CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3140 |
1.3114 |
-0.0026 |
-0.2% |
1.3420 |
| High |
1.3223 |
1.3323 |
0.0100 |
0.8% |
1.3450 |
| Low |
1.2999 |
1.3112 |
0.0113 |
0.9% |
1.2999 |
| Close |
1.3139 |
1.3216 |
0.0077 |
0.6% |
1.3216 |
| Range |
0.0224 |
0.0211 |
-0.0013 |
-5.8% |
0.0451 |
| ATR |
0.0277 |
0.0272 |
-0.0005 |
-1.7% |
0.0000 |
| Volume |
178,186 |
227,300 |
49,114 |
27.6% |
887,977 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3850 |
1.3744 |
1.3332 |
|
| R3 |
1.3639 |
1.3533 |
1.3274 |
|
| R2 |
1.3428 |
1.3428 |
1.3255 |
|
| R1 |
1.3322 |
1.3322 |
1.3235 |
1.3375 |
| PP |
1.3217 |
1.3217 |
1.3217 |
1.3244 |
| S1 |
1.3111 |
1.3111 |
1.3197 |
1.3164 |
| S2 |
1.3006 |
1.3006 |
1.3177 |
|
| S3 |
1.2795 |
1.2900 |
1.3158 |
|
| S4 |
1.2584 |
1.2689 |
1.3100 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4575 |
1.4346 |
1.3464 |
|
| R3 |
1.4124 |
1.3895 |
1.3340 |
|
| R2 |
1.3673 |
1.3673 |
1.3299 |
|
| R1 |
1.3444 |
1.3444 |
1.3257 |
1.3333 |
| PP |
1.3222 |
1.3222 |
1.3222 |
1.3166 |
| S1 |
1.2993 |
1.2993 |
1.3175 |
1.2882 |
| S2 |
1.2771 |
1.2771 |
1.3133 |
|
| S3 |
1.2320 |
1.2542 |
1.3092 |
|
| S4 |
1.1869 |
1.2091 |
1.2968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3450 |
1.2999 |
0.0451 |
3.4% |
0.0221 |
1.7% |
48% |
False |
False |
177,595 |
| 10 |
1.3932 |
1.2999 |
0.0933 |
7.1% |
0.0280 |
2.1% |
23% |
False |
False |
162,140 |
| 20 |
1.4687 |
1.2999 |
0.1688 |
12.8% |
0.0277 |
2.1% |
13% |
False |
False |
136,478 |
| 40 |
1.4687 |
1.2400 |
0.2287 |
17.3% |
0.0266 |
2.0% |
36% |
False |
False |
86,796 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
17.7% |
0.0266 |
2.0% |
37% |
False |
False |
58,047 |
| 80 |
1.4722 |
1.2351 |
0.2371 |
17.9% |
0.0253 |
1.9% |
36% |
False |
False |
44,015 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.4% |
0.0232 |
1.8% |
36% |
False |
False |
35,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4220 |
|
2.618 |
1.3875 |
|
1.618 |
1.3664 |
|
1.000 |
1.3534 |
|
0.618 |
1.3453 |
|
HIGH |
1.3323 |
|
0.618 |
1.3242 |
|
0.500 |
1.3218 |
|
0.382 |
1.3193 |
|
LOW |
1.3112 |
|
0.618 |
1.2982 |
|
1.000 |
1.2901 |
|
1.618 |
1.2771 |
|
2.618 |
1.2560 |
|
4.250 |
1.2215 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3218 |
1.3198 |
| PP |
1.3217 |
1.3179 |
| S1 |
1.3217 |
1.3161 |
|