
1.3578 |
|
| R2 |
1.4187 |
1.4187 |
1.3519 |
|
| R1 |
1.3794 |
1.3794 |
1.3459 |
1.3666 |
| PP |
1.3538 |
1.3538 |
1.3538 |
1.3475 |
| S1 |
1.3145 |
1.3145 |
1.3341 |
1.3017 |
| S2 |
1.2889 |
1.2889 |
1.3281 |
|
| S3 |
1.2240 |
1.2496 |
1.3222 |
|
| S4 |
1.1591 |
1.1847 |
1.3043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3932 |
1.3283 |
0.0649 |
4.8% |
0.0339 |
2.5% |
18% |
False |
False |
146,685 |
| 10 |
1.4334 |
1.3283 |
0.1051 |
7.8% |
0.0298 |
2.2% |
11% |
False |
False |
100,843 |
| 20 |
1.4687 |
1.2972 |
0.1715 |
12.8% |
0.0316 |
2.4% |
25% |
False |
False |
124,183 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
17.3% |
0.0270 |
2.0% |
45% |
False |
False |
64,686 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
17.4% |
0.0264 |
2.0% |
45% |
False |
False |
43,359 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
18.2% |
0.0254 |
1.9% |
43% |
False |
False |
32,976 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.2% |
0.0221 |
1.7% |
43% |
False |
False |
26,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5197 |
|
2.618 |
1.4630 |
|
1.618 |
1.4283 |
|
1.000 |
1.4069 |
|
0.618 |
1.3936 |
|
HIGH |
1.3722 |
|
0.618 |
1.3589 |
|
0.500 |
1.3549 |
|
0.382 |
1.3508 |
|
LOW |
1.3375 |
|
0.618 |
1.3161 |
|
1.000 |
1.3028 |
|
1.618 |
1.2814 |
|
2.618 |
1.2467 |
|
4.250 |
1.1900 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3549 |
1.3573 |
| PP |
1.3499 |
1.3515 |
| S1 |
1.3450 |
1.3458 |
|