CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3671 |
1.3420 |
-0.0251 |
-1.8% |
1.3874 |
| High |
1.3722 |
1.3450 |
-0.0272 |
-2.0% |
1.3932 |
| Low |
1.3375 |
1.3256 |
-0.0119 |
-0.9% |
1.3283 |
| Close |
1.3400 |
1.3365 |
-0.0035 |
-0.3% |
1.3400 |
| Range |
0.0347 |
0.0194 |
-0.0153 |
-44.1% |
0.0649 |
| ATR |
0.0293 |
0.0286 |
-0.0007 |
-2.4% |
0.0000 |
| Volume |
177,491 |
176,196 |
-1,295 |
-0.7% |
733,428 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3939 |
1.3846 |
1.3472 |
|
| R3 |
1.3745 |
1.3652 |
1.3418 |
|
| R2 |
1.3551 |
1.3551 |
1.3401 |
|
| R1 |
1.3458 |
1.3458 |
1.3383 |
1.3408 |
| PP |
1.3357 |
1.3357 |
1.3357 |
1.3332 |
| S1 |
1.3264 |
1.3264 |
1.3347 |
1.3214 |
| S2 |
1.3163 |
1.3163 |
1.3329 |
|
| S3 |
1.2969 |
1.3070 |
1.3312 |
|
| S4 |
1.2775 |
1.2876 |
1.3258 |
|
|
| 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 |
1.3770 |
1.3256 |
0.0514 |
3.8% |
0.0294 |
2.2% |
21% |
False |
True |
170,347 |
| 10 |
1.4334 |
1.3256 |
0.1078 |
8.1% |
0.0307 |
2.3% |
10% |
False |
True |
116,596 |
| 20 |
1.4687 |
1.3219 |
0.1468 |
11.0% |
0.0305 |
2.3% |
10% |
False |
False |
129,906 |
| 40 |
1.4687 |
1.2400 |
0.2287 |
17.1% |
0.0263 |
2.0% |
42% |
False |
False |
69,083 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
17.5% |
0.0265 |
2.0% |
43% |
False |
False |
46,243 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
18.2% |
0.0254 |
1.9% |
42% |
False |
False |
35,172 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.2% |
0.0223 |
1.7% |
42% |
False |
False |
28,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4275 |
|
2.618 |
1.3958 |
|
1.618 |
1.3764 |
|
1.000 |
1.3644 |
|
0.618 |
1.3570 |
|
HIGH |
1.3450 |
|
0.618 |
1.3376 |
|
0.500 |
1.3353 |
|
0.382 |
1.3330 |
|
LOW |
1.3256 |
|
0.618 |
1.3136 |
|
1.000 |
1.3062 |
|
1.618 |
1.2942 |
|
2.618 |
1.2748 |
|
4.250 |
1.2432 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3361 |
1.3513 |
| PP |
1.3357 |
1.3464 |
| S1 |
1.3353 |
1.3414 |
|