CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3155 |
1.3140 |
-0.0015 |
-0.1% |
1.3874 |
| High |
1.3309 |
1.3223 |
-0.0086 |
-0.6% |
1.3932 |
| Low |
1.3064 |
1.2999 |
-0.0065 |
-0.5% |
1.3283 |
| Close |
1.3137 |
1.3139 |
0.0002 |
0.0% |
1.3400 |
| Range |
0.0245 |
0.0224 |
-0.0021 |
-8.6% |
0.0649 |
| ATR |
0.0281 |
0.0277 |
-0.0004 |
-1.4% |
0.0000 |
| Volume |
167,800 |
178,186 |
10,386 |
6.2% |
733,428 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3792 |
1.3690 |
1.3262 |
|
| R3 |
1.3568 |
1.3466 |
1.3201 |
|
| R2 |
1.3344 |
1.3344 |
1.3180 |
|
| R1 |
1.3242 |
1.3242 |
1.3160 |
1.3181 |
| PP |
1.3120 |
1.3120 |
1.3120 |
1.3090 |
| S1 |
1.3018 |
1.3018 |
1.3118 |
1.2957 |
| S2 |
1.2896 |
1.2896 |
1.3098 |
|
| S3 |
1.2672 |
1.2794 |
1.3077 |
|
| S4 |
1.2448 |
1.2570 |
1.3016 |
|
|
| 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 |
1.3722 |
1.2999 |
0.0723 |
5.5% |
0.0248 |
1.9% |
19% |
False |
True |
167,633 |
| 10 |
1.3956 |
1.2999 |
0.0957 |
7.3% |
0.0274 |
2.1% |
15% |
False |
True |
146,335 |
| 20 |
1.4687 |
1.2999 |
0.1688 |
12.8% |
0.0288 |
2.2% |
8% |
False |
True |
133,684 |
| 40 |
1.4687 |
1.2400 |
0.2287 |
17.4% |
0.0268 |
2.0% |
32% |
False |
False |
81,128 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
17.8% |
0.0267 |
2.0% |
34% |
False |
False |
54,261 |
| 80 |
1.4722 |
1.2351 |
0.2371 |
18.0% |
0.0251 |
1.9% |
33% |
False |
False |
41,177 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.5% |
0.0230 |
1.7% |
32% |
False |
False |
32,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4175 |
|
2.618 |
1.3809 |
|
1.618 |
1.3585 |
|
1.000 |
1.3447 |
|
0.618 |
1.3361 |
|
HIGH |
1.3223 |
|
0.618 |
1.3137 |
|
0.500 |
1.3111 |
|
0.382 |
1.3085 |
|
LOW |
1.2999 |
|
0.618 |
1.2861 |
|
1.000 |
1.2775 |
|
1.618 |
1.2637 |
|
2.618 |
1.2413 |
|
4.250 |
1.2047 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3130 |
1.3171 |
| PP |
1.3120 |
1.3160 |
| S1 |
1.3111 |
1.3150 |
|