CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3332 |
1.3155 |
-0.0177 |
-1.3% |
1.3874 |
| High |
1.3342 |
1.3309 |
-0.0033 |
-0.2% |
1.3932 |
| Low |
1.3112 |
1.3064 |
-0.0048 |
-0.4% |
1.3283 |
| Close |
1.3150 |
1.3137 |
-0.0013 |
-0.1% |
1.3400 |
| Range |
0.0230 |
0.0245 |
0.0015 |
6.5% |
0.0649 |
| ATR |
0.0284 |
0.0281 |
-0.0003 |
-1.0% |
0.0000 |
| Volume |
138,495 |
167,800 |
29,305 |
21.2% |
733,428 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3905 |
1.3766 |
1.3272 |
|
| R3 |
1.3660 |
1.3521 |
1.3204 |
|
| R2 |
1.3415 |
1.3415 |
1.3182 |
|
| R1 |
1.3276 |
1.3276 |
1.3159 |
1.3223 |
| PP |
1.3170 |
1.3170 |
1.3170 |
1.3144 |
| S1 |
1.3031 |
1.3031 |
1.3115 |
1.2978 |
| S2 |
1.2925 |
1.2925 |
1.3092 |
|
| S3 |
1.2680 |
1.2786 |
1.3070 |
|
| S4 |
1.2435 |
1.2541 |
1.3002 |
|
|
| 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 |
1.3064 |
0.0706 |
5.4% |
0.0257 |
2.0% |
10% |
False |
True |
167,898 |
| 10 |
1.4116 |
1.3064 |
0.1052 |
8.0% |
0.0282 |
2.1% |
7% |
False |
True |
135,834 |
| 20 |
1.4687 |
1.3064 |
0.1623 |
12.4% |
0.0303 |
2.3% |
4% |
False |
True |
131,992 |
| 40 |
1.4687 |
1.2400 |
0.2287 |
17.4% |
0.0265 |
2.0% |
32% |
False |
False |
76,690 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
17.8% |
0.0268 |
2.0% |
34% |
False |
False |
51,321 |
| 80 |
1.4731 |
1.2351 |
0.2380 |
18.1% |
0.0251 |
1.9% |
33% |
False |
False |
38,982 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.5% |
0.0227 |
1.7% |
32% |
False |
False |
31,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4350 |
|
2.618 |
1.3950 |
|
1.618 |
1.3705 |
|
1.000 |
1.3554 |
|
0.618 |
1.3460 |
|
HIGH |
1.3309 |
|
0.618 |
1.3215 |
|
0.500 |
1.3187 |
|
0.382 |
1.3158 |
|
LOW |
1.3064 |
|
0.618 |
1.2913 |
|
1.000 |
1.2819 |
|
1.618 |
1.2668 |
|
2.618 |
1.2423 |
|
4.250 |
1.2023 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3187 |
1.3257 |
| PP |
1.3170 |
1.3217 |
| S1 |
1.3154 |
1.3177 |
|