CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2845 |
1.3051 |
0.0206 |
1.6% |
1.3420 |
| High |
1.3080 |
1.3074 |
-0.0006 |
0.0% |
1.3450 |
| Low |
1.2811 |
1.2896 |
0.0085 |
0.7% |
1.2999 |
| Close |
1.2933 |
1.3008 |
0.0075 |
0.6% |
1.3216 |
| Range |
0.0269 |
0.0178 |
-0.0091 |
-33.8% |
0.0451 |
| ATR |
0.0289 |
0.0281 |
-0.0008 |
-2.7% |
0.0000 |
| Volume |
240,812 |
195,377 |
-45,435 |
-18.9% |
887,977 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3527 |
1.3445 |
1.3106 |
|
| R3 |
1.3349 |
1.3267 |
1.3057 |
|
| R2 |
1.3171 |
1.3171 |
1.3041 |
|
| R1 |
1.3089 |
1.3089 |
1.3024 |
1.3041 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.2969 |
| S1 |
1.2911 |
1.2911 |
1.2992 |
1.2863 |
| S2 |
1.2815 |
1.2815 |
1.2975 |
|
| S3 |
1.2637 |
1.2733 |
1.2959 |
|
| S4 |
1.2459 |
1.2555 |
1.2910 |
|
|
| 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% |
0.0282 |
2.2% |
36% |
False |
False |
197,153 |
| 10 |
1.3770 |
1.2811 |
0.0959 |
7.4% |
0.0269 |
2.1% |
21% |
False |
False |
182,526 |
| 20 |
1.4334 |
1.2811 |
0.1523 |
11.7% |
0.0263 |
2.0% |
13% |
False |
False |
131,752 |
| 40 |
1.4687 |
1.2542 |
0.2145 |
16.5% |
0.0271 |
2.1% |
22% |
False |
False |
101,179 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
17.9% |
0.0271 |
2.1% |
28% |
False |
False |
67,697 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.0% |
0.0259 |
2.0% |
28% |
False |
False |
51,002 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.7% |
0.0241 |
1.9% |
27% |
False |
False |
41,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3831 |
|
2.618 |
1.3540 |
|
1.618 |
1.3362 |
|
1.000 |
1.3252 |
|
0.618 |
1.3184 |
|
HIGH |
1.3074 |
|
0.618 |
1.3006 |
|
0.500 |
1.2985 |
|
0.382 |
1.2964 |
|
LOW |
1.2896 |
|
0.618 |
1.2786 |
|
1.000 |
1.2718 |
|
1.618 |
1.2608 |
|
2.618 |
1.2430 |
|
4.250 |
1.2140 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3000 |
1.3088 |
| PP |
1.2993 |
1.3061 |
| S1 |
1.2985 |
1.3035 |
|