CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3420 |
1.3332 |
-0.0088 |
-0.7% |
1.3874 |
| High |
1.3450 |
1.3342 |
-0.0108 |
-0.8% |
1.3932 |
| Low |
1.3256 |
1.3112 |
-0.0144 |
-1.1% |
1.3283 |
| Close |
1.3365 |
1.3150 |
-0.0215 |
-1.6% |
1.3400 |
| Range |
0.0194 |
0.0230 |
0.0036 |
18.6% |
0.0649 |
| ATR |
0.0286 |
0.0284 |
-0.0002 |
-0.8% |
0.0000 |
| Volume |
176,196 |
138,495 |
-37,701 |
-21.4% |
733,428 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3891 |
1.3751 |
1.3277 |
|
| R3 |
1.3661 |
1.3521 |
1.3213 |
|
| R2 |
1.3431 |
1.3431 |
1.3192 |
|
| R1 |
1.3291 |
1.3291 |
1.3171 |
1.3246 |
| PP |
1.3201 |
1.3201 |
1.3201 |
1.3179 |
| S1 |
1.3061 |
1.3061 |
1.3129 |
1.3016 |
| S2 |
1.2971 |
1.2971 |
1.3108 |
|
| S3 |
1.2741 |
1.2831 |
1.3087 |
|
| S4 |
1.2511 |
1.2601 |
1.3024 |
|
|
| 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 |
1.3112 |
0.0658 |
5.0% |
0.0271 |
2.1% |
6% |
False |
True |
169,214 |
| 10 |
1.4191 |
1.3112 |
0.1079 |
8.2% |
0.0285 |
2.2% |
4% |
False |
True |
129,121 |
| 20 |
1.4687 |
1.3112 |
0.1575 |
12.0% |
0.0309 |
2.3% |
2% |
False |
True |
130,869 |
| 40 |
1.4687 |
1.2400 |
0.2287 |
17.4% |
0.0265 |
2.0% |
33% |
False |
False |
72,507 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
17.8% |
0.0267 |
2.0% |
34% |
False |
False |
48,538 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
18.5% |
0.0252 |
1.9% |
33% |
False |
False |
36,897 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.5% |
0.0225 |
1.7% |
33% |
False |
False |
29,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4320 |
|
2.618 |
1.3944 |
|
1.618 |
1.3714 |
|
1.000 |
1.3572 |
|
0.618 |
1.3484 |
|
HIGH |
1.3342 |
|
0.618 |
1.3254 |
|
0.500 |
1.3227 |
|
0.382 |
1.3200 |
|
LOW |
1.3112 |
|
0.618 |
1.2970 |
|
1.000 |
1.2882 |
|
1.618 |
1.2740 |
|
2.618 |
1.2510 |
|
4.250 |
1.2135 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3227 |
1.3417 |
| PP |
1.3201 |
1.3328 |
| S1 |
1.3176 |
1.3239 |
|