CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3169 |
1.3140 |
-0.0029 |
-0.2% |
1.3320 |
| High |
1.3321 |
1.3170 |
-0.0151 |
-1.1% |
1.3364 |
| Low |
1.3089 |
1.2920 |
-0.0169 |
-1.3% |
1.2755 |
| Close |
1.3126 |
1.2953 |
-0.0173 |
-1.3% |
1.2967 |
| Range |
0.0232 |
0.0250 |
0.0018 |
7.8% |
0.0609 |
| ATR |
0.0276 |
0.0274 |
-0.0002 |
-0.7% |
0.0000 |
| Volume |
179,580 |
195,197 |
15,617 |
8.7% |
762,857 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3764 |
1.3609 |
1.3091 |
|
| R3 |
1.3514 |
1.3359 |
1.3022 |
|
| R2 |
1.3264 |
1.3264 |
1.2999 |
|
| R1 |
1.3109 |
1.3109 |
1.2976 |
1.3062 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.2991 |
| S1 |
1.2859 |
1.2859 |
1.2930 |
1.2812 |
| S2 |
1.2764 |
1.2764 |
1.2907 |
|
| S3 |
1.2514 |
1.2609 |
1.2884 |
|
| S4 |
1.2264 |
1.2359 |
1.2816 |
|
|
| 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 |
1.3321 |
1.2755 |
0.0566 |
4.4% |
0.0262 |
2.0% |
35% |
False |
False |
186,234 |
| 10 |
1.3364 |
1.2755 |
0.0609 |
4.7% |
0.0272 |
2.1% |
33% |
False |
False |
191,694 |
| 20 |
1.4116 |
1.2755 |
0.1361 |
10.5% |
0.0277 |
2.1% |
15% |
False |
False |
163,764 |
| 40 |
1.4687 |
1.2542 |
0.2145 |
16.6% |
0.0278 |
2.1% |
19% |
False |
False |
124,121 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
17.9% |
0.0266 |
2.1% |
25% |
False |
False |
83,165 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.0% |
0.0259 |
2.0% |
26% |
False |
False |
62,536 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0250 |
1.9% |
25% |
False |
False |
50,381 |
| 120 |
1.4807 |
1.2351 |
0.2456 |
19.0% |
0.0214 |
1.7% |
25% |
False |
False |
41,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4233 |
|
2.618 |
1.3825 |
|
1.618 |
1.3575 |
|
1.000 |
1.3420 |
|
0.618 |
1.3325 |
|
HIGH |
1.3170 |
|
0.618 |
1.3075 |
|
0.500 |
1.3045 |
|
0.382 |
1.3016 |
|
LOW |
1.2920 |
|
0.618 |
1.2766 |
|
1.000 |
1.2670 |
|
1.618 |
1.2516 |
|
2.618 |
1.2266 |
|
4.250 |
1.1858 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3045 |
1.3121 |
| PP |
1.3014 |
1.3065 |
| S1 |
1.2984 |
1.3009 |
|