CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3114 |
1.3320 |
0.0206 |
1.6% |
1.3420 |
| High |
1.3323 |
1.3364 |
0.0041 |
0.3% |
1.3450 |
| Low |
1.3112 |
1.2837 |
-0.0275 |
-2.1% |
1.2999 |
| Close |
1.3216 |
1.2874 |
-0.0342 |
-2.6% |
1.3216 |
| Range |
0.0211 |
0.0527 |
0.0316 |
149.8% |
0.0451 |
| ATR |
0.0272 |
0.0290 |
0.0018 |
6.7% |
0.0000 |
| Volume |
227,300 |
144,092 |
-83,208 |
-36.6% |
887,977 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4606 |
1.4267 |
1.3164 |
|
| R3 |
1.4079 |
1.3740 |
1.3019 |
|
| R2 |
1.3552 |
1.3552 |
1.2971 |
|
| R1 |
1.3213 |
1.3213 |
1.2922 |
1.3119 |
| PP |
1.3025 |
1.3025 |
1.3025 |
1.2978 |
| S1 |
1.2686 |
1.2686 |
1.2826 |
1.2592 |
| S2 |
1.2498 |
1.2498 |
1.2777 |
|
| S3 |
1.1971 |
1.2159 |
1.2729 |
|
| S4 |
1.1444 |
1.1632 |
1.2584 |
|
|
| 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 |
1.3364 |
1.2837 |
0.0527 |
4.1% |
0.0287 |
2.2% |
7% |
True |
True |
171,174 |
| 10 |
1.3770 |
1.2837 |
0.0933 |
7.2% |
0.0291 |
2.3% |
4% |
False |
True |
170,760 |
| 20 |
1.4334 |
1.2837 |
0.1497 |
11.6% |
0.0277 |
2.1% |
2% |
False |
True |
132,184 |
| 40 |
1.4687 |
1.2400 |
0.2287 |
17.8% |
0.0275 |
2.1% |
21% |
False |
False |
90,373 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
18.1% |
0.0272 |
2.1% |
22% |
False |
False |
60,442 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.1% |
0.0257 |
2.0% |
22% |
False |
False |
45,815 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0237 |
1.8% |
21% |
False |
False |
36,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5604 |
|
2.618 |
1.4744 |
|
1.618 |
1.4217 |
|
1.000 |
1.3891 |
|
0.618 |
1.3690 |
|
HIGH |
1.3364 |
|
0.618 |
1.3163 |
|
0.500 |
1.3101 |
|
0.382 |
1.3038 |
|
LOW |
1.2837 |
|
0.618 |
1.2511 |
|
1.000 |
1.2310 |
|
1.618 |
1.1984 |
|
2.618 |
1.1457 |
|
4.250 |
1.0597 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3101 |
1.3101 |
| PP |
1.3025 |
1.3025 |
| S1 |
1.2950 |
1.2950 |
|