CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2968 |
1.3194 |
0.0226 |
1.7% |
1.3320 |
| High |
1.3197 |
1.3319 |
0.0122 |
0.9% |
1.3364 |
| Low |
1.2852 |
1.3105 |
0.0253 |
2.0% |
1.2755 |
| Close |
1.3125 |
1.3167 |
0.0042 |
0.3% |
1.2967 |
| Range |
0.0345 |
0.0214 |
-0.0131 |
-38.0% |
0.0609 |
| ATR |
0.0285 |
0.0280 |
-0.0005 |
-1.8% |
0.0000 |
| Volume |
195,359 |
178,461 |
-16,898 |
-8.6% |
762,857 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3839 |
1.3717 |
1.3285 |
|
| R3 |
1.3625 |
1.3503 |
1.3226 |
|
| R2 |
1.3411 |
1.3411 |
1.3206 |
|
| R1 |
1.3289 |
1.3289 |
1.3187 |
1.3243 |
| PP |
1.3197 |
1.3197 |
1.3197 |
1.3174 |
| S1 |
1.3075 |
1.3075 |
1.3147 |
1.3029 |
| S2 |
1.2983 |
1.2983 |
1.3128 |
|
| S3 |
1.2769 |
1.2861 |
1.3108 |
|
| S4 |
1.2555 |
1.2647 |
1.3049 |
|
|
| 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 |
1.3319 |
1.2755 |
0.0564 |
4.3% |
0.0255 |
1.9% |
73% |
True |
False |
198,517 |
| 10 |
1.3364 |
1.2755 |
0.0609 |
4.6% |
0.0271 |
2.1% |
68% |
False |
False |
184,845 |
| 20 |
1.4334 |
1.2755 |
0.1579 |
12.0% |
0.0289 |
2.2% |
26% |
False |
False |
150,721 |
| 40 |
1.4687 |
1.2542 |
0.2145 |
16.3% |
0.0277 |
2.1% |
29% |
False |
False |
114,894 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
17.7% |
0.0266 |
2.0% |
35% |
False |
False |
76,935 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
17.7% |
0.0259 |
2.0% |
35% |
False |
False |
57,906 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.5% |
0.0247 |
1.9% |
34% |
False |
False |
46,634 |
| 120 |
1.5150 |
1.2351 |
0.2799 |
21.3% |
0.0212 |
1.6% |
29% |
False |
False |
38,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4229 |
|
2.618 |
1.3879 |
|
1.618 |
1.3665 |
|
1.000 |
1.3533 |
|
0.618 |
1.3451 |
|
HIGH |
1.3319 |
|
0.618 |
1.3237 |
|
0.500 |
1.3212 |
|
0.382 |
1.3187 |
|
LOW |
1.3105 |
|
0.618 |
1.2973 |
|
1.000 |
1.2891 |
|
1.618 |
1.2759 |
|
2.618 |
1.2545 |
|
4.250 |
1.2196 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3212 |
1.3124 |
| PP |
1.3197 |
1.3080 |
| S1 |
1.3182 |
1.3037 |
|