CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3006 |
1.2968 |
-0.0038 |
-0.3% |
1.3320 |
| High |
1.3025 |
1.3197 |
0.0172 |
1.3% |
1.3364 |
| Low |
1.2755 |
1.2852 |
0.0097 |
0.8% |
1.2755 |
| Close |
1.2967 |
1.3125 |
0.0158 |
1.2% |
1.2967 |
| Range |
0.0270 |
0.0345 |
0.0075 |
27.8% |
0.0609 |
| ATR |
0.0280 |
0.0285 |
0.0005 |
1.7% |
0.0000 |
| Volume |
182,576 |
195,359 |
12,783 |
7.0% |
762,857 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4093 |
1.3954 |
1.3315 |
|
| R3 |
1.3748 |
1.3609 |
1.3220 |
|
| R2 |
1.3403 |
1.3403 |
1.3188 |
|
| R1 |
1.3264 |
1.3264 |
1.3157 |
1.3334 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3093 |
| S1 |
1.2919 |
1.2919 |
1.3093 |
1.2989 |
| S2 |
1.2713 |
1.2713 |
1.3062 |
|
| S3 |
1.2368 |
1.2574 |
1.3030 |
|
| S4 |
1.2023 |
1.2229 |
1.2935 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4856 |
1.4520 |
1.3302 |
|
| R3 |
1.4247 |
1.3911 |
1.3134 |
|
| R2 |
1.3638 |
1.3638 |
1.3079 |
|
| R1 |
1.3302 |
1.3302 |
1.3023 |
1.3166 |
| PP |
1.3029 |
1.3029 |
1.3029 |
1.2960 |
| S1 |
1.2693 |
1.2693 |
1.2911 |
1.2557 |
| S2 |
1.2420 |
1.2420 |
1.2855 |
|
| S3 |
1.1811 |
1.2084 |
1.2800 |
|
| S4 |
1.1202 |
1.1475 |
1.2632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3364 |
1.2755 |
0.0609 |
4.6% |
0.0318 |
2.4% |
61% |
False |
False |
191,643 |
| 10 |
1.3450 |
1.2755 |
0.0695 |
5.3% |
0.0269 |
2.1% |
53% |
False |
False |
184,619 |
| 20 |
1.4334 |
1.2755 |
0.1579 |
12.0% |
0.0284 |
2.2% |
23% |
False |
False |
142,731 |
| 40 |
1.4687 |
1.2542 |
0.2145 |
16.3% |
0.0274 |
2.1% |
27% |
False |
False |
110,496 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
17.7% |
0.0270 |
2.1% |
33% |
False |
False |
73,970 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
17.8% |
0.0259 |
2.0% |
33% |
False |
False |
55,694 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.6% |
0.0247 |
1.9% |
32% |
False |
False |
44,849 |
| 120 |
1.5243 |
1.2351 |
0.2892 |
22.0% |
0.0210 |
1.6% |
27% |
False |
False |
37,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4663 |
|
2.618 |
1.4100 |
|
1.618 |
1.3755 |
|
1.000 |
1.3542 |
|
0.618 |
1.3410 |
|
HIGH |
1.3197 |
|
0.618 |
1.3065 |
|
0.500 |
1.3025 |
|
0.382 |
1.2984 |
|
LOW |
1.2852 |
|
0.618 |
1.2639 |
|
1.000 |
1.2507 |
|
1.618 |
1.2294 |
|
2.618 |
1.1949 |
|
4.250 |
1.1386 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3092 |
1.3075 |
| PP |
1.3058 |
1.3026 |
| S1 |
1.3025 |
1.2976 |
|