CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3320 |
1.2845 |
-0.0475 |
-3.6% |
1.3420 |
| High |
1.3364 |
1.3080 |
-0.0284 |
-2.1% |
1.3450 |
| Low |
1.2837 |
1.2811 |
-0.0026 |
-0.2% |
1.2999 |
| Close |
1.2874 |
1.2933 |
0.0059 |
0.5% |
1.3216 |
| Range |
0.0527 |
0.0269 |
-0.0258 |
-49.0% |
0.0451 |
| ATR |
0.0290 |
0.0289 |
-0.0002 |
-0.5% |
0.0000 |
| Volume |
144,092 |
240,812 |
96,720 |
67.1% |
887,977 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3748 |
1.3610 |
1.3081 |
|
| R3 |
1.3479 |
1.3341 |
1.3007 |
|
| R2 |
1.3210 |
1.3210 |
1.2982 |
|
| R1 |
1.3072 |
1.3072 |
1.2958 |
1.3141 |
| PP |
1.2941 |
1.2941 |
1.2941 |
1.2976 |
| S1 |
1.2803 |
1.2803 |
1.2908 |
1.2872 |
| S2 |
1.2672 |
1.2672 |
1.2884 |
|
| S3 |
1.2403 |
1.2534 |
1.2859 |
|
| S4 |
1.2134 |
1.2265 |
1.2785 |
|
|
| 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 |
1.2811 |
0.0553 |
4.3% |
0.0295 |
2.3% |
22% |
False |
True |
191,638 |
| 10 |
1.3770 |
1.2811 |
0.0959 |
7.4% |
0.0283 |
2.2% |
13% |
False |
True |
180,426 |
| 20 |
1.4334 |
1.2811 |
0.1523 |
11.8% |
0.0265 |
2.1% |
8% |
False |
True |
130,815 |
| 40 |
1.4687 |
1.2542 |
0.2145 |
16.6% |
0.0276 |
2.1% |
18% |
False |
False |
96,380 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
18.1% |
0.0271 |
2.1% |
25% |
False |
False |
64,449 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.1% |
0.0259 |
2.0% |
25% |
False |
False |
48,678 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0240 |
1.9% |
24% |
False |
False |
39,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4223 |
|
2.618 |
1.3784 |
|
1.618 |
1.3515 |
|
1.000 |
1.3349 |
|
0.618 |
1.3246 |
|
HIGH |
1.3080 |
|
0.618 |
1.2977 |
|
0.500 |
1.2946 |
|
0.382 |
1.2914 |
|
LOW |
1.2811 |
|
0.618 |
1.2645 |
|
1.000 |
1.2542 |
|
1.618 |
1.2376 |
|
2.618 |
1.2107 |
|
4.250 |
1.1668 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2946 |
1.3088 |
| PP |
1.2941 |
1.3036 |
| S1 |
1.2937 |
1.2985 |
|